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Roq Trading Solutions
Roq Trading Solutions

Contents

  • Introduction
    • Overview
    • Gateways
    • Roadmap
    • Contact
  • Tutorials
    • Conda
    • Gateways
    • Deployment
      • Prometheus + Grafana
      • Ansible Roles + Playbook
      • Ubuntu
    • Data
      • ClickHouse
    • Development
      • C++
        • Basic
        • Advanced
      • CLion
      • VSCode
    • PCAP
  • Reference
    • Gateways
      • Flags
      • Config
      • Web
      • Signals
      • Crypto
        • roq-aster-futures
        • roq-binance-futures
        • roq-binance
        • roq-bitget
        • roq-bitmex
        • roq-btse-futures
        • roq-bybit
        • roq-coinbase-pro
        • roq-deribit
        • roq-gate-futures
        • roq-htx-futures
        • roq-htx
        • roq-hyperliquid
        • roq-kraken-futures
        • roq-kraken
        • roq-kucoin-futures
        • roq-kucoin-pro
        • roq-okx
        • roq-phemex-futures
        • roq-phemex
        • roq-polymarket
        • roq-starbase
        • roq-whitebit
      • Traditional
        • roq-cme
        • roq-cme-import
        • roq-cme-filter
      • Brokers
      • Generic
        • roq-pubsub
        • roq-udp-publisher
        • roq-udp-subscriber
    • Clients
      • Flags
      • Bridges
        • roq-fix-bridge
      • Proxies
        • roq-journal
        • roq-fix-proxy
        • roq-position-manager
        • roq-time-series-manager
      • Adapters
        • roq-sbe-publisher
        • roq-clickhouse
      • Tools
        • roq-auth
        • roq-benchmark
        • roq-keygen
        • roq-dump
        • roq-import
        • roq-query
        • roq-reduce
        • roq-summary
        • roq-multicast
        • roq-tui
        • roq-service-manager
    • Deployment
      • roq-logging
      • roq-ansible
      • roq-vagrant
    • Development
      • C++
        • roq-api
          • Client
          • Exceptions
          • Metrics
          • Tools
          • Utilities
          • Connected
          • Disconnected
          • Start
          • Stop
          • Timer
          • AddRoutes
          • BatchBegin
          • BatchEnd
          • CancelAllOrders
          • CancelAllOrdersAck
          • CancelOrder
          • CancelQuotes
          • CreateOrder
          • CustomMatrix
          • CustomMatrixUpdate
          • CustomMetrics
          • CustomMetricsUpdate
          • DownloadBegin
          • DownloadEnd
          • ExternalLatency
          • FundsUpdate
          • GatewaySettings
          • GatewayStatus
          • MarketByOrderUpdate
          • MarketByPriceUpdate
          • MarketStatus
          • MassQuote
          • ModifyOrder
          • OrderAck
          • OrderUpdate
          • ParametersUpdate
          • Portfolio
          • PortfolioUpdate
          • PositionUpdate
          • RateLimitsUpdate
          • RateLimitTrigger
          • Ready
          • ReferenceData
          • RemoveRoutes
          • RiskLimits
          • RiskLimitsUpdate
          • RouteAck
          • StatisticsUpdate
          • StreamStatus
          • Subscribe
          • TimeSeriesUpdate
          • TopOfBook
          • TradeSummary
          • TradeUpdate
          • Bar
          • Fill
          • Layer
          • MBOUpdate
          • MBPUpdate
          • Measurement
          • Parameter
          • Position
          • RiskLimit
          • RateLimit
          • Route
          • Statistics
          • Trade
          • Event
          • MessageInfo
          • Trace
          • TraceInfo
          • Mask
          • String
          • BufferCapacity
          • Category
          • ConnectionStatus
          • Encoding
          • Error
          • ExecutionInstruction
          • Filter
          • Liquidity
          • MarginMode
          • OptionType
          • OrderCancelPolicy
          • OrderManagement
          • OrderStatus
          • OrderType
          • Origin
          • PositionEffect
          • Precision
          • Priority
          • Protocol
          • RateLimitType
          • RequestIdType
          • RequestStatus
          • RequestType
          • RouteRequestStatus
          • SecurityType
          • Side
          • StatisticsType
          • SupportType
          • TimeInForce
          • TradingStatus
          • Transport
          • UpdateAction
          • UpdateReason
          • UpdateType
        • roq-algo
          • strategy
            • Config
          • Matcher
            • Config
            • Factory
            • Type
          • Reporter
            • Factory
            • Type
            • OutputType
          • Factory
          • simulator
            • Config
            • Source
          • OrderCache
          • MarketData
          • PositionTracker
          • TimeChecker
          • Arbitrage
        • roq-client
        • roq-logging
        • roq-utils
          • checksum
            • CRC32
          • codec
            • Base64
            • Hex
          • hash
            • SHA1
            • SHA256
            • SHA512
          • mac
            • HMAC
          • metrics
            • Counter
            • Gauge
            • Histogram
            • Writer
          • regex
            • Pattern
          • text
            • Writer
        • roq-fix
          • fix
            • Decoder
            • Encoder
            • Heartbeat
            • Logon
            • Logout
            • Reject
            • ResendRequest
            • TestRequest
            • BusinessMessageReject
            • ExecutionReport
            • MarketDataIncrementalRefresh
            • MarketDataRequest
            • MarketDataRequestReject
            • MarketDataSnapshotFullRefresh
            • NewOrderSingle
            • OrderCancelReject
            • OrderCancelReplaceRequest
            • OrderCancelRequest
            • OrderMassCancelReport
            • OrderMassCancelRequest
            • OrderMassStatusRequest
            • OrderStatusRequest
            • PositionReport
            • RequestForPositions
            • RequestForPositionsAck
            • SecurityDefinition
            • SecurityDefinitionRequest
            • SecurityList
            • SecurityListRequest
            • SecurityStatus
