Drop-Copy

A client can enable the drop-copy mode using the --drop_copy flag.

This requires alignment with the gateway TOML config where the drop_copy option must be set for that particular user.

Note

Gateways will reject connection attempts by clients who have enabled the drop-copy while the gateway config does not have the corresponding drop_copy option set.

A drop-copy client will have visibility to messages that are normally only routed to specific clients.

For example, the OrderUpdate and TradeUpdate message are normally only routed to the client that the created the order.

A drop-copy client will also receive these messages. A user field is attached to those messages which can then be used for additional filtering.

Note

OrderUpdate and TradeUpdate will have order_id fields that are SPECIFIC to the originating client. In other words: the key is user AND order_id.

Note

Trades originating from orders external to Roq, will have an empty user field.

Except for having to decode all such messages, there’s no additional overhead.

Note

A drop-copy client will only process market data as per normal subscription: these message are never directed to specific clients.