roq-summary#

Purpose#

  • Basic event-log summary capability

Conda#

$ conda 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      │     100.0│
│stream_status         │     81,704│    213.0│
│external_latency      │    297,896│    272.3│
│rate_limit_trigger    │      │          │         │
│gateway_status        │     81,368│    171.0│
│reference_data        │    207,512│    375.6│
│market_status         │    162,864│    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         │   16547,424│    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│
└──────────────────────┴──────┴──────────┴─────────┘