roq-gemini#
Important
This gateway needs sponsorship to complete certain features.
Links#
Purpose#
Maintain network connectivity with the Gemini 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-gemini
$ cp $CONDA_PREFIX/share/roq-gemini/config.toml $CONFIG_FILE_PATH
# Then modify $CONFIG_FILE_PATH to match your specific configuration
$ roq-gemini \
--name "gemini" \
--config_file "$CONFIG_FILE_PATH" \
--client_listen_address "$UNIX_SOCKET_PATH" \
--service_listen_address "$TCP_LISTEN_PORT" \
--flagfile "$FLAG_FILE"
Config#
Flags#
$ roq-gemini --help
--exchange
(gemini
)exchange identifier (string)
--encode_buffer_size
(1048576
)encode buffer size
--decode_buffer_size
(10485760
)decode buffer size
--mbp_allow_price_inversion
(true
)allow price inversion?
--fix_mkt_uri
(tcp://3.220.21.165:1514
)FIX market_data end-point (URI)
--fix_mkt_ping_freq
(30s
)ping frequency
--fix_mkt_request_timeout
(15s
)request timeout
--fix_mkt_debug
(false
)log fix messages?
--fix_ord_uri
(tcp://3.220.21.165:1514
)FIX order entry end-point (URI)
--fix_ord_ping_freq
(30s
)ping frequency
--fix_ord_cancel_on_disconnect
(true
)cancel orders on disconnect? (bool)
--fix_ord_debug
(false
)log fix messages?
--fix_drp_uri
(tcp://3.220.21.165:1514
)FIX drop copy end-point (URI)
--fix_drp_ping_freq
(30s
)ping frequency
--fix_drp_debug
(false
)log fix messages?
--rest_uri
(https://api.sandbox.gemini.com/v1
)REST end-point (URI)
--rest_ping_freq
(30s
)ping frequency
--rest_rate_limit_interval
(60s
)rate limit: monitor interval
--rest_rate_limit_max_requests
(600
)rate limit: max requests (per interval)
Environments#
$ $CONDA_PREFIX/share/roq-gemini/flags
Market Data#
Event |
Stream |
Messages |
Comments |
---|---|---|---|
MarketData |
SecurityList (y) |
Incomplete |
|
MarketData |
SecurityList (y) |
Incomplete |
|
Unavailable |
|||
MarketData |
MarketDataSnapshotFullRefresh (W), MarketDataIncrementalRefresh (X) |
||
Unavailable |
|||
MarketData |
MarketDataIncrementalRefresh (X) |
||
Unavailable |
Event |
Stream |
Messages |
Comments |
---|---|---|---|
Statistics#
Order Management#
Event |
Stream |
Messages |
Comments |
---|---|---|---|
OrderEntry |
ExecutionReport (8) |
||
OrderEntry |
ExecutionReport (8) |
Event |
Stream |
Messages |
Comments |
---|---|---|---|
Event |
Stream |
Messages |
Comments |
---|---|---|---|
OrderEntry |
NewOrderSingle (D) |
||
Unavailable |
|||
OrderEntry |
OrderCancelRequest (F) |
||
Rest |
/v1/order/cancel/all |
Not implemented |
Event |
Stream |
Messages |
Comments |
---|---|---|---|
OrderEntry |
ExecutionReport (8), OrderCancelReject (9) |
Order Types#
Type |
Comments |
---|---|
|
Mapped to |
|
Mapped to |
|
Mapped to |
Time in Force#
Type |
Comments |
---|---|
|
Mapped to |
|
Mapped to |
|
Mapped to |
|
Mapped to |
Position Effect#
Note
Not supported
Execution Instructions#
Type |
Comments |
---|---|
|
Mapped to |
Account Management#
Event |
Stream |
Messages |
Comments |
---|---|---|---|
Event |
Stream |
Messages |
Comments |
---|---|---|---|
Unavailable |
|||
Rest |
balaneces |
Not implemented |
Streams#
Type |
Comments |
---|---|
FIX |
Primary purpose
Each connection
|
Type |
Comments |
---|---|
FIX |
Primary purpose
Each connection
The master account is used to
|
Type |
Comments |
---|---|
FIX |
Primary purpose
Each connection
|
Comments#
FIX supports both order management and market data.
Support for reference data and market status is completely missing from all API interfaces. YOU SHOULD NOT RELY ON REFERENCE DATA AND MARKET STATUS FOR ANYTHING.
REST
Not implemented.
ReferenceData, MarketStatus
You should not rely on these feeds.