roq-sbe-publisher¶

Purpose¶

Publish market data as SBE message to UDP/multicast

Conda¶

Using Conda

Install

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

Run

$ 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¶

Using Flags

$ roq-sbe-publisher --help

Flags

--config_file: Config file
--snapshot_publish_freq (1s): Snapshot publish frequency
--encode_buffer_size (1048576): Encode buffer size
--max_depth (100): Depth (maximum)

Multicast

--local_interface: UDP publish address
--multicast_address_snapshot: UDP publish address
--multicast_port_snapshot: UDP publish port
--multicast_address_incremental: UDP publish address
--multicast_port_incremental: UDP publish port
--multicast_ttl (4): UDP publish ttl
--multicast_loop (false): UDP publish loop

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.*" ]