HEAD¶
Gateways¶
Important
BREAKING CHANGE
The encoding of ClOrdID has changed.
It is therefore very important to cancel all orders before upgrading the software.
Important
BREAKING CHANGE
Flags do no longer support URI defaults.
These were removed due to confusion around which environment was being used (live, testnet, API, etc.).
You should prefer to use the --flagfile command-line argument to include the defaults from the
$CONDA_PREFIX/share/<package_name>/<environment>/ directory.
FIX Bridge / Gateway¶
All gateways now include an experimental in-process FIX client interface.
This was done to simplify deployment for clients who currently deploy 1:1 gateway and FIX-bridge.
The new binary is name <package_name>-fix-bridge, e.g. roq-binance-futures-fix-bridge, which is shipped
alongside the classic gateway (named <package_name>, .e.g. roq-binance-futures) offering the shared
memory/IPC interface.
FIX Bridge¶
Due to race-conditions between different connections, it has been decided to add an opt-in feature to disable fast
OrderAck.
Important
We strongly suggest to use --disable_fast_order_ack=true with your gateways IFF you’re using the FIX bridge.
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¶
Fixed¶
ReferenceDatawas not updated in real-time (BitMEX) (#610).Exchange channel shutdown wasn’t processed (Binance) (#609).
Exchange order ids are only unique by symbol (Binance Futures) (#608).
Incorrect error/text from rejected modify requests (Binance Futures) (#605).
PAPI incorrect
OrderAckfrom modify response when order was canceled (Binance Futures) (#603).
Changed¶
Added¶
Merge FIX-Bridge into gateways (Many) (#612).
Removed¶
BREAKING CHANGE: Remove default URIs (Many) (#611).