roq-gate-futures#

Important

This gateway needs sponsorship to complete certain features.

Purpose#

  • Maintain network connectivity with the Gate.io 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-gate-futures
$ cp $CONDA_PREFIX/share/roq-gate-futures/config.toml $CONFIG_FILE_PATH

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

Config#

Flags#

$ roq-gate-futures --help

Environments#

BTC#

# flagfile

--api=btc
--rest_uri=https://api.gateio.ws/api/v4
--ws_uri=wss://fx-ws.gateio.ws/v4/ws/btc

USDT#

# flagfile

--api=usdt
--rest_uri=https://api.gateio.ws/api/v4
--ws_uri=wss://fx-ws.gateio.ws/v4/ws/usdt

Market Data#

Event

Stream

Messages

Comments

roq::ReferenceData

roq::MarketStatus

roq::TopOfBook

MarketData

futures.book_ticker

roq::MarketByPriceUpdate

MarketData

futures.order_book_update

roq::MarketByOrderUpdate

roq::TradeSummary

MarketData

futures.trades

roq::StatisticsUpdate

MarketData

futures.tickers

Event

Stream

Messages

Comments

roq::ReferenceData

Rest

/futures/{api}/contracts

roq::MarketStatus

roq::TopOfBook

roq::MarketByPriceUpdate

Rest

/futures/{api}/order_book

roq::MarketByOrderUpdate

roq::TradeSummary

roq::StatisticsUpdate

Statistics#

Type

Comments

TRADE_VOLUME

(futures.tickers) volume_24h_quote

INDEX_VALUE

(futures.tickers) index_price

FUNDING_RATE

(futures.tickers) funding_rate

FUNDING_RATE_PREDICTION

(futures.tickers) funding_rate_indicative

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#

  • Order book updates are throttled at 100ms (default) or 1000ms.

  • Order books appear to allow inverted prices.

    • This has been confirmed and documented with a request (snapshot) + a single update (which brackets the snapshot). Applying the update to the snapshot results in inverted prices.

Comments#

  • Order books can be subscribed to a depth of 5, 10 and 20, according to the documentation. However, a value of 100 also appear to be valid. Other values may result in a response saying “success’, yet updates do not appear to arrive.

  • Order/account management is completely missing (needs sponsorship).