Release 1.0.7

2025-07-02

Gateways

  • Binance now has SAPI (margin) support.

  • Kraken Futures order-management has been brought up to date.

Abseil

It turns out that conda-forge doesn’t use latest libabseil across all the packages. Some packages, such as protobuf, grpc and arrow, may be unable to upgrade due to unresolved issues. We will now try to track the “preferred” version of libabseil and make sure Roq’s packages are built against that.

FIX Bridge v2

An experimental FIX Bridge (the roq-fix-bridge-2 package) is now available. This is mostly identical to the existing FIX Bridge (the roq-fix-bridge package) with the following notable differences

  • Removed the constraint that only a single FIX client (sender_comp_id) can be logged on.

  • Now using the FIX Account <1> field instead of mapping 1:1 between FIX client and gateway account.

  • An ExecutionReport representing a response will now be routed to the originating FIX client (if it is still connected).

  • An ExecutionReport representing an order update will now be routed to all connected FIX clients (subject to some filtering which is currently “work in progress”).

  • The FIX protocol logic is now available as a library (roq-fix-client) leaving primarily the network logic in the FIX Bridge application.

Tools

A FIX TUI (Terminal User Interface) application to better support FIX Bridge user acceptance testing.

CHANGELOG

Milestone on GitHub.

Fixed

  • Some subscriptions were incorrectly removed for futures and swaps (OKX) (#511).

  • order_status was not cached correctly for downloaded orders (Server) (#504).

  • OMS not correctly populating OrderAck error and text when the cancel request is too late (Server) (#503).

  • OMS open issues (Kraken Futures) (#500).

Changed

  • Download cross margin borrowed on timer (Binance) (#510).

  • ReferenceData.min_trade_vol (Bybit) (#509).

  • Pin libabseil 20250127 (Conda) (#508).

  • Downloaded orders should fetch latest reference data (Server) (#506).

  • Download reference data using REST (Deribit) (#505).

  • Extend FundsUpdate with borrowed amount (API) (#502).

Added

  • Experimental FIX Bridge v2 (FIX Bridge) (#513).

  • FIX TUI (Tools) (#512).

  • New flag to control the side-effect for margin trading (Binance) (#501).

  • Support SAPI (Binance) (#499).

Removed

Other