roq-bitflyer#

Important

PLACEHOLDER! This gateway is in early development.

Links#

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#

Using Conda

Install

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

Configure

$ cp $CONDA_PREFIX/share/roq-bitflyer/config.toml $CONFIG_FILE_PATH

# Then modify $CONFIG_FILE_PATH to match your specific configuration

Run

$ 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#

Common Config

Flags#

CLI

$ roq-bitflyer --help

Environments#

Prod

# 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#

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#

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#

Time in Force#

Position Effect#

Execution Instructions#

Account Management#

Live

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

Download

Event	Stream	Messages	Comments
`roq::PositionUpdate`	DropCopy	/api/account
`roq::FundsUpdate`	DropCopy	/api/wallet/balances

Streams#

Rest

Type	Comments
REST	Primary purpose discover the full list of symbols

MarketData

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"}}