FTX

roq-ftx

Environments

Production

Option

Value

Type

Comment(s)

--rest-uri

https://ftx.com

REST

Cloudflare

--ws-uri

wss://ftx.com/ws

WebSocket

Cloudflare

--fix-uri

tcp+ssl://fix.ftx.com:4363

FIX

Data center

ap-southeast-1, AWS, Singapore

Test

Warning

Does not exist.

Installation

Conda

Install

conda install -y roq-ftx

Configuration

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

# then modify $CONFIG_FILE_PATH to match your specific configuration

Using

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

Flags

Only notable flags are mentioned here. Please refer to roq-ftx --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_ftx group

[roq_ftx]
MY_SERVER

Docker

docker pull roqtrading/roq-ftx

Implementation

Restrictions

ReferenceData, MarketStatus, PositionUpdate, FundsUpdate

Only downloaded immediately after connection has been established.

ModifyOrder

Not implemented because it is not supported by the FIX interface.

Incoming Events

Event

Connection

Message(s)

Comment(s)

ReferenceData

REST

markets, futures

  • multiplier not available

  • special logic to derive quote and base currencies for futures

MarketStatus

REST

markets, futures

TopOfBook

WS

ticker

MarketByPrice

WS

orderbook

MarketByOrder

Not available

TradeSummary

WS

trades

SessionStatistics

Not supported

DailyStatistics

Not supported

OrderAck

FIX

ExecutionReport, OrderCancelReject, Reject

OrderUpdate

FIX

ExecutionReport

TradeUpdate

FIX

ExecutionReport

PositionUpdate

REST

account

FundsUpdate

REST

wallet/balances

Outgoing Events

Event

Connection

Message(s)

Comment(s)

CreateOrder

FIX

NewOrderSingle

ModifyOrder

Not supported

CancelOrder

FIX

OrderCancelRequest