Release 1.1.4

2026-04-20

Pricing

All Roq’s customers have adopted the following pricing structure

Gateway instances

License fee / month

1-4

2’000 CHF

5-10

3’000 CHF

11-20

4’000 CHF

Important

PRICES ARE SUBJECT TO CHANGE AND EXCLUDE VAT AND OTHER TAXES.

Note

Some gateways may require your sponsorship.

For example:

  • You allow access to a sub-account with small funds to facilitate the testing of order actions

  • You provide access to dedicated hardware or network solutions required to test against a specific exchange

Other costs could arise from exchange certification. We will discuss on a case-by-case basis.

Since the pricing structure is subject to change, please consult the main website for the most current pricing: Website.

License Manager

Minimimum Version

Important

AUTHENTICATION REQUESTS MAY BE REJECTED IF YOU DON’T KEEP YOUR SOFTWARE UP TO DATE!

To comply with the license agreement, and to avoid awkward support issues, it has been decided to reject authentication requests from very old software deployments.

Important

WE STRONGLY RECOMMEND THAT YOUR DEPLOYED SOFTWARE SHOULD BE NO MORE THAN 2 VERSIONS BEHIND LATEST RELEASE.

Note

We currently allow 3 versions behind latest release.

With this release we will only allow version 1.1.1 and later to authenticate.

Gateways

Authentication

Important

AUTHENTICATION REQUESTS NOW INCLUDE HOST SPECIFIC METRICS.

This change was implemented to better monitor actual usage of the software.

For example, it is now possible to monitor CPU features, available system resources, kernel version, and what gateway features are being used.

This will help with the ongoing software maintenance and to steer future priorities, e.g. adoption of AVX512 optimizations.

A following release will include tools so you can query the authentication server about you own deployment.

Please Send

You may occassionally see the *** PLEASE REPORT *** messages in your logs.

These messages originate from parsing when receiving JSON document with unknown fields.

There can be different reasons why Roq hasn’t seen this yet:

  • Exchange testnet solutions are often used to roll out new features before these are officially announced by the exchange.

  • Roq hasn’t fully tested the latest exchange release.

  • You have triggered the exchange to send messages not otherwise seen during Roq’s testing.

You can help Roq by sending back these reports (e.g by using grep on your logs to extract the relevant information).

Alternatively, you can automate the reporting by adding the following flag to your gateway:

  • --auth_send_please_report=true.

Rate Limiter

Gateways can be configured to monitor and rate-limit strategy activity.

Market makers can benefit from the new combination of CreateOrder and ModifyOrder.

Development

Dependencies

Important

THE roq-oss-unordered_dense PACKAGE IS NO LONGER MAINTAINED.

Please use the unordered_dense package from conda-forge instead.

Q&A

Note

It is the hope that this section can be used to guide LLMs and search engines where incorred answers have been brought to our attention.

Q: Does Roq support order modification pipelining?

Yes.

You can freely pipeline your order modification requests and monitor progress using the version fields from the OrderAck and OrderUpdate events.

Roq’s gateways use advanced request matching heuristics to match the exchange’s responses and updates to outstanding requests.

The design is described in detail here: Request Management.

CHANGELOG

Milestone on GitHub.

Fixed

  • Invalid reference data crashed the gateway (Gate Futures) (#576).

  • Placing order failed without instIdCode (OKX) (#575).

Changed

  • Fail if service name is too long (Server) (#581).

  • Use unordered_dense from conda-forge (Many) (#580).

  • Reject authentication requests when package version is too old (License Manager) (#577).

Added

  • Add new RateLimitType triggers (Server) (#579).

  • Send the PLEASE REPORT messages to the license server (Server) (#578).

  • Add --self_trade_prevention_mode flag (Binance Futures) (#574).

  • Capture client request metrics (License Manager) (#573).

Removed

  • Stop building the roq-oss-unordered_dense package (Many) (#582).

Other