Releases: roq-trading/roq-api
Releases · roq-trading/roq-api
v1.0.1
Summary
This release has no API changes.
- [Breaking change] Binance Futures fixes an issue with the initially downloaded position.
- [Breaking change] FIX Bridge and Proxy now has stricter Logon validation.
- [New] Binance (Spot) now has support for PAPI.
- [Fixed] Limited depth (used by roq-fix-bridge and roq-sbe-publisher) now has support for more complex updates, e.g. from Binance.
- [Fixed] FIX (library) did not encode the right number of decimals.
- [Fixed] Using
int128_ton macOS (Intel) was not aligned potentially causing segfault.
Release notes can be found here.
Links
v1.0.0
Summary
This release was mainly about cleaning up the different interfaces and provide an API we believe can be fairly stable foundation for future releases. With a clean API and the current software features, we believe this release indeed can be called version 1.
- [Breaking change] To better align with other sources: Renamed
PrecisionfromDecimalsand introduced a newDecimalclass. - [Breaking change] Several APIs have been moved from roq-api to other libraries (roq-utils, roq-market, ...)
- [Breaking change] The APIs no longer use abseil-cpp containers (due to ABI issues in debug mode).
- [New]
RateLimitsUpdatehas been added to capture the exchange's rate-limit reports. - [New] A polling client interface has been added to support easier vendor integration.
Release notes can be found here.
Links
v0.9.9
Summary
- [Breaking change] Renamed some
OrderAckandOrderUpdatefields. - [Breaking change] It is now required for all request prices and quantities to be rounded to the precision indicated by
ReferenceData. - [Breaking change]
MarginModehas been added as an additional key toFundsUpdateandPositionUpdate. - [Experimental] roq-position-manager has been added to support zero-latency position management.
- [New] roq-journal is now being production tested.
- [New] roq-fix-client-template is a new GitHub project to demonstrate C++ FIