HEAD

Gateways

lighter

Support for market data.

roq-bitmex

BitMEX ceased operation and we have stopped building the package.

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

• Handle ListenKeyExpired event (Binance Futures) (#647).

• Support PostOnly orders (Bybit) (#646).

• Coin-M didn’t discard symbols based on the TOML config (Phemex Futures) (#645).

• REST clients did not process ping response status code != 200 (Phemex Futures) (#643).

• Too aggressive REST ping frequency (Phemex Futures) (#642).

• Invalid quantity due to rounding issues (Market) (#634).

• CancelAllOrders should use instIdCode (instead of instId) (OKX) (#632).

• Missing OrderAck when API key not permissioned for trading (OKX) (#631).

• The Ready event didn’t allow sending of order requets (Binance) (#629).

• Race condition between market data request and disconnect (Binance) (#628).

Changed

• Support connection suspension based on custom header parsing (Web) (#644).

• Re-instate subscription to @trade (the –ws_subscribe_trade_details flag) (HTX Futures) (#641).

• Support the USDT-M v5 protocol (HTX Futures) (#640).

• Relax external order reporting (Server) (#635).

• Only subscribe index-tickers for underlying (OKX) (#633).

• Use cpptrace for stacktrace (Logging) (#627).

Added

• Subscribe forced liquidations (Binance Futures) (#648).

• Support RPI orders (OKX) (#639).

• Support RPI orders (Binance Futures) (#638).

• Adding CreateOrder.execution_destination and OrderUpdate.execution_destination (API) (#637).

• Adding ReferenceData.market_segment and MarketSegmentStatus (API) (#636).

• Single-file example showing how to create a minimal implementation of a strategy (Samples) (#630).

Removed

Other