Release 1.2.0

2026-11-14

Gateways

Dropping --ws_api

Warning

!!! BREAKING CHANGE !!!

Many gateways had the --ws_api flag with varying defaults.

Not using the flag could lead to an unexpected deployment configuration.

This flag has now been removed entirely from all gateways. Instead, a --disable_ws_api flag has been added where relevant.

Importantly, this new flag is an opt-IN flag for falling back to a non-default configuration.

Sending PLEASE REPORT Messages

Warning

The --send_please_report flag has been deprecated and will be remved.

We now make sending the default. This is because the reporting of new JSON fields has proved to be very useful to keep up to date with exchange protocols.

Note

You can opt-out by using the --disable_send_please_report flag.

Stale Orders

Roq’s gateways now have better functionality to detect stale order state caused by lost requests or responses.

Typical scenarios requiring re-synchronization:

  • The stream used to send request and receive response got disconnected.

  • The stream used to receive order updates got disconnected.

  • Exchange bugs where the response is dropped (by Roq) and the order update stream didn’t get the update.

> The last scenario can happen for two reasons: > (a) The response has little to no information and Roq can’t use this to infer the order state. > (b) The response can not be processed due to other constraints and we must await the change arriving on the order update stream. > This is the case when a downstream user requires strict sequential updates, e.g. when mapping to the FIX protocol.

Aster

The roq-aster-futures gateway now supports order management through the v3 protocol

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

  • Drop the fast cancel-ack due to race condition (OKX) (#661).

  • Timeout logic appears to not work (Server) (#654).

  • Missing WS/REST synchronization (Bitget) (#653).

  • TradeSummary was duplicated when multiple market data connections was opened (Binance Futures) (#652).

  • Incorrect login timestamp introduced during code clean-up (OKX) (#651).

Changed

  • Sending PLEASE REPORT messages is now the default (Server) (#662).

  • ReferenceData.external_security_id must be int64 (Schema) (#660).

  • ETH/BTC signing using libsecp256k1 (Utils) (#659).

  • Drop --ws_api (Gateways) (#658).

  • Review OrderAck and OrderUpdate following disconnect (Server) (#657).

  • Support exchange’s new microsecond time precision (Bybit) (#656).

  • New flags to support simulated trading: --rest_private_uri and --simulated_trading (OKX) (#655).

Added

Removed

Other