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Roq Trading Solutions

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Roq Trading Solutions

Contents

Introduction
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- Overview
- Gateways
- Roadmap
- Contact
Tutorials
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- Conda
- Gateways
- Deployment
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- Data
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  - Dump
  - ClickHouse
- Development
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  - C++
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    - Basic
    - Advanced
  - CLion
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- PCAP
Reference
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- Gateways
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  - Flags
  - Config
  - Web
  - Signals
  - Crypto
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  - Traditional
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    - roq-cme
  - Brokers
  - Generic
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- Clients
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  - Flags
  - Bridges
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  - Proxies
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  - Adapters
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    - roq-sbe-publisher
    - roq-clickhouse
  - Tools
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- Deployment
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- Development
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  - C++
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    - roq-api
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      - Client
      - Exceptions
      - Metrics
      - Tools
      - Utilities
      - Connected
      - Disconnected
      - Start
      - Stop
      - Timer
      - AddRoutes
      - BatchBegin
      - BatchEnd
      - CancelAllOrders
      - CancelAllOrdersAck
      - CancelOrder
      - CreateOrder
      - CustomMatrix
      - CustomMatrixUpdate
      - CustomMetrics
      - CustomMetricsUpdate
      - DownloadBegin
      - DownloadEnd
      - ExternalLatency
      - FundsUpdate
      - GatewaySettings
      - GatewayStatus
      - MarketByOrderUpdate
      - MarketByPriceUpdate
      - MarketStatus
      - ModifyOrder
      - OrderAck
      - OrderUpdate
      - ParametersUpdate
      - Portfolio
      - PortfolioUpdate
      - PositionUpdate
      - RateLimitsUpdate
      - RateLimitTrigger
      - Ready
      - ReferenceData
      - RemoveRoutes
      - RiskLimits
      - RiskLimitsUpdate
      - RouteAck
      - StatisticsUpdate
      - StreamStatus
      - TopOfBook
      - TradeSummary
      - TradeUpdate
      - 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
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      - strategy
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        Config
      - Matcher
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        Config
        
        Factory
        
        Type
      - Reporter
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        Factory
        
        Type
        
        OutputType
      - Factory
      - simulator
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        Config
        
        Source
      - OrderCache
      - MarketData
      - PositionTracker
      - TimeChecker
      - Arbitrage
    - roq-client
    - roq-logging
    - roq-utils
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      - checksum
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        CRC32
      - codec
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        Base64
        
        Hex
      - hash
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        SHA1
        
        SHA256
        
        SHA512
      - mac
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        HMAC
      - metrics
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        Counter
        
        Gauge
        
        Histogram
        
        Writer
      - regex
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        Pattern
      - text
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        Writer
    - roq-fix
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    - roq-codec
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      - fix
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        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
      - sbe
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        Decoder
        
        Encoder
      - udp
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        Decoder
        
        Encoder
        
        Header
      - fbs
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        Decoder
        
        Encoder
    - roq-market
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      - mbp
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        Factory
        
        Sequencer
      - mbo
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        Factory
        
        Sequencer
    - roq-io
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      - engine
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        ContextFactory
      - fs
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        Directory
        
        File
        
        SharedMemory
        
        FileType
        
        Flags
        
        Mode
      - ipc
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        Connection
        
        Listener
      - memory
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        Buffer
        
        Mapping
        
        Flags
        
        Protections
      - net
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        tcp
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        Connection
        
        Listener
        
        udp
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        Receiver
        
        Sender
        
        ConnectionFactory
        
        Connection
        
        ConnectionManager
        
        ReorderBuffer
      - sys
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        Signal
        
        Timer
      - web
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        URI
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      - FileDescriptor
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      - http
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        Accept
        
        Category
        
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        ContentType
        
        Header
        
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        Client
        
        Headers
        
        Request
        
        Response
        
        Server
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        Client
        
        Server
    - roq-cache
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  - Python
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    - fix
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    - codec
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        Decoder
        
        Encoder
        
        Header
        
        Logon
        
        Logout
        
        TestRequest
        
        Heartbeat
        
        ResendRequest
        
        Reject
        
        BusinessMessageReject
        
        UserRequest
        
        UserResponse
        
        TradingSessionStatusRequest
        
        TradingSessionStatus
        
        SecurityListRequest
        
        SecurityList
        
        SecurityDefinitionRequest
        
        SecurityDefinition
        
        SecurityStatusRequest
        
        SecurityStatus
        
        MarketDataRequest
        
        MarketDataRequestReject
        
        MarketDataSnapshotFullRefresh
        
        MarketDataIncrementalRefresh
        
        OrderStatusRequest
        
        OrderMassStatusRequest
        
        NewOrderSingle
        
        OrderCancelRequest
        
        OrderCancelReplaceRequest
        
        OrderMassCancelRequest
        
        OrderCancelReject
        
        OrderMassCancelReport
        
        ExecutionReport
        
        TradeCaptureReportRequest
        
        TradeCaptureReport
        
        RequestForPositions
        
        RequestForPositionsAck
        
        PositionReport
      - sbe
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        Decoder
        
        Encoder
      - udp
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        Header
    - utils
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      - mbp
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        MarketByPrice
        
        Sequencer
      - mbo
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        MarketByOrder
    - io
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      - net
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        ReorderBuffer
    - client
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      - EventLogReader
      - EventLogMultiplexer
    - Connected
    - Disconnected
    - Start
    - Stop
    - Timer
    - CancelAllOrders
    - CancelAllOrdersAck
    - CancelOrder
    - CreateOrder
    - CustomMetricsUpdate
    - DownloadBegin
    - DownloadEnd
    - ExternalLatency
    - FundsUpdate
    - GatewaySettings
    - GatewayStatus
    - MarketByOrderUpdate
    - MarketByPriceUpdate
    - MarketStatus
    - ModifyOrder
    - OrderAck
    - OrderUpdate
    - PositionUpdate
    - RateLimitsUpdate
    - RateLimitTrigger
    - ReferenceData
    - StatisticsUpdate
    - StreamStatus
    - TopOfBook
    - TradeSummary
    - TradeUpdate
    - Fill
    - Layer
    - MBOUpdate
    - MBPUpdate
    - Measurement
    - RateLimit
    - Statistics
    - Trade
    - MessageInfo
    - UUID
    - ConnectionStatus
    - Encoding
    - Error
    - ExecutionInstruction
    - Liquidity
    - MarginMode
    - OptionType
    - OrderCancelPolicy
    - OrderManagement
    - OrderStatus
    - OrderType
    - Origin
    - PositionEffect
    - Precision
    - Priority
    - Protocol
    - RateLimitType
    - RequestIdType
    - SecurityType
    - Side
    - StatisticsType
    - SupportType
    - TimeInForce
    - TradingStatus
    - Transport
    - UpdateAction
    - UpdateType
- Design
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  - Statistics
  - Order Book
  - Order Management
  - Request Management
  - Position Management
  - Risk Management
  - Auto Cancel
  - Rate Limiter
  - Simulation
  - ClOrdID
  - Journal
  - Latency
  - Drop-Copy
  - Metrics
  - Query Interface
  - Parameters
  - Service Management
  - FIX
  - FlatBuffers
  - JSON
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  - UDP
  - SBE
  - Download
  - License Management
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- Third-party
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  - Abseil C++
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  - libevent
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  - magic_enum
  - OpenSSL
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  - spdlog
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  - Conda
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Blogs
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Releases
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Benchmarks
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Last updated on 2025-01-06