roq-bitflyer#

Important

PLACEHOLDER! This gateway is in early development.

Purpose#

  • Maintain network connectivity with the bitFlyer 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: TBD

Conda#

$ conda install \
  --channel https://roq-trading.com/conda/stable \
  roq-bitflyer
$ cp $CONDA_PREFIX/share/roq-bitflyer/config.toml $CONFIG_FILE_PATH

# Then modify $CONFIG_FILE_PATH to match your specific configuration
$ roq-bitflyer \
      --name "bitflyer" \
      --config_file "$CONFIG_FILE_PATH" \
      --client_listen_address "$UNIX_SOCKET_PATH" \
      --metrics_listen_address "$TCP_LISTEN_PORT" \
      --flagfile "$FLAG_FILE"

Config#

Flags#

$ roq-bitflyer --help

Environments#

# flagfile

--rest_uri=https://api.bitflyer.com
--ws_public_uri=wss://ws.lightstream.bitflyer.com/json-rpc
--ws_private_uri=wss://ws.lightstream.bitflyer.com/json-rpc

Market Data#

Statistics#

Order Management#

Event

Stream

Messages

Comments

roq::OrderUpdate

roq::TradeUpdate

Event

Stream

Messages

Comments

roq::OrderUpdate

roq::TradeUpdate

Event

Stream

Messages

Comments

roq::OrderAck

Order Types#

Time in Force#

Position Effect#

Execution Instructions#

Account Management#

Event

Stream

Messages

Comments

roq::PositionUpdate

roq::FundsUpdate

Event

Stream

Messages

Comments

roq::PositionUpdate

DropCopy

/api/account

roq::FundsUpdate

DropCopy

/api/wallet/balances

Streams#

Type

Comments

REST

Primary purpose

  • discover the full list of symbols

Type

Comments

WebSocket

Primary purpose

  • live market data

Each connection

  • supports a slice of the symbols

Constraints#

Comments#

  • Unable to subscribe: always getting error response, e.g.

    this request

    {"jsonrpc":"2.0","method":"subscribe","params":{"channel":"lightning_ticker_BTC_JPY"},"id":"2000001"}
    

    gives this response

    {"jsonrpc":"2.0","id":null,"error":{"code":-32601,"message":"Method not found","data":"Method not specified"}}