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Roq Trading Solutions

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Roq Trading Solutions

Contents

Introduction
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- Overview
- Gateways
- Roadmap
- Contact
Tutorials
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- Conda
- Gateways
- Deployment
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- Data
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  - ClickHouse
- Development
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  - C++
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    - Basic
    - Advanced
  - CLion
  - VSCode
- PCAP
Reference
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- Gateways
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  - Flags
  - Config
  - Web
  - Signals
  - Crypto
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  - Traditional
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  - Brokers
  - Generic
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- Clients
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  - Flags
  - Bridges
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    - roq-fix-bridge
  - Proxies
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  - Adapters
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    - roq-sbe-publisher
    - roq-clickhouse
  - Tools
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- Deployment
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- Development
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  - C++
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    - roq-api
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      - Client
      - Exceptions
      - Metrics
      - Tools
      - Utilities
      - Connected
      - Disconnected
      - Start
      - Stop
      - Timer
      - AddRoutes
      - BatchBegin
      - BatchEnd
      - CancelAllOrders
      - CancelAllOrdersAck
      - CancelOrder
      - CancelQuotes
      - CreateOrder
      - CustomMatrix
      - CustomMatrixUpdate
      - CustomMetrics
      - CustomMetricsUpdate
      - DownloadBegin
      - DownloadEnd
      - ExternalLatency
      - FundsUpdate
      - GatewaySettings
      - GatewayStatus
      - MarketByOrderUpdate
      - MarketByPriceUpdate
      - MarketStatus
      - MassQuote
      - ModifyOrder
      - OrderAck
      - OrderUpdate
      - ParametersUpdate
      - Portfolio
      - PortfolioUpdate
      - PositionUpdate
      - RateLimitsUpdate
      - RateLimitTrigger
      - Ready
      - ReferenceData
      - RemoveRoutes
      - RiskLimits
      - RiskLimitsUpdate
      - RouteAck
      - StatisticsUpdate
      - StreamStatus
      - TimeSeriesUpdate
      - TopOfBook
      - TradeSummary
      - TradeUpdate
      - Bar
      - Fill
      - Layer
      - MBOUpdate
      - MBPUpdate
      - Measurement
      - Parameter
      - Position
      - RiskLimit
      - RateLimit
      - Route
      - Statistics
      - Trade
      - Event
      - MessageInfo
      - Trace
      - TraceInfo
      - Mask
      - String
      - BufferCapacity
      - Category
      - ConnectionStatus
      - Encoding
      - Error
      - ExecutionInstruction
      - Filter
      - Liquidity
      - MarginMode
      - OptionType
      - OrderCancelPolicy
      - OrderManagement
      - OrderStatus
      - OrderType
      - Origin
      - PositionEffect
      - Precision
      - Priority
      - Protocol
      - RateLimitType
      - RequestIdType
      - RequestStatus
      - RequestType
      - RouteRequestStatus
      - SecurityType
      - Side
      - StatisticsType
      - SupportType
      - TimeInForce
      - TradingStatus
      - Transport
      - UpdateAction
      - UpdateReason
      - UpdateType
    - roq-algo
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      - strategy
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        Config
      - Matcher
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        Config
        
        Factory
        
        Type
      - Reporter
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        Factory
        
        Type
        
        OutputType
      - Factory
      - simulator
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        Config
        
        Source
      - OrderCache
      - MarketData
      - PositionTracker
      - TimeChecker
      - Arbitrage
    - roq-client
    - roq-logging
    - roq-utils
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      - checksum
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        CRC32
      - codec
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        Base64
        
        Hex
      - hash
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        SHA1
        
        SHA256
        
        SHA512
      - mac
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        HMAC
      - metrics
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        Counter
        
        Gauge
        
        Histogram
        
        Writer
      - regex
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        Pattern
      - text
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        Writer
    - roq-fix
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    - roq-codec
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      - sbe
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        Decoder
        
        Encoder
      - udp
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        Decoder
        