            • SecurityStatusRequest
            • TradeCaptureReport
            • TradeCaptureReportRequest
            • TradingSessionStatus
            • TradingSessionStatusRequest
            • UserRequest
            • UserResponse
          • Header
          • AccountType
          • BusinessRejectReason
          • CxlRejReason
          • CxlRejResponseTo
          • EncryptMethod
          • ExecType
          • HandlInst
          • LastLiquidityInd
          • MassCancelRejectReason
          • MassCancelRequestType
          • MassCancelResponse
          • MassStatusReqType
          • MDEntryType
          • MDReqRejReason
          • MDUpdateAction
          • MDUpdateType
          • OrdRejReason
          • OrdStatus
          • OrdType
          • PositionEffect
          • PosReqResult
          • PosReqStatus
          • PosReqType
          • SecurityListRequestType
          • SecurityRequestResult
          • SecurityRequestType
          • SecurityResponseType
          • SecurityTradingStatus
          • SessionRejectReason
          • SettlPriceType
          • Side
          • SubscriptionRequestType
          • TimeInForce
          • TradeRequestType
          • TradSesStatus
          • TradSesStatusRejReason
          • UserRequestType
          • UserStatus
        • roq-codec
          • SBE
            • Decoder
            • Encoder
          • udp
            • Decoder
            • Encoder
            • Header
          • FlatBuffers
            • Decoder
            • Encoder
        • roq-market
          • mbp
            • Factory
            • Sequencer
          • mbo
            • Factory
            • Sequencer
        • roq-io
          • engine
            • ContextFactory
          • fs
            • Directory
            • File
            • SharedMemory
            • FileType
            • Flags
            • Mode
          • ipc
            • Connection
            • Listener
          • memory
            • Buffer
            • Mapping
            • Flags
            • Protections
          • net
            • tcp
              • Connection
              • Listener
            • udp
              • Receiver
              • Sender
            • ConnectionFactory
            • Connection
            • ConnectionManager
            • ReorderBuffer
          • sys
            • Signal
            • Timer
          • web
            • URI
          • Context
          • Receiver
          • Sender
          • FileDescriptor
          • NetworkAddress
          • Buffer
        • roq-web
          • http
            • Accept
            • Category
            • Connection
            • ContentType
            • Header
            • Method
            • Status
          • rest
            • Client
            • Headers
            • Request
            • Response
            • Server
          • socket
            • Client
            • Server
        • roq-cache
          • ReferenceData
          • MarketByPrice
          • MarketByOrder
          • Order
    • Design
      • Statistics
      • Order Book
      • Order Management
      • Request Management
      • Position Management
      • Risk Management
      • Auto Cancel
      • Rate Limiter
      • Simulation
      • ClOrdID
      • Reference Data
      • Profit & Loss
      • Funds
      • Time-Series
      • Journal
      • Latency
      • Drop-Copy
      • Metrics
      • Query Interface
      • Parameters
      • Service Management
      • Control
      • FIX
      • FlatBuffers
      • JSON
      • Native
      • UDP
      • SBE
      • Download
      • License Management
      • Distribution
      • Subscription
    • Third-party
      • Abseil C++
      • Benchmark
      • brotli
      • c-ares
      • Catch2
      • ctre
      • expat
      • fast_float
      • FlatBuffers
      • {fmt}
      • FTXUI
      • http-parser
      • libevent
      • liburing
      • libsodium
      • magic_enum
      • OpenSSL
      • range-v3
      • re2
      • spdlog
      • toml++
      • unordered_dense
      • zlib-ng
      • Conda
      • conda-forge
      • ClickHouse
      • Prometheus
      • Grafana
  • Blogs
    • Bridge
    • Schemas
    • Gateway Integrated FIX Bridge
    • Blog Series: Install and Configure Roq’s Software
    • Install and Configure the FIX Bridge
    • Zero-latency Position Management
    • Using the TUI (terminal user-interface)
    • Deploy Services using Ansible (configuration management and application deployment)
    • Capture and Inspect Event-Logs
    • Configure Grafana (visualization / dashboard)
    • Configure Prometheus (metrics and monitoring)
    • Gateway Metrics (internal perfomance counters, measurements and profiling)
    • Query the License Server
    • Install and Configure Gateways
    • Create License Keys
    • Status Update
    • Algo Framework
    • FIX Architecture
    • Latency Analysis (Deribit Gateway)
    • Latency Experiment
  • Releases
    • HEAD
    • 1.1.8 (2026-09-04)
    • 1.1.7 (2026-08-08)
    • 1.1.6 (2026-07-08)
    • 1.1.5 (2026-06-06)
    • 1.1.4 (2026-04-20)
    • 1.1.3 (2026-03-12)
    • 1.1.2 (2026-02-08)
    • 1.1.1 (2025-12-14)
    • 1.1.0 (2025-11-22)
    • 1.0.9 (2025-09-26)
    • 1.0.8 (2025-08-16)
    • 1.0.7 (2025-07-02)
    • 1.0.6 (2025-05-16)
    • 1.0.5 (2025-03-26)
    • 1.0.4 (2024-12-30)
    • 1.0.3 (2024-11-26)
    • 1.0.2 (2024-07-14)
    • 1.0.1 (2024-04-14)
    • 1.0.0 (2024-03-16)
    • 0.9.9 (2024-01-28)
    • 0.9.8 (2023-11-20)
    • 0.9.7 (2023-09-18)
    • 0.9.6 (2023-07-22)
    • 0.9.5 (2023-06-12)
    • 0.9.4 (2023-05-04)
    • 0.9.3 (2023-03-20)
    • 0.9.2 (2023-02-22)
    • 0.9.1 (2023-01-12)
    • 0.9.0 (2022-12-22)
    • 0.8.9 (2022-11-14)
    • 0.8.8 (2022-10-04)
    • 0.8.7 (2022-08-22)
    • 0.8.6 (2022-07-18)
    • 0.8.5 (2022-06-06)
    • 0.8.4 (2022-05-14)
    • 0.8.3 (2022-03-22)
    • 0.8.2 (2022-02-18)
    • 0.8.1 (2022-01-16)
    • 0.8.0 (2022-01-12)
    • 0.7.9 (2021-12-08)
    • 0.7.8 (2021-11-02)
    • 0.7.7 (2021-09-20)
    • 0.7.6 (2021-09-02)
    • 0.7.5 (2021-08-08)
    • 0.7.4 (2021-07-20)
    • 0.7.3 (2021-07-06)
    • 0.7.2 (2021-06-20)
    • 0.7.1 (2021-05-30)
    • 0.7.0 (2021-04-14)
  • Benchmarks
    • Apple M1
    • AMD EPYC 7443P
    • AMD EPYC 3251
    • Intel Atom C3758
    • Intel Core i7-6700
    • Intel Xeon E3-1246 v3
Back to top

