Release 1.1.5

2026-06-06

Gateways

GitHub

Gateway source code is now available from GitHub.

Note

You will not be able to build the gateways projects. The idea is that you should be able to review logic and/or follow changes.

Prometheus

It is now possible to push metrics to Prometheus’ pushgateway. To enable this you will have to add the --metrics_push_uri command-line flag. This might be easier to maintain if you deploy many gateways.

Metrics

There is a new bucket structure for internal latency histograms. This was done to better capture tail latencies.

  • 500ns

  • 1µs

  • 10µs

  • 100µs

  • 1ms

  • 10ms

Note

You may have to update your Grafana dashboards to reflect this change.

Development

All gateways are now compiled as shared libraries (as well as the binary that you already know).

A public C++ interface makes it possible to write in-process strategies to by-pass the classic distributed deployment.

Benefits

  • Lower latencies. There is no need for inter-process communication.

  • Easier to deploy your strategies. There is no need to deploy a micro-service architecture.

  • Allowing future improvements such as merging gateway and FIX bridge logic into a single process.

Blogs

A series of blogs was published to sequentially walk through the most common steps of deploying Roq’s gateways.

  • ref:Blog Series: Install and Configure Roq’s Software <blog_20260512_deployment>

Q&A

Note

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

CHANGELOG

Milestone on GitHub.

Fixed

  • Cancel/Replace overlapping filled order should report ord_status FILLED and not PENDING_REPLACE (FIX Bridge) (#599).

  • WSAPI / user-stream remaining/traded-quantity race-condition (Binance Futures) (#597).

  • Trade reports must be different from canceled/replaced confirmations (FIX Bridge) (#596).

  • JSON parser failed to process escaped unicode characters (Bybit) (#594).

  • Using --color=none doesn’t seem to work (Logging) (#593).

  • Parsing the type field of the [rate_limit] section would silently fail (Server) (#592).

  • Incorrect mapping of time_in_force=IOC (HTX Futures) (#588).

  • Incorrect mapping of time_in_force=IOC (OKX) (#587).

  • WSAPI modify request appeared successful but was rejected (Binance Futures) (#586).

  • New URLs for user streams (Binance Futures) (#583).

Changed

  • Metrics for internal latencies using new buckets (Utils) (#602)

  • Move some metrics and client headers into roq-api (API) (#601).

  • Support <symbol>@markPrice@<freq> subscription (Binance Futures) (#598).

  • New URLs for market data streams (Binance Futures) (#584).

Added

  • Allow gateways to be integrated with third-party solution using polling interface (Server) (#600).

  • Support pxAmendType (OKX) (#595).

  • Adding --event_log_disable_public and --event_log_disable_private (Server) (#590).

  • Adding RateLimitTrigger.request_limit (API) (#589).

  • Support Prometheus’ pushgateway (Server) (#585).

Removed

  • Drop subscription to @trade (the --ws_subscribe_trade_details flag) (Binance Futures) (#591).

Other