roq-cme#
Important
Only market data support.
Links#
Purpose#
Maintain network connectivity with the Bitcoke 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-cme
$ cp $CONDA_PREFIX/share/roq-cme/config.toml $CONFIG_FILE_PATH
# Then modify $CONFIG_FILE_PATH to match your specific configuration
$ roq-cme \
--name "cme" \
--config_file "$CONFIG_FILE_PATH" \
--client_listen_address "$UNIX_SOCKET_PATH" \
--metrics_listen_address "$TCP_LISTEN_PORT" \
--flagfile "$FLAG_FILE"
Config#
Flags#
$ roq-cme --help
|
An |
|
A list of channel id’s to subscribe to (as defined from the |
|
The local interface used to bridge the multicast feed. |
Environments#
There are no specific environment setup:
everything depends on the config.xml
file, the --multicast_channel_ids
flag and how
you have bridged the multicast network traffic.
Market Data#
Event |
Stream |
Messages |
Comments |
---|---|---|---|
Incremental |
MDIncrementalRefreshBook46 |
||
Incremental |
SnapshotFullRefresh52, MDIncrementalRefreshBook46 |
||
Incremental |
MDIncrementalRefreshTradeSummary48, SnapshotFullRefreshLongQty69, MDIncrementalRefreshTradeSummaryLongQty65 |
||
Incremental |
SnapshotFullRefresh52, MDIncrementalRefreshDailyStatistics49, MDIncrementalRefreshSessionStatistics51, MDIncrementalRefreshSessionStatisticsLongQty67, MDIncrementalRefreshVolume37 |
Event |
Stream |
Messages |
Comments |
---|---|---|---|
Instrument Definition |
MDInstrumentDefinitionFuture54, MDInstrumentDefinitionOption55, MDInstrumentDefinitionSpread56, MDInstrumentDefinitionFixedIncome57, MDInstrumentDefinitionRepo58, MDInstrumentDefinitionFX63 |
||
Instrument Definition |
MDInstrumentDefinitionFuture54, MDInstrumentDefinitionOption55 |
||
MBP Snapshot Recovery |
SnapshotFullRefresh52, SnapshotFullRefreshLongQty69 |
||
MBP Snapshot Recovery |
SnapshotFullRefresh52, SnapshotFullRefreshLongQty69 |
Statistics#
TBD
Order Management#
Event |
Stream |
Messages |
Comments |
---|---|---|---|
Event |
Stream |
Messages |
Comments |
---|---|---|---|
Event |
Stream |
Messages |
Comments |
---|---|---|---|
Event |
Stream |
Messages |
Comments |
---|---|---|---|
Order Types#
TBD
Time in Force#
TBD
Position Effect#
TBD
Execution Instructions#
TBD
Account Management#
Event |
Stream |
Messages |
Comments |
---|---|---|---|
Event |
Stream |
Messages |
Comments |
---|---|---|---|
Streams#
Type |
Comments |
---|---|
UDP |
Primary purpose
|
Type |
Comments |
---|---|
UDP |
Primary purpose
|
Type |
Comments |
---|---|
UDP |
Primary purpose
|
Constraints#
Order management is not currently implemented.
Comments#
ExternalLatency
is currently only published when receiving a heartbeat from the exchange.