        Encoder
        
        Header
      - fbs
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        Decoder
        
        Encoder
    - roq-market
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      - mbp
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        Factory
        
        Sequencer
      - mbo
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        Factory
        
        Sequencer
    - roq-io
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      - engine
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        ContextFactory
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        Directory
        
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        SharedMemory
        
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      - ipc
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        Connection
        
        Listener
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        Buffer
        
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        Protections
      - net
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        tcp
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        Connection
        
        Listener
        
        udp
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        Receiver
        
        Sender
        
        ConnectionFactory
        
        Connection
        
        ConnectionManager
        
        ReorderBuffer
      - sys
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        Signal
        
        Timer
      - web
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        URI
      - Context
      - Receiver
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      - FileDescriptor
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      - Buffer
    - roq-web
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      - http
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        Accept
        
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        ContentType
        
        Header
        
        Method
        
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      - rest
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        Client
        
        Headers
        
        Request
        
        Response
        
        Server
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        Client
        
        Server
    - roq-cache
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  - Python
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    - fix
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    - codec
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      - udp
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        Header
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      - Encoder
    - utils
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      - mbp
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        MarketByPrice
        
        Sequencer
      - mbo
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        MarketByOrder
    - io
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      - net
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        ReorderBuffer
    - client
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      - EventLogReader
      - EventLogMultiplexer
    - Connected
    - Disconnected
    - Start
    - Stop
    - Timer
    - CancelAllOrders
    - CancelAllOrdersAck
    - CancelOrder
    - CreateOrder
    - CustomMetricsUpdate
    - DownloadBegin
    - DownloadEnd
    - ExternalLatency
    - FundsUpdate
    - GatewaySettings
    - GatewayStatus
    - MarketByOrderUpdate
    - MarketByPriceUpdate
    - MarketStatus
    - ModifyOrder
    - OrderAck
    - OrderUpdate
    - PositionUpdate
    - RateLimitsUpdate
    - RateLimitTrigger
    - ReferenceData
    - StatisticsUpdate
    - StreamStatus
    - TopOfBook
    - TradeSummary
    - TradeUpdate
    - Fill
    - Layer
    - MBOUpdate
    - MBPUpdate
    - Measurement
    - RateLimit
    - Statistics
    - Trade
    - MessageInfo
    - UUID
    - ConnectionStatus
    - Encoding
    - Error
    - ExecutionInstruction
    - Liquidity
    - MarginMode
    - OptionType
    - OrderCancelPolicy
    - OrderManagement
    - OrderStatus
    - OrderType
    - Origin
    - PositionEffect
    - Precision
    - Priority
    - Protocol
    - RateLimitType
    - RequestIdType
    - SecurityType
    - Side
    - StatisticsType
    - SupportType
    - TimeInForce
    - TradingStatus
    - Transport
    - UpdateAction
    - UpdateType
- Design
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  - Statistics
  - Order Book
  - Order Management
  - Request Management
  - Position Management
  - Risk Management
  - Auto Cancel
  - Rate Limiter
  - Simulation
  - ClOrdID
  - Reference Data
  - Profit & Loss
  - Funds
  - Time-Series
  - Journal
  - Latency
  - Drop-Copy
  - Metrics
  - Query Interface
  - Parameters
  - Service Management
  - Control
  - FIX
  - FlatBuffers
  - JSON
  - Native
  - UDP
  - SBE
  - Download
  - License Management
  - Distribution
- Third-party
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  - Abseil C++
  - base64
  - Benchmark
  - brotli
  - c-ares
  - Catch2
  - ctre
  - expat
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  - FlatBuffers
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  - FTXUI
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  - libevent
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  - OpenSSL
  - range-v3
  - re2
  - spdlog
  - toml++
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  - Conda
  - conda-forge
  - ClickHouse
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Blogs
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Releases
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Benchmarks
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MarketDataRequestReject¶

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Last updated on 2025-03-08