Release 1.1.8

2026-09-04

Gateways

Bridge

All gateways now has full support for the Protobuf, Flatbuffers and SBE protocols over websocket.

This means that you can deploy a single binary, e.g. roq-deribit-bridge, to support clients connecting from any language using one of the mentioned protocols.

You can find the relevant schemas on GitHub. or by downloading the roq-schema conda package.

Note

You can auto-generate your language-specific interface code using these schemas. Most languages has (sync or async) weboscket support.

Important

Roq’s roq-python package wraps the auto-generated code for all protocols so you don’t have to do this work yourself.

Logon Retry Policy

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 not pursue this issue further and instead drop the macOS/x86 target platform in line with Apple’s policy.

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