Release 0.9.6#
2023-07-22
This release was mostly about C++ code refactoring
Removing direct dependency on Abseil’s flags library.
This was always considered auxiliary and therefore didn’t get proper attention. What is bad is that flags are static variables. Testing becomes difficult (global variable have to be set) and code using flags generally becomes very hard to maintain. Effectively, examples and templates promoted bad practices…
The solution was to open source scripts to auto-generate the code for Abseil flags and then force access using non-static methods. Downside: existing client code now has to pass “flags” (often called “settings” in new code) around at construction time.
General code clean-up.
The CME gateway now has preliminary support for iLink’s SBE (binary) protocol.
Finally, please note that Bybit (supporting the v5 protocol) replaces previous gateways for spot and futures.
API Changes#
Ready#
A new Ready event has been added to the client API to indicate the end of the initial download phase.
Client + Logging + Flags#
The use of Abseil flags has been moved to separate libraries.
This was done to make it possible to instantiate certain objects by explicitly
passing a Settings object with the relevant flags.
For example, it is now possible to link to both roq-client and roq-adapter
from the same binary as long as the Settings’s are populated externally from the
libraries themselves.
Changes…
CMakeLists.txt (top-level)
find_package(roq-flags REQUIRED)
CMakeLists.txt (source)
target_link_libraries(
${TARGET_NAME}
PRIVATE ${TARGET_NAME}-flags
roq-client::roq-client
roq-client::roq-client-flags # new
roq-logging::roq-logging
roq-logging::roq-logging-flags # new
roq-flags::roq-flags # new
roq-api::roq-api)
main.cpp
int main(int argc, char **argv) {
roq::flags::Args args{argc, argv, INFO.description, INFO.build_version};
roq::logging::flags::Settings settings{args};
return simple::Application{args, settings, INFO}.run();
}
Application.hpp
int main(roq::args::Parser const &) override;
Application.cpp
int Application::main(roq::args::Parser const &args) {
auto params = args.params();
if (std::empty(params))
roq::log::fatal("Unexpected"sv);
Settings settings{args};
Config config{settings};
// ...
return EXIT_SUCCESS;
}
You can browse GitHub to see how the required changes have been implemented
Note
Flags are now auto-generated using the roq-scripts project.
However, you do not need to use this.
It is perfectly fine to use Abseil directly.
Gateways#
CME#
Now with iLink support.
Bybit#
Renamed to roq-bybit from roq-bybit-v5.