Roq Api Versions Save

Interface used to communicate with market gateways or a simulator. [C++20] [Interface]

0.9.7

8 months ago

Summary

  • [BREAKING CHANGE] The order_id field (used when client sends order actions) is now 48 bits wide requiring you to use uint64_t.
  • roq-coinbase-pro now authenticates market data subscriptions.
  • roq-cme has been certified.
  • roq-tui to support order management directly from the terminal (useful together with CME's somewhat manual certification process).
  • roq-sbe-publisher to multicast SBE encoded market data.
  • A Risk Management framework including a template implementation (GitHub).
  • A FIX Proxy template implementation demonstrating a client-facing front to the FIX Bridge.
  • Various changes required support more dynamic order routing. (More advanced solutions planned with the following releases.)

Release notes can be found here.

0.9.6

9 months ago

Summary

  • [BREAKING CHANGE] Major refactoring to remove direct dependency on Abseil Flags.
  • roq-bybit (v5) has replaced older gateways (v3).
  • roq-cme now supports iLink (order management).

Release notes can be found here.

0.9.5

11 months ago

Summary

Release notes can be found here.

Important

0.9.4

1 year ago

Summary

  • Bybit v5 -- new gateway (docs).
  • Binance -- support for multiple connections per account, each binding to a distinct network interface.
  • CustomMatrix -- makes it possible to pass data between strategies.
  • New Ansible scripts to install gateways and a monitoring solution.

Release notes can be found here.

0.9.3

1 year ago

Summary

  • Support drop-copy clients
  • Capture trades from orders originating outside the Roq gateways
  • New field to distinguish exchange time (aka transaction time) from exchange sending time
  • CME's (SBE) TradeSummary now also publish MarketByOrder updates (to better track matched orders vs changed quantity)
  • Preliminary support for Binance's new WebSocket API

Release notes can be found here.

0.9.2

1 year ago

Summary

This release was primarily about adding MarketByOrder (L3) support to the CME and Coinbase PRO gateways.

Release notes can be found here.

0.9.1

1 year ago

Summary

This release was primarily about analysing tick-to-trade latencies:

Release notes can be found here.

0.9.0

1 year ago

Summary

This is a minor release with many improvements as well as adding order management support to roq-bybit and a new gateway roq-dydx,

Release notes can be found here.

0.8.9

1 year ago

0.8.8

1 year ago