Release 1.0.5

2025-03-26

API Changes

  • New Control and StatusUpdate messages to allow external enable/disable (resume/pause).

  • New MassQuote and CancelQuotes messages to support mass quoting (initially for Deribit).

Gateway Changes

Minor bug fixes.

FIX Bridge Changes

Added config file support allowing more fine-grained mapping of Roq’s error codes to custom CxlRejReason.

CHANGELOG

Milestone on GitHub.

Fixed

  • OMS request matching not working correctly for order modifications (Server) (#494).

  • Missing --service_listen_address flag caused segmentation fault (Server) (#492).

  • Block repeat order requests when a request is already in transit between gateway and exchange (Server) (#491).

  • ClOrdID can now use 2 bits to encode the API of an exchange (Server) (#489).

  • Incorrect SecurityType for futures (Deribit) (#486).

  • ExchangeInfo.contractStatus was not being processed for COIN-M products (Binance Futures) (#485).

Changed

  • Prefer orderId to origClientOrderId (Binance Futures) (#493).

  • Support fmt 11.1 (API) (#488).

  • Support PAPI modify order (Binance Futures) (#487).

Added

  • TOML config to map Error to CxlRejReason >=100 (FIX Bridge) (#490).

  • Control service enabled/disabled state (Service) (#484).

  • Support MassQuote (Deribit) (#483).

Removed

Other