Gemini¶

roq-gemini

Environments¶

Production ¶

Note

Please contact Gemini for connectivity details.

Data center: NY5, Equinix, USA, New Jersey

Test ¶

Option	Value	Type	Comment(s)
`--fix_ord_uri`	`tcp://8.44.203.78:1528`	FIX	Order Entry
`--fix_mkt_uri`	`tcp://8.44.203.78:1529`	FIX	Market Data
`--fix_drp_uri`	`tcp://8.44.203.78:1530`	FIX	Drop Copy
`--rest_uri`	`https://api.sandbox.gemini.com/v1`	FIX	Salient Systems (?)

Data center: To be confirmed

Installation¶

Conda¶

Install

conda install -y roq-gemini

Configuration

cp $CONDA_PREFIX/share/roq-gemini/config.toml $CONFIG_FILE_PATH

# then modify $CONFIG_FILE_PATH to match your specific configuration

Using

roq-gemini \
      --name "gemini" \
      --config_file "$CONFIG_FILE_PATH" \
      --client_listen_address "$UNIX_SOCKET_PATH" \
      --metrics_listen_address "$TCP_LISTEN_PORT" \
      --fix_ord_uri "$FIX_ORD_URI" \
      --fix_mkt_uri "$FIX_MKT_URI" \
      --fix_drp_uri "$FIX_DRP_URI" \
      --rest_uri "$REST_URI"

Flags¶

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

--cancel_on_disconnect: The Logon FIX message can be used to instruct the exchange to automatically cancel all orders if the exchange detects a disconnect.

Ansible ¶

Edit your inventory file and add your server to the roq_gemini group

[roq_gemini]
MY_SERVER

Docker ¶

docker pull roqtrading/roq-gemini

Note

Please contact us, if you want to use the Docker image.

Implementation¶

Restrictions¶

REST: Not implemented.
ReferenceData, MarketStatus: You should not rely on these feeds.

Incoming Events¶

Event	Connection	Message(s)	Comment(s)
ReferenceData	FIX_MKT	SecurityList	Incomplete
MarketStatus	FIX_MKT	SecurityList	Incomplete
TopOfBook			Not available
MarketByPrice	FIX_MKT	MarketDataSnapshotFullRefresh, MarketDataIncrementalRefresh
MarketByOrder			Not available
TradeSummary	FIX_MKT	MarketDataIncrementalRefresh
SessionStatistics			Not available
DailyStatistics			Not available
OrderAck	FIX_ORD	ExecutionReport, OrderCancelReject,
OrderUpdate	FIX_ORD	ExecutionReport
TradeUpdate	FIX_ORD	ExecutionReport
PositionUpdate			Not available
FundsUpdate	REST	balances	Not implemented

Outgoing Events¶

Event	Connection	Message(s)	Comment(s)
CreateOrder	FIX_ORD	NewOrderSingle
ModifyOrder			Not available
CancelOrder	FIX_ORD	OrderCancelRequest

Comments¶

FIX supports both order management and market data.
Support for reference data and market status is completely missing from all API interfaces. YOU SHOULD NOT RELY ON REFERENCE DATA AND MARKET STATUS FOR ANYTHING.