Gemini¶
roq-gemini
Environments¶
Production¶
Note
Please contact Gemini for connectivity details.
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.