roq-fix-proxy#

Purpose#

  • Proxy for FIX Bridge

  • Load-balancing (horizontal scaling)

  • Authentication

  • Dynamic routing of order updates

Conda#

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

$ cp $CONDA_PREFIX/share/roq-fix-proxy/config.toml $CONFIG_FILE_PATH

# Then modify $CONFIG_FILE_PATH to match your specific configuration

$ roq-fix-proxy \
      --name "proxy-1"
      --config_file "$CONFIG_FILE_PATH" \
      --flagfile "$FLAG_FILE"

Flags#

$ roq-fix-proxy --help

--name

Service name.

--config_file

Config file (path).

--service_listen_address

Listen address (IPv4 or unix path) for service messages, e.g. metrics.

--target_comp_id

Target component identifier (the FIX Bridge).

--sender_comp_id

Sender component identifier (this user registered with the FIX Bridge).

--username

Username.

--password

Password.

--ping_freq

This service will send heartbeats to the FIX bridge with this frequency.

--request_timeout

Requests will be considered lost after this timeout period.

--listen_address

Listen address for client connections (IPV4 or unix path).

--comp_id

Component identifier for client facing connections.

--logon_timeout

Client will be disconnected if not logged in before this timeout period.

--heartbeat_freq

This service will send heartbeats to connected clients with this frequency.

--enable_order_mass_cancel

Allow OrderMassCancel <r> ? Can be quite expensive, e.g. due to exchange’s rate-limiter.

--disable_remove_cl_ord_id

ClOrdID’s may be removed when an order reaches a final state. This is an opt-out flag.