roq-sbe-publisher#

Purpose#

  • Publish market data as SBE message to UDP/multicast

Conda#

$ mamba install \
  --channel https://roq-trading.com/conda/stable \
  roq-sbe-publisher

$ roq-sbe-publisher
      --name publisher \
      --config_file test.toml \
      --local_interface 192.168.188.64 \
      --multicast_address_snapshot 224.1.1.1 \
      --multicast_port_snapshot 1234 \
      --multicast_address_incremental 224.1.1.1 \
      --multicast_port_incremental 6789 \
      --multicast_ttl 4 \
      --multicast_loop=true \
      --snapshot_publish_freq 5s \
      ~/run/deribit.sock

Flags#

$ roq-sbe-publisher --help

--name

User name for the gateway

--config_file

Path to a TOML config file.

--snapshot_publish_freq

The frequency snapshots are sent (one symbol is processed per period)

--local_interface

The IPv4 address of a local interface supporting multicast

--multicast_address_snapshot

An IPv4 multicast address for market data snapshots

--multicast_port_snapshot

A multicast port for market data snapshots

--multicast_address_incremental

An IPv4 multicast address for market data incremental updates

--multicast_port_incremental

A multicast port for market data incremental updates

--multicast_ttl

Multicast time-to-live

--multicast_loop

Set to true if host local services need to see the updates

--max_depth

Maximum depth for MbP order books.

Config#

The config file defines the subscriptions.

Symbols#

Defined per exchange

[symbols.deribit]
regex = [ "BTC-PERPETUAL", "ETH-PERPETUAL" ]

Currencies#

Defined for all exchanges

[symbols]
regex = [ "USD.*", "BTC.*" ]