Release 1.1.2

2026-02-08

Gateways

API => Instance

Warning

BREAKING CHANGE

Several gateways have been updated to use the --api flag to imply the gateway instance number.

The instance number is used to generate Roq’s client order ID.

This instance number is matched downloading open orders.

Please make sure that you have no open orders when you update the gateway.

Reference Data

Warning

BREAKING CHANGE

The --cache_all_reference_data flag has been removed.

This was motivated by the following:

  • Support order management for any symbol without having to subscribe market data.

  • Allow dynamic market data subscriptions.

Binance Futures

Warning

BREAKING CHANGE

WSAPI is now the default.

Bitget

Now with order management using WSAPI.

BTSE Futures

Now with full support for both market data and order management.

Kraken

Now with full support for both market data and order management.

Development

Subscriptions

It is now possible for clients to dynamically instruct gateways to subscribe new symbols.

The design is described here.

CHANGELOG

Milestone on GitHub.

Fixed

  • Fixing market data timestamps (Kucoin Futures) (#558).

  • OMS order update should carry a reject reason (Server) (#557).

  • Order status EXPIRED not handled (FIX Bridge) (#556).

  • Incorrect artifical OrderAck request status when OrderUpdate.order_status was rejected (Phemex Futures) (#555).

  • Gateway instance number derived derived from --api (Phemex Futures) (#554).

  • Gateway instance number derived derived from --api (HTX Futures) (#553).

  • Gateway instance number derived derived from --api (Gate Futures) (#552).

  • Gateway instance number derived derived from --api (Bitget) (#551).

  • Gateway instance number derived derived from --api (Bybit) (#550).

  • Missing mapping from execution instruction PARTICIPATE_DO_NOT_INITIATE to GTX (Binance Futures) (#545).

  • Option to update order’s external_order_id even without receiving any other order information (Server) (#542).

  • Quantity and price was not not formatted with correct decimals (OKX) (#541).

  • Simulator did not correctly dispatch multiple events with same receive_time (Client) (#540).

Changed

  • WSAPI is now the default (Binance Futures) (#547).

  • MarketByPrice didn’t update correctly when the update has repeated price levels (Market) (#546).

  • Separate subscriptions for (OKX’s) system status and instrument definitions from regular market data (OKX) (#543).

Added

  • Subscribe the @trade stream (Binance Futures) (#549).

Removed

  • Drop the --cache_all_reference_data flag (Server) (#548).

Other