roq-cache-proxy#

Purpose#

  • ClickHouse (database) proxy.

  • Used to persist (cache) state from gateways.

  • The multicast/UDP communication protocol supports distributed deployment such that any number of proxies can each persist (and de-duplicate) updates thereby favouring speed.

  • Messages are persisted to local filesystem to support redundancy and recovery.

Specifically designed to support low-latency persistence of client order-id mappings (routing_id) as required by some FIX use-cases.

Conda#

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

$ roq-cache-proxy \
      --name "proxy-1"

Flags#

$ roq-cache-proxy --help

--name

Service name.

    • --multicast_port

    • Multicast port.

    • --multicast_address

    • Multicast address (IPv4).

    • --local_interface

    • Local interface (IPv4).

--database_uri

Database URI.

--database_username

Database username.

--database_password

Database password.

--database_name

Database name.

--database_create

Create database?

    • --cache_dir

    • Cache directory.

    • --cache_datasync

    • Issue a filesystem datasync for certain messages?

    • --cache_datasync_before_respond

    • Issue the filesystem datasync before responding?

--loop_timer

Timer frequency, e.g. 2000ns.

--loop_sleep

Sleep time, e.g. 500ns.