roq-gate#

Important

This gateway needs sponsorship to complete certain features.

Purpose#

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

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

Flags#

$ roq-gate --help

Environments#

# flagfile

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

Market Data#

Event

Stream

Messages

Comments

roq::ReferenceData

roq::MarketStatus

roq::TopOfBook

MarketData

spot.book_ticker

roq::MarketByPriceUpdate

MarketData

spot.order_book_update

roq::MarketByOrderUpdate

roq::TradeSummary

MarketData

spot.trades

roq::StatisticsUpdate

MarketData

spot.tickers

Event

Stream

Messages

Comments

roq::ReferenceData

Rest

/spot/currencies, /spot/currency_pairs

roq::MarketStatus

roq::TopOfBook

roq::MarketByPriceUpdate

Rest

/spot/order_book

roq::MarketByOrderUpdate

roq::TradeSummary

roq::StatisticsUpdate

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#

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

  • Order books appear to allow inverted prices.

Comments#

  • All symbols not having trade_status == tradable are dropped.

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