roq-gate-futures¶
$ conda install \
--channel https://roq-trading.com/conda/unstable \
roq-gate-futures
$ conda install \
--channel https://roq-trading.com/conda/stable \
roq-gate-futures
Supports¶
✅ |
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❌ |
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✅ |
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✅ |
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❌ |
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✅ |
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✅ |
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✅ |
Note
✅ = Available.
❎ = Not implemented.
❌ = Unavailable.
Using¶
$ roq-gate-futures [FLAGS]
Flags¶
$ roq-gate-futures --help
--exchange(gate-futures)Exchange identifier
--api(btc)API (
btcorusdt)
--rest_uri(https://api.gateio.ws/api/v4)Exchange end-point
--rest_proxyProxy end-point
--rest_ping_freq(5s)Ping frequency
--rest_ping_path(/)Ping path
--rest_request_timeout(30s)Request timeout
--rest_disable_currencies_download(false)Disable currencies download
--ws_uri(wss://api.gateio.ws/ws/v4/btc)Exchange end-point
--ws_ping_freq(5s)Ping frequency
--ws_request_timeout(15s)Request timeout
--ws_max_subscriptions_per_stream(100)Maximum number of symbols per connection
--ws_mbp_request_delay(500ms)Request delay
--ws_mbp_request_max_retries(3)Request max retries
--request_limit(80)Request limit per interval
--request_limit_interval(10s)Request limit monitor interval
--self_trade_prevention(CN)Self-trade prevention: CN, CO, CB, DC
--encode_buffer_size(1048576)Encode buffer size
--decode_buffer_size(10485760)Decode buffer size
--mbp_allow_price_inversion(true)Allow price inversion?
--order_book_depth(20)Order book depth
--order_book_freq(100ms)Order book frequency
Environments¶
$ $CONDA_PREFIX/share/roq-gate-futures/flags/prod/flags-usdt.cfg
# flagfile for the roq-gate-futures gateway
--api=usdt
--rest_uri=https://api.gateio.ws/api/v4
--ws_uri=wss://fx-ws.gateio.ws/v4/ws/usdt
$ $CONDA_PREFIX/share/roq-gate-futures/flags/prod/flags-btc.cfg
# flagfile for the roq-gate-futures gateway
--api=btc
--rest_uri=https://api.gateio.ws/api/v4
--ws_uri=wss://fx-ws.gateio.ws/v4/ws/btc
$ $CONDA_PREFIX/share/roq-gate-futures/flags/test/flags-usdt.cfg
# flagfile for the roq-gate-futures gateway
--api=usdt
--rest_uri=https://fx-api-testnet.gateio.ws/api/v4
--ws_uri=wss://fx-ws-testnet.gateio.ws/v4/ws/usdt
--rest_disable_currencies_download=true
$ $CONDA_PREFIX/share/roq-gate-futures/flags/test/flags-btc.cfg
# flagfile for the roq-gate-futures gateway
--api=btc
--rest_uri=https://fx-api-testnet.gateio.ws/api/v4
--ws_uri=wss://fx-ws-testnet.gateio.ws/v4/ws/btc
--rest_disable_currencies_download=true
Configuration¶
$ $CONDA_PREFIX/share/roq-gate-futures/config.toml
Important
This template will be replaced when the software is upgraded. Make a copy and modify to your own needs.
# config template for the roq-gate-futures gateway
symbols = [
"^BTC_USD[A-Z]?$",
"^ETH_USD[A-Z]?$"
]
[accounts]
[accounts.A1]
master = true
login = "YOUR_GATE_FUTURES_API_KEY_GOES_HERE"
secret = "YOUR_GATE_FUTURES_SECRET_GOES_HERE"
symbols = [ ".*" ]
[users]
[users.test]
password = "1234"
symbols = ".*"
[users.trader]
password = "secret"
accounts = [ "A1" ]
symbols = [ ".*BTC.*", ".*ETH.*" ]
[rate_limits]
[rate_limits.global]
type = "ORDER_ACTION"
aggregate = true
request_limit = 100
monitor_period = "10s"
ban_period = "5m"
Market Data¶
Inbound¶
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Order Management¶
Inbound¶
Outbound¶
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❌ |
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✅ |
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❌ |
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✅ |
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✅ |
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✅ |
✅ |
⇒ |
✅ |
TBD
TBD
TBD
Comments¶
Order book updates are throttled at 100ms (default) or 1000ms.
Order books appear to allow inverted prices.
This has been confirmed and documented with a request (snapshot) + a single update (which brackets the snapshot). Applying the update to the snapshot results in inverted prices.
Order books can be subscribed to a depth of 5, 10 and 20, according to the documentation. However, a value of 100 also appear to be valid. Other values may result in a response saying “success’, yet updates do not appear to arrive.
Order/account management is completely missing (needs sponsorship).
Testnet doesn’t support downloading of (spot) currencies. Use
--rest_disable_currencies_download=true.