• Proxy for FIX Bridge

  • Load-balancing (horizontal scaling)

  • Authentication

  • Dynamic routing of order updates


$ mamba install \
  --channel \
$ 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"


$ roq-fix-proxy --help


Service name.


Config file (path).


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


Target component identifier (the FIX Bridge).


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






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


Requests will be considered lost after this timeout period.


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


Component identifier for client facing connections.


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


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


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


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