Release 1.0.9¶
2025-09-26
Gateways¶
Important
The --download_* flags are now shared across all gateways.
Warning
JSON parsing has been reviewed for all gateways.
This was done to better support the auto-generation of code to parse complex JSON documents, in particular deeply nested arrays used by some exchange protocols.
Note
A new gateway flag (--allow_unknown_event_types) was introduced to optionally allow gateways to continue when
receiving unexpected message types.
The default is to terminate the application and print the message so you can notify Roq’s support.
when using this flag, the message will only be logged with a prefix of PLEASE REPORT.
You should be careful about using this flag since new message types could have impact on the business logic.
So please notify Roq’s support in either of the cases just outlined.
Bitget¶
Has been reviewed and brought up to date.
Now supporting the UTA protocol for both market data and order management.
The UTA protocol supports all product types and the roq-bitget-futures gateway has therefore been removed.
Note
Order-management support was made possible by a customer who offered access to an exchange account with small funding.
Kucoin-Futures¶
Has been reviewed and brought up to date.
Now supporting the v2 protocol for both market data and order management.
Note
Order-management support was made possible by a customer who offered access to an exchange account with small funding.
Deribit¶
Now defaulting to use Deribit’s new FIX end-points.
Hyperliquid¶
Has been implemented to support market data.
Development¶
There are issues when using fmt 11.2 together with clang 21.x. Both are the default installs from conda-forge.
Important
A work-around is to #include "roq/compat/fmt.hpp" BEFORE #include <fmt/format.h>.
#include "roq/compat/fmt.hpp" // note! this include comes first
#include <fmt/format.h>
Note
The fmt library fails to include certain std headers. It appears that clang has changed their implementation of the standard library to be more compliant.