roq-summary#

Purpose#

  • Basic event-log summary capability

Conda#

$ mamba install \
  --channel https://roq-trading.com/conda/stable \
  roq-tools
$ roq-summary [options] \
    event_log_file

Flags#

$ roq-summary --help

Example#

$ roq-summary deribit.roq

metadata:

┌──────────────────┬────────────────────────────────────┐
│version                                          0.8.5│
│application                                roq-deribit│
│name                                           deribit│
├──────────────────┼────────────────────────────────────┤
│hostname                                     VQ-WRK-01│
│username                                       thraneh│
│session id        │0d3163eb-8f6c-4faa-afb0-8df8f030b1c2│
├──────────────────┼────────────────────────────────────┤
│encoding                                   FLATBUFFERS│
│compression method│                              BROTLI│
│compression level                                    4│
└──────────────────┴────────────────────────────────────┘

header:

┌────────────┬──────────────────────────────┐
│begin       │2022-06-12T14:01:43.669509626Z│
│end         │2022-06-12T14:02:59.498907935Z│
│duration                      0d 0h 1m 15s│
├────────────┼──────────────────────────────┤
│uncompressed│                     0.023 GiB│
│compressed                       0.003 GiB│
│ratio                                  14%│
├────────────┼──────────────────────────────┤
│max(seqno)                          85,535│
└────────────┴──────────────────────────────┘

users:

  []

accounts:

  ["A1"]

exchanges:

  ["deribit"]

symbols:

  ["BTC-17JUN22","BTC-24JUN22","BTC-29JUL22","BTC-30DEC22","BTC-30SEP22","BTC-31MAR23","BTC-DERIBIT-INDEX","BTC-PERPETUAL","BTC-USDC-DERIBIT-INDEX","BTC_USDC-PERPETUAL","ETH-17JUN22","ETH-24JUN22","ETH-29JUL22","ETH-30DEC22","ETH-30SEP22","ETH-31MAR23","ETH-DERIBIT-INDEX","ETH-PERPETUAL","ETH-USDC-DERIBIT-INDEX","ETH_USDC-PERPETUAL"]

data:

┌────────────┬──────────────────────────────┐
│begin       │2022-06-12T14:01:43.669509626Z│
│end         │2022-06-12T14:02:59.498907935Z│
│duration                      0d 0h 1m 15s│
├────────────┼──────────────────────────────┤
│uncompressed│                     0.023 GiB│
│compressed                       0.003 GiB│
│ratio                                  14%│
└────────────┴──────────────────────────────┘

messages:

┌──────────────────────┬──────┬──────────┬─────────┐
│type                   count│     bytes│avg. size│
├──────────────────────┼──────┼──────────┼─────────┤
│gateway_settings           1         0      0.0│
│stream_status              8     1,704│    213.0│
│external_latency          29     7,896│    272.3│
│rate_limit_trigger                             │
│gateway_status             8     1,368│    171.0│
│reference_data            20     7,512│    375.6│
│market_status             16     2,864│    179.0│
│top_of_book            7,105│ 1,971,592│    277.5│
│market_by_price_update│74,953│22,248,304│    296.8│
│market_by_order_update│                         │
│trade_summary            165    47,424│    287.4│
│statistics_update      2,431│   730,216│    300.4│
│create_order                                   │
│modify_order                                   │
│cancel_order                                   │
│cancel_all_orders                              │
│order_ack                                      │
│order_update                                   │
│trade_update                                   │
│position_update                                │
│funds_update                                   │
│custom_metrics_update                          │
│custom_message                                 │
├──────────────────────┼──────┼──────────┼─────────┤
│total                 │84,736│25,018,880│    295.3│
└──────────────────────┴──────┴──────────┴─────────┘