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.