roq-position-manager¶

Purpose¶

Drop-copy feeding trade history to database
Support gateway correlating fills with portfolio update using sequence numbers

Conda¶

Using Conda

Install

$ conda install \
  --channel https://roq-trading.com/conda/stable \
  roq-position-manager

Run

$ roq-journal \
      --name "position-manager"

Flags¶

Using Flags

$ roq-journal --help

Flags

--config_file: Config file (path)
--enable_portfolio (false): Enable portfolio updates?

Database

--database_uri (http://localhost:8123): Database URI
--database_username: Database username
--database_password: Database password
--database_name: Database name
--database_create_if_not_exists (true): Create database?
--database_request_timeout (5s): Database request timeout
--database_ping_freq (30s): Database ping frequency
--database_ping_path (/ping): Database ping path
--database_encode_buffer_size (16777216): Encode buffer size (bytes)
--database_decode_buffer_size (1048576): Decode buffer size (bytes)

Constraints¶

ClickHouse 25.1 due to the use of generateSerialID
ClickHouse Keeper du to the use of generateSerialID