roq-binance-options

Important

PLACEHOLDER! This gateway is in early development.

Links

• Website

• API

Purpose

• Maintain network connectivity with the Binance Options exchange

• Route exchange updates to connected clients

• Route client requests to the relevant exchange accounts

• Stream all messages to an event-log

Overview

Products

Spot
Futures
Options	✓

Market Data

Reference Data	✓
Market Status	✓
Top of Book	✓
Market by Price (L2)	✓
Market by Order (L3)
Trade Summary	✓
Statistics	✓

Order Management

Create	✓
Modify
Cancel	✓
Cancel All	✓
Auto Cancellation	✓

Account Management

Positions	✓
Funds	✓

• Data center located in Japan (to be confirmed)

• No test environment

Conda

• Using Conda

Install

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

Configure

$ cp $CONDA_PREFIX/share/roq-binance-options/config.toml $CONFIG_FILE_PATH

# Then modify $CONFIG_FILE_PATH to match your specific configuration

Run

$ roq-binance-options \
      --name "binance-options" \
      --config_file "$CONFIG_FILE_PATH" \
      --client_listen_address "$UNIX_SOCKET_PATH" \
      --service_listen_address "$TCP_LISTEN_PORT" \
      --flagfile "$FLAG_FILE"

Config

• Common Config

Flags

• Using Flags

• Common Flags

CLI

$ roq-binance-options --help

General

--api

The API URI name (fapi for USD-M and dapi for COIN-M)

REST

--rest_listen_key_refresh

Time between listen key refresh.

WebSocket

--ws_depth_levels	Max levels for snapshots.
--ws_depth_freq	Select frequency of depth stream: 100ms, 250ms or 500ms
--ws_max_subscriptions	Subscription limit per web-socket connection

Environments

Prod

# flagfile

--rest_uri=https://vapi.binance.com
--ws_uri=wss://vstream.binance.com/ws

Market Data

Live

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

Download

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

Statistics

TBD

Order Management

Live

Event	Stream	Messages	Comments
roq::OrderUpdate
roq::TradeUpdate

Download

Event	Stream	Messages	Comments
roq::OrderUpdate
roq::TradeUpdate

Request

Event	Stream	Messages	Comments
roq::CreateOrder
roq::ModifyOrder
roq::CancelOrder
roq::CancelAllOrders

Response

Event	Stream	Messages	Comments
roq::OrderAck

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
roq::FundsUpdate

Streams

OrderEntry

Type	Comments
REST	Primary purpose support order management Each connection supports a single account maintains a listen key (used by the DropCopy stream)

DropCopy

Type	Comments
WebSocket	Primary purpose live account updates, including orders and fills Each connection supports a single account

MarketData

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

Rest

Type	Comments
REST	Primary purpose download reference data One connection

Constraints