FIX Edge Trade Capture solution integration with Azure Cloud

One of the largest oil company, commodity trading firm, sought a solution to efficiently download trade capture reports and security definitions from different counterparties. The objective was to seamlessly populate this data into the Endur system.

The challenge at hand was to deliver a solution for integrating a FIX gateway into the client's existing environment. To receive Trade Capture data from three venues - ICE, CME, and SGX, integrate into the customer's internal system and ensure smooth publishing of the data to the Endur endpoint.

B2BITS®, the Capital Markets Competency Center of EPAM Systems, was selected as a trusted partner to design a solution that fulfilled specific requirements. These requirements included:

• Ensuring a quick time to market for the solution.
• Offering system flexibility to accommodate future needs and changes.
• Implementing duplicates check functionality for data accuracy.
• Providing a turn-key service for solution configuration and deployment.
• Offering a user-friendly business layer configuration for easy customization.
• Delivering ongoing software support services.
• Featuring an experienced team with deep domain knowledge in the field.

Solution

FIX gateway based on FIXEdge Trade Capture solution subscribes to Trade Capture feeds from ICE, CME, SGX venues, converts the incoming data into XML format and subsequently transmits the converted data to the Azure Event Hub Kafka endpoint and then routs it to Endur endpoint. To ensure optimal performance, the solution was deployed within the Azure cloud environment. This involved utilizing Azure Kubernetes Service (AKS) via Helm Charts for deployment. Furthermore, the solution was integrated with various Azure services, including Azure Key Vault, Azure Postgres DB, and Azure Event Hubs. It is worth noting that all the solution's components, namely FIXEdge, FIXICC H2, and FIXEye-agent applications operate within the AKS environment. Message routing is effectively facilitated through Kafka endpoints into the Azure Event Hub with utmost efficiency. 

The implemented FIXEdge® solution offers a reliable and easily configurable FIX Trade Capture HUB, operating around the clock. Monitoring and management of the solution can be efficiently carried out through the user-friendly graphical user interface (GUI) of the FIXICC H2 tool. Acting as a central hub, the solution seamlessly accumulates data from various trading venues, which the customer leverages for monitoring and analysis purposes. Furthermore, the successfully deployed solution within the Azure cloud environment, utilizing HelmCharts, ensures streamlined deployment processes.

With the assistance of EPAM's solution, the company is empowered to stay at the forefront of technological advancements while deriving considerable value from their investment.