roq-hitbtc#

Links#

Supports#

Products

Spot	✓
Futures
Options
Combos

Market Data

Reference Data	✓
Market Status
Top of Book	✓
Market by Price	✓
Market by Order
Trade Summary	✓
Statistics	✓

Order Management

Create	✓
Modify	✓
Cancel	✓
Cancel All
Auto-Cancel

Account Management

Positions	✓
Funds	✓

Installing#

Using Conda

Stable

$ mamba install \
      --channel https://roq-trading.com/conda/stable \
      roq-hitbtc

Unstable

$ mamba install \
      --channel https://roq-trading.com/conda/unstable \
      roq-hitbtc

Using#

$ roq-hitbtc \
      --name "hitbtc" \
      --config_file $CONFIG_FILE_PATH \
      --client_listen_address $UNIX_SOCKET_PATH \
      --flagfile $ENVIRONMENT_FLAGFILE

Flags#

$ roq-hitbtc --help

Flags

--exchange (hitbtc): Exchange identifier

--ws_uri (wss://api.hitbtc.com/api/2/ws): Exchange end-point
--ws_ping_freq (5s): Ping frequency
--ws_request_timeout (15s): Request timeout
--ws_max_subscriptions_per_stream (256): Maximum number of symbols per connection

Misc

--encode_buffer_size (1048576): Encode buffer size
--decode_buffer_size (10485760): Decode buffer size
--mbp_allow_price_inversion (false): Allow price inversion?

Environments#

Prod

$ $CONDA_PREFIX/share/roq-hitbtc/flags/prod/flags.cfg

# flagfile for the roq-hitbtc gateway

--rest_uri=https://api.hitbtc.com
--ws_uri=wss://api.hitbtc.com/api/2/ws

Test

$ $CONDA_PREFIX/share/roq-hitbtc/flags/test/flags.cfg

# flagfile for the roq-hitbtc gateway

--rest_uri=https://api.demo.hitbtc.com
--ws_uri=wss://api.demo.hitbtc.com/api/2/ws

Configuration#

Gateway Config

$ $CONDA_PREFIX/share/roq-hitbtc/config.toml

Important

The template will be replaced when the software is upgraded. Make a copy and modify to your needs.

symbols = [
  "^BTCUSD[A-Z]?$",
  "^ETHUSD[A-Z]?$"
]

[accounts]

  [accounts.A1]
  master = true
  login = "YOUR_HITBTC_API_KEY_GOES_HERE"
  secret = "YOUR_HITBTC_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#

Live

Event	Stream	Messages	Comments
`roq::ReferenceData`	MarketData	getSymbols	Polling
`roq::MarketStatus`			Unavailable
`roq::TopOfBook`	MarketData	subscribeTicker, ticker
`roq::MarketByPriceUpdate`	MarketData	subscribeOrderbook, snapshotOrderbook, updateOrderbook
`roq::MarketByOrderUpdate`			Unavailable
`roq::TradeSummary`	MarketData	subscribeTrades, snapshotTrades, updateTrades
`roq::StatisticsUpdate`	MarketData	subscribeTicker, ticker

Download

Event	Stream	Messages	Comments
`roq::ReferenceData`
`roq::MarketStatus`
`roq::TopOfBook`
`roq::MarketByPriceUpdate`
`roq::MarketByOrderUpdate`
`roq::TradeSummary`
`roq::StatisticsUpdate`

Statistics#

Order Management#

Live

Event	Stream	Messages	Comments
`roq::OrderUpdate`	DropCopy	activeOrders, report
`roq::TradeUpdate`	DropCopy	report

Download

Event	Stream	Messages	Comments
`roq::OrderUpdate`	Rest	GET /api/2/history/order
`roq::TradeUpdate`	Rest	GET /api/2/history/trades

Request

Event	Stream	Messages	Comments
`roq::CreateOrder`	OrderEntry	newOrder
`roq::ModifyOrder`	OrderEntry	cancelReplaceOrder
`roq::CancelOrder`	OrderEntry	cancelOrder
`roq::CancelAllOrders`			Unavailable

Response

Event	Stream	Messages	Comments
`roq::OrderAck`	OrderEntry	result, error

Order Types#

TBD

Time in Force#

TBD

Position Effect#

TBD

Execution Instructions#

TBD

Account Management#

Live

Event	Stream	Messages	Comments
`roq::PositionUpdate`
`roq::FundsUpdate`

Download

Event	Stream	Messages	Comments
`roq::PositionUpdate`			Unavailable
`roq::FundsUpdate`	OrderEntry	getTradingBalance	Polling

Streams#

OrderEntry

Type	Comments
WebSocket	Primary purpose support order management Each connection supports a single account

Type

Comments

WebSocket

Primary purpose

support order management

Each connection

supports a single account

DropCopy

Type	Comments
WebSocket	Primary purpose support account management Each connection supports a single account

Type

Comments

WebSocket

Primary purpose

support account management

Each connection

supports a single account

MarketData

Type	Comments
WebSocket	Primary purpose live market data Each connection supports a slice of the symbols

Type

Comments

WebSocket

Primary purpose

live market data

Each connection

supports a slice of the symbols

Rest

Type	Comments
REST	Primary purpose download order history Each connection supports a single account

Constraints#

Rate-limit usage is not communicated by the exchange

Comments#

The advertised FIX API does not appear to actually exist. This is the response we received from support: “At the moment, we do not grant FIX access to users”.