roq-hitbtc#
Important
This gateway needs sponsorship to complete certain features.
Links#
Purpose#
Maintain network connectivity with the HitBTC 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-hitbtc
$ cp $CONDA_PREFIX/share/roq-hitbtc/config.toml $CONFIG_FILE_PATH
# Then modify $CONFIG_FILE_PATH to match your specific configuration
$ roq-hitbtc \
--name "hitbtc" \
--config_file "$CONFIG_FILE_PATH" \
--client_listen_address "$UNIX_SOCKET_PATH" \
--service_listen_address "$TCP_LISTEN_PORT" \
--flagfile "$FLAG_FILE"
Config#
Flags#
$ roq-hitbtc --help
--exchange
(hitbtc
)exchange identifier (string)
--encode_buffer_size
(1048576
)encode buffer size
--decode_buffer_size
(10485760
)decode buffer size
--mbp_allow_price_inversion
(false
)allow price inversion?
--ws_uri
(wss://api.hitbtc.com/api/2/ws
)WebSocket end-point (URI)
--ws_ping_freq
(5s
)ping frequency
--ws_request_timeout
(15s
)request timeout
--ws_max_subscriptions_per_stream
(256
)max subscriptions per connection (count)
Environments#
$ $CONDA_PREFIX/share/roq-hitbtc/flags
# flagfile for the roq-hitbtc gateway
--rest_uri=https://api.hitbtc.com
--ws_uri=wss://api.hitbtc.com/api/2/ws
# flagfile for the roq-hitbtc gateway
--rest_uri=https://api.demo.hitbtc.com
--ws_uri=wss://api.demo.hitbtc.com/api/2/ws
Market Data#
Event |
Stream |
Messages |
Comments |
---|---|---|---|
MarketData |
getSymbols |
Polling |
|
Unavailable |
|||
MarketData |
subscribeTicker, ticker |
||
MarketData |
subscribeOrderbook, snapshotOrderbook, updateOrderbook |
||
Unavailable |
|||
MarketData |
subscribeTrades, snapshotTrades, updateTrades |
||
MarketData |
subscribeTicker, ticker |
Event |
Stream |
Messages |
Comments |
---|---|---|---|
Statistics#
Order Management#
Event |
Stream |
Messages |
Comments |
---|---|---|---|
DropCopy |
activeOrders, report |
||
DropCopy |
report |
Event |
Stream |
Messages |
Comments |
---|---|---|---|
Rest |
GET /api/2/history/order |
||
Rest |
GET /api/2/history/trades |
Event |
Stream |
Messages |
Comments |
---|---|---|---|
OrderEntry |
newOrder |
||
OrderEntry |
cancelReplaceOrder |
||
OrderEntry |
cancelOrder |
||
Unavailable |
Event |
Stream |
Messages |
Comments |
---|---|---|---|
OrderEntry |
result, error |
Order Types#
TBD
Time in Force#
TBD
Position Effect#
TBD
Execution Instructions#
TBD
Account Management#
Event |
Stream |
Messages |
Comments |
---|---|---|---|
Event |
Stream |
Messages |
Comments |
---|---|---|---|
Unavailable |
|||
OrderEntry |
getTradingBalance |
Polling |
Streams#
Type |
Comments |
---|---|
WebSocket |
Primary purpose
Each connection
|
Type |
Comments |
---|---|
WebSocket |
Primary purpose
Each connection
|
Type |
Comments |
---|---|
WebSocket |
Primary purpose
Each connection
|
Type |
Comments |
---|---|
REST |
Primary purpose
Each connection
|
Constraints#
Rate-limit usage is not communicated by the exchange
Comments#
The advertised FIX API does not appear to actually exist. This is the response we received from support: “At the moment, we do not grant FIX access to users”.