roq-bitget#

Important

PLACEHOLDER! This gateway is in early development.

Purpose#

  • Maintain network connectivity with the Bitget 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-bitget
$ cp $CONDA_PREFIX/share/roq-bitget/config.toml $CONFIG_FILE_PATH

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

Config#

Flags#

$ roq-bitget --help

Environments#

# flagfile

--rest_uri=https://capi.bitget.com
--ws_uri=wss://ws.bitget.com/spot/v1/stream

Market Data#

Event

Stream

Messages

Comments

roq::ReferenceData

roq::MarketStatus

roq::TopOfBook

MarketData

ticker

roq::MarketByPriceUpdate

MarketData

books

roq::MarketByOrderUpdate

roq::TradeSummary

MarketData

trade

roq::StatisticsUpdate

MarketData

ticker

Event

Stream

Messages

Comments

roq::ReferenceData

Rest

/api/spot/v1/public/currencies, /api/spot/v1/public/products

roq::MarketStatus

roq::TopOfBook

roq::MarketByPriceUpdate

roq::MarketByOrderUpdate

roq::TradeSummary

roq::StatisticsUpdate

Statistics#

Type

Comments

OPEN_PRICE

(ticker) open24h

HIGHEST_TRADED_PRICE

(ticker) high24h

LOWEST_TRADED_PRICE

(ticker) low24h

TRADE_VOLUME

(ticker) quoteVolume

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#

TBD

Time in Force#

TBD

Position Effect#

TBD

Execution Instructions#

TBD

Account Management#

Event

Stream

Messages

Comments

roq::PositionUpdate

roq::FundsUpdate

Event

Stream

Messages

Comments

roq::PositionUpdate

roq::FundsUpdate

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#

  • Missing from market data:

    • Depth requires custom parser due to nested arrays

    • Depth should validate checksum