BitFinex

roq-bitfinex

Environments

Production

Connection

URI

Comment(s)

REST (PUB)

https://api-pub.bitfinex.com

REST (AUTH)

https://api.bitfinex.com

WebSocket (PUB)

wss://api-pub.bitfinex.com/

WebSocket (AUTH)

wss://api.bitfinex.com/

FIX

???

Data center

Switzerland (to be confirmed)

Test

Warning

Does not exist.

Installation

Conda

Install

conda install -y roq-bitfinex

Configuration

cp $CONDA_PREFIX/share/roq/bitfinex/config.toml $CONFIG_FILE_PATH

# then modify $CONFIG_FILE_PATH to match your specific configuration

Using

roq-bitfinex \
      --name "bitfinex" \
      --config-file "$CONFIG_FILE_PATH" \
      --client-listen-address "$UNIX_SOCKET_PATH" \
      --metrics-listen-address "$TCP_LISTEN_PORT" \
      --rest-uri "$REST_URI" \
      --ws-uri "$WS_URI"

Flags

Only notable flags are mentioned here. Please refer to roq-bitfinex --help for all flags.

--cancel-on-disconnect

The Logon FIX message can be used to instruct the exchange to automatically cancel all orders if a disconnect has been detected.

Ansible

Add your host to the roq_bitfinex group

[roq_bitfinex]
MY_SERVER

Docker

docker pull roqtrading/roq-bitfinex

Implementation

Restrictions

Incoming Events

Event

Connection

Message(s)

Comment(s)

ReferenceData

MarketStatus

TopOfBook

MarketByPrice

MarketByOrder

TradeSummary

SessionStatistics

DailyStatistics

OrderAck

OrderUpdate

TradeUpdate

PositionUpdate

FundsUpdate

Outgoing Events

Event

Connection

Message(s)

Comment(s)

CreateOrder

ModifyOrder

CancelOrder