roq-dydx#
Links#
Purpose#
Maintain network connectivity with the Binance exchange
Route exchange updates to connected clients
Route client requests to the relevant exchange accounts
Stream all messages to an event-log
Overview#
Spot |
|
Futures |
✓ |
Options |
Reference Data |
✓ |
Market Status |
✓ |
Top of Book |
|
Market by Price (L2) |
✓ |
Market by Order (L3) |
|
Trade Summary |
✓ |
Statistics |
✓ |
Create |
|
Modify |
|
Cancel |
|
Cancel All |
|
Auto Cancellation |
Positions |
|
Funds |
Conda#
$ mamba install \
--channel https://roq-trading.com/conda/stable \
roq-dydx
$ cp $CONDA_PREFIX/share/roq-dydx/config.toml $CONFIG_FILE_PATH
# Then modify $CONFIG_FILE_PATH to match your specific configuration
$ roq-dydx \
--name "dydx" \
--config_file "$CONFIG_FILE_PATH" \
--client_listen_address "$UNIX_SOCKET_PATH" \
--service_listen_address "$TCP_LISTEN_PORT" \
--flagfile "$FLAG_FILE"
Config#
Flags#
$ roq-dydx --help
--exchange
(dydx
)exchange identifier (string)
--request_limit
(8
)request limit per interval
--request_limit_interval
(5s
)request limit monitor interval
--encode_buffer_size
(1048576
)encode buffer size
--decode_buffer_size
(10485760
)decode buffer size
--mbp_allow_price_inversion
(true
)allow price inversion?
--mbp_max_depth
max depth levels (count)
--rest_uri
(https://api.stage.dydx.exchange
)REST end-point (URI)
--rest_proxy
REST proxy end-point (URI)
--rest_ping_freq
(5s
)ping frequency
--rest_ping_path
(/v3/time
)URI path used for REST connection keep-alive messages
--rest_request_timeout
(30s
)request: timeout
--ws_uri
(wss://api.stage.dydx.exchange/v3/ws
)WebSocket end-point (URI)
--ws_ping_freq
(5s
)ping frequency
Environments#
$ $CONDA_PREFIX/share/roq-dydx/flags
# flagfile for the roq-dydx gateway
--rest_uri=https://api.dydx.exchange
--ws_uri=wss://api.dydx.exchange/v3/ws
# flagfile for the roq-dydx gateway
--rest_uri=https://api.stage.dydx.exchange
--ws_uri=wss://api.stage.dydx.exchange
Market Data#
Event |
Stream |
Messages |
Comments |
---|---|---|---|
MarketData |
v3_markets |
||
MarketData |
v3_markets |
||
Unavailable |
|||
MarketData |
v3_orderbook |
||
Unavailable |
|||
MarketData |
v3_trades |
||
MarketData |
v3_markets |
Event |
Stream |
Messages |
Comments |
---|---|---|---|
MarketData |
v3_markets |
||
MarketData |
v3_markets |
||
Unavailable |
|||
MarketData |
v3_orderbook |
||
Unavailable |
|||
Not used |
|||
MarketData |
v3_markets |
Statistics#
Type |
Comments |
---|---|
|
(v3_markets) |
|
(v3_markets) |
|
(v3_markets) |
|
(v3_markets) |
Order Management#
Event |
Stream |
Messages |
Comments |
---|---|---|---|
Event |
Stream |
Messages |
Comments |
---|---|---|---|
Event |
Stream |
Messages |
Comments |
---|---|---|---|
Event |
Stream |
Messages |
Comments |
---|---|---|---|
Streams#
Type |
Comments |
---|---|
WebSocket |
Primary purpose
One connection |
Type |
Comments |
---|---|
REST |
Currently not used One connection |
Comments#