HEAD¶

2026-09-04

Gateways¶

A new --retry_logon experimental flag has been added to better control retry policies.

This could be useful for the following scenarios

  • IP white-listing hasn’t yet been updated on the exchange’s firewalls. We can choose to retry until it works.

  • A gateway is configured with many accounts. A hard failure may not be acceptable if a single account doesn’t work.

For these scenarios, one can add the --retry_logon=true flag.

The default is to issue a critical error (abort) if an account can’t be authenticated with the exchange. This is normally due to mis-configuration and should preferably be handled early.

Warning

The retry policy wasn’t consistent between gateways. You may now experience critical errors for mis-configured accounts where you previously had an endless retry-loop.

Development¶

Compiler¶

Clang 23.1 is now the default from conda-forge.

OpenSSL¶

It is expected that the OpenSSL 4.0 upgrade will be slow and not uniform across dependent packages.

Because we have previously seen issues requiring many work-arounds for similar big-dependency packages, we have decided to build all Roq’s packages using static libraries

Note

Potentially you will have to include some packages in your meta.yaml which you previously got “for free” by depending on Roq’s packages.

Warning

During this project we had linker issues when cross-compiling to macOS/x86.

Since the last x86 model from Apple was 2019 and because Apple’s macOS doesn’t support x86 starting September 2026, we have decided to drop the macOS/x86 target platform.

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¶

  • Different order action parser needed for generic error (Hyperliquid) (#624).

  • Failed to parse error information from the auth response (Deribit) (#623).

  • Failed to parse meta data (Hyperliquid) (#622).

  • Rejected POST_ONLY order amend follows a different response path (OKX) (#621).

Changed¶

  • Hide OpenSSL (and other dependencies) (Many) (#626).

  • Exchange logon policy (experimental) (Server) (#625).

Added¶

  • Add self-trade prevention mode (stpMode) to order placement requests (OKX) (#620).

Removed¶

Other¶

Next
Release 1.1.7
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HEAD
Copyright © 2017-2026, Roq GmbH
Made with Sphinx and @pradyunsg's Furo
Last updated on 2026-09-01
On this page
  • HEAD
    • Gateways
    • Development
      • Compiler
      • OpenSSL
    • Q&A
    • CHANGELOG
      • Fixed
      • Changed
      • Added
      • Removed
      • Other