roq-crypto-futures#

Important

PLACEHOLDER! This gateway is in early development.

Purpose#

  • Maintain network connectivity with the Crypto.com Futures 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-crypto-futures
$ cp $CONDA_PREFIX/share/roq-crypto-futures/config.toml $CONFIG_FILE_PATH

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

Config#

Flags#

$ roq-crypto-futures --help

Environments#

# flagfile

--rest_uri=https://deriv-api.crypto.com
--ws_market_uri=wss://deriv-stream.crypto.com/v1/market
--ws_user_uri=wss://deriv-stream.crypto.com/v1/user
# flagfile

--rest_uri=https://uat-deriv-api.3ona.co
--ws_market_uri=wss://uat-deriv-stream.3ona.co/v1/market
--ws_user_uri=wss://uat-deriv-stream.3ona.co/v1/user

Market Data#

Statistics#

Type

Comments

TRADE_VOLUME

(spot.tickers) quote_volume

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#

  • All symbols having tradable != true are dropped.

  • The rate-limiter is quite strict

    • Currently getting DISCONNECTED when subscribing more channels…!?

    • Maybe need a queue for subscribtions…

    • Also, there’s a warning about not subscribing during the first second

  • Market data

    • Book is full snapshot on each update (must convert to incremental)

    • Need custom parser for book due to nested arrays