Connecting to more than one TREP end points

Hello, we are using RFA 8.2 C++ api and Open DACS 7.8 api to consume Level1 market data.

We are working on requirements from one of our mutual client who wants us to connect to multiple TREP servers to get market data. We have a application that connects to TREP and redistribute the market data to the trader application. Authentication and entitlement checking is done using Open DACS C++ api. We ensure that a given symbol is subscribed to only one TREP service using some sort of filtering logic. Below is the topology of how this interaction happens.

Given this, I wanted to understand how this affects the way end trader's authentication and entitlement affects? What I understand is that end traders authentication and entitlement is agnostic to multiple TREP connection from the point of view of our distributor application. Is it true? Can you shade some light on this?

Also do you have some guidelines or article or Do's/Don'ts on how above functionality can be achieved?

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Jirapongse

@mktdata

Thank you for reaching out to us.

How does the Distributor App connect to multiple TREP servers?
What username the Distributor App used to connect to TREP servers?
How the Traders connect to the Distributor App? Are they use the LSEG real-time APIs?

According to the picture, the authentication and entitlement check happens when the distributor app calls the OpenDACS functions.

You can may need to check the OpenDACS tutorials.

mktdata

How does the Distributor App connect to multiple TREP servers?

⇒ It connects over TCP using RFA OMM api.

What username the Distributor App used to connect to TREP servers?

⇒ User name and App id is configurable.

How the Traders connect to the Distributor App? Are they use the LSEG real-time APIs?

⇒ Traders connect to the distributor app using our proprietary protocol.

Jirapongse

According to my knowledge, TREP can also connect a DACS server to perform entitlement checks so an username sent via the login message by RFA C++ will be used by TREP to perform this check with the DACS server.

OpenDACS API allows applications to connect to a DACS server to perform the same entitlement checks as TREP.

TREP can perform check for one user for each connection while OpenDACS API can perform checks on multiple users, as shown below.

mktdata

Thanks for this visual representation. It helps a lot.
Referring to terminology used in your diagram, Application is connecting to multiple TREP systems using same user or may be different. I do not care about Authentication done by TREP system at this point. I care about how application authenticates Client Users [user01, user02, user03 … etc] with the DACS. I know how DACS system works. I just want to understand how the fact that Client Users will be getting data from multiple TREP systems affects their authentication process? That's something trying to understand. It may be that it doesn't affect at all.

Jirapongse

Will the distributor app use the client users (user01, user02) to connect to TREPs?

If yes, it will affect authentication process. Typically, DACS doesn't allow simultaneous login. Otherwise, you need to configure DACS to allow simultaneous login for those users.

mktdata

Will the distributor app use the client users (user01, user02) to connect to TREPs?

⇒ Short Answer -No.

Explanation⇒ Client users(user01, user02) will be connecting to our distribution app. Distribution app will be authenticating them with the help of Open-DACS.

Jirapongse

In this case, if the client uses user01 to login to another TREP with DACS enable while the distribution app is using it via the OpenDACS API, it could be a problem.

mktdata

Client users (user01, user02) will be never used for connecting to TREP. That is for sure.

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