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#

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 LIM-1, OVH, Germany, Limburg

Conda#

Using Conda

Install

$ mamba install \
  --channel https://roq-trading.com/conda/stable \
  roq-hitbtc

Configure

$ cp $CONDA_PREFIX/share/roq-hitbtc/config.toml $CONFIG_FILE_PATH

# Then modify $CONFIG_FILE_PATH to match your specific configuration

Run

$ 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#

Common Config

Flags#

CLI

$ roq-hitbtc --help

Environments#

Prod

# flagfile

--rest_uri=https://api.hitbtc.com
--ws_uri=wss://api.hitbtc.com/api/2/ws

Test

# flagfile

--rest_uri=https://api.demo.hitbtc.com
--ws_uri=wss://api.demo.hitbtc.com/api/2/ws

Market Data#

Live

Event	Stream	Messages	Comments
`roq::ReferenceData`	MarketData	getSymbols	Polling
`roq::MarketStatus`			Unavailable
`roq::TopOfBook`	MarketData	subscribeTicker, ticker
`roq::MarketByPriceUpdate`	MarketData	subscribeOrderbook, snapshotOrderbook, updateOrderbook
`roq::MarketByOrderUpdate`			Unavailable
`roq::TradeSummary`	MarketData	subscribeTrades, snapshotTrades, updateTrades
`roq::StatisticsUpdate`	MarketData	subscribeTicker, ticker

Download

Event	Stream	Messages	Comments
`roq::ReferenceData`
`roq::MarketStatus`
`roq::TopOfBook`
`roq::MarketByPriceUpdate`
`roq::MarketByOrderUpdate`
`roq::TradeSummary`
`roq::StatisticsUpdate`

Statistics#

Order Management#

Live

Event	Stream	Messages	Comments
`roq::OrderUpdate`	DropCopy	activeOrders, report
`roq::TradeUpdate`	DropCopy	report

Download

Event	Stream	Messages	Comments
`roq::OrderUpdate`	Rest	GET /api/2/history/order
`roq::TradeUpdate`	Rest	GET /api/2/history/trades

Request

Event	Stream	Messages	Comments
`roq::CreateOrder`	OrderEntry	newOrder
`roq::ModifyOrder`	OrderEntry	cancelReplaceOrder
`roq::CancelOrder`	OrderEntry	cancelOrder
`roq::CancelAllOrders`			Unavailable

Response

Event	Stream	Messages	Comments
`roq::OrderAck`	OrderEntry	result, error

Order Types#

TBD

Time in Force#

TBD

Position Effect#

TBD

Execution Instructions#

TBD

Account Management#

Live

Event	Stream	Messages	Comments
`roq::PositionUpdate`
`roq::FundsUpdate`

Download

Event	Stream	Messages	Comments
`roq::PositionUpdate`			Unavailable
`roq::FundsUpdate`	OrderEntry	getTradingBalance	Polling

Streams#

OrderEntry

Type	Comments
WebSocket	Primary purpose support order management Each connection supports a single account

Type

Comments

WebSocket

Primary purpose

support order management

Each connection

supports a single account

DropCopy

Type	Comments
WebSocket	Primary purpose support account management Each connection supports a single account

Type

Comments

WebSocket

Primary purpose

support account management

Each connection

supports a single account

MarketData

Type	Comments
WebSocket	Primary purpose live market data Each connection supports a slice of the symbols

Type

Comments

WebSocket

Primary purpose

live market data

Each connection

supports a slice of the symbols

Rest

Type	Comments
REST	Primary purpose download order history Each connection supports a single account

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”.