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    - roq-api
      - Client
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      - Connected
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      - Start
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      - Timer
      - AddRoutes
      - BatchBegin
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      - CancelAllOrders
      - CancelAllOrdersAck
      - CancelOrder
      - CancelQuotes
      - CreateOrder
      - CustomMatrix
      - CustomMatrixUpdate
      - CustomMetrics
      - CustomMetricsUpdate
      - DownloadBegin
      - DownloadEnd
      - ExternalLatency
      - FundsUpdate
      - GatewaySettings
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      - MarketByOrderUpdate
      - MarketByPriceUpdate
      - MarketStatus
      - MassQuote
      - ModifyOrder
      - OrderAck
      - OrderUpdate
      - ParametersUpdate
      - Portfolio
      - PortfolioUpdate
      - PositionUpdate
      - RateLimitsUpdate
      - RateLimitTrigger
      - Ready
      - ReferenceData
      - RemoveRoutes
      - RiskLimits
      - RiskLimitsUpdate
      - RouteAck
      - StatisticsUpdate
      - StreamStatus
      - Subscribe
      - TimeSeriesUpdate
      - TopOfBook
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      - Bar
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      - Layer
      - MBOUpdate
      - MBPUpdate
      - Measurement
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      - Event
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      - OrderManagement
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      - RequestIdType
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    - roq-algo
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        Type
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        Factory
        
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        Config
        
        Source
      - OrderCache
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        Base64
        
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        HMAC
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        Counter
        
        Gauge
        
        Histogram
        
        Writer
      - regex
        
        Pattern
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        Writer
    - roq-fix
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      - Struct
        
        Decoder
        
        Encoder
      - udp
        
        Decoder
        
        Encoder
        
        Header
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        Decoder
        
        Encoder
    - roq-market
      - mbp
        
        Factory
        
        Sequencer
      - mbo
        
        Factory
        
        Sequencer
    - roq-io
      - engine
        
        ContextFactory
      - fs
        
        Directory
        
        File
        
        SharedMemory
        
        FileType
        
        Flags
        
        Mode
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        Connection
        
        Listener
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        Buffer
        
        Mapping
        
        Flags
        
        Protections
      - net
        
        tcp
        
        Connection
        
        Listener
        
        udp
        
        Receiver
        
        Sender
        
        ConnectionFactory
        
        Connection
        
        ConnectionManager
        
        ReorderBuffer
      - sys
        
        Signal
        
        Timer
      - web
        
        URI
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      - Sender
      - FileDescriptor
      - NetworkAddress
      - Buffer
    - roq-web
      - http
        
        Accept
        
        Category
        
        Connection
        
        ContentType
        
        Header
        
        Method
        
        Status
      - rest
        
        Client
        
        Headers
        
        Request
        
        Response
        
        Server
      - socket
        
        Client
        
        Server
    - roq-cache
- Design
  - Statistics
  - Order Book
  - Order Management
  - Request Management
  - Position Management
  - Risk Management
  - Auto Cancel
  - Rate Limiter
  - Simulation
  - ClOrdID
  - Reference Data
  - Profit & Loss
  - Funds
  - Time-Series
  - Journal
  - Latency
  - Drop-Copy
  - Metrics
  - Query Interface
  - Parameters
  - Service Management
  - Control
  - FIX
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  - JSON
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  - SBE
  - Download
  - License Management
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- Third-party
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  - Catch2
  - ctre
  - expat
  - fast_float
  - FlatBuffers
  - {fmt}
  - FTXUI
  - http-parser
  - libevent
  - liburing
  - libsodium
  - magic_enum
  - OpenSSL
  - range-v3
  - re2
  - spdlog
  - toml++
  - unordered_dense
  - zlib-ng
  - Conda
  - conda-forge
  - ClickHouse
  - Prometheus
  - Grafana
Blogs
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Benchmarks

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Benchmark¶

Links¶

GitHub

Purpose¶

Performance measurement

Motivation¶

Made with Sphinx and @pradyunsg's Furo

Last updated on 2022-03-04

On this page

Benchmark
- Links
- Purpose
- Motivation