roq-hitbtc¶
$ conda install \
--channel https://roq-trading.com/conda/unstable \
roq-hitbtc
$ conda install \
--channel https://roq-trading.com/conda/stable \
roq-hitbtc
Supports¶
Market Data
✅ |
||
❌ |
||
✅ |
||
✅ |
||
❌ |
||
✅ |
||
✅ |
||
❌ |
Orders & Quotes
Note
✅ = Available.
❎ = Not implemented.
❌ = Unavailable.
Using¶
$ roq-hitbtc [FLAGS]
Flags¶
$ roq-hitbtc --help
--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
--encode_buffer_size(1048576)Encode buffer size
--decode_buffer_size(10485760)Decode buffer size
--mbp_allow_price_inversion(false)Allow price inversion?
Environments¶
$ --flagfile $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
$ --flagfile $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¶
$ --config_file $CONDA_PREFIX/share/roq-hitbtc/config.toml
Important
This template will be replaced when the software is upgraded. Make a copy and modify to your own needs.
# config template for the roq-hitbtc gateway
symbols = [
"^BTCUSD[A-Z]?$",
"^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"
Comments¶
Rate-limit usage is not communicated by the exchange
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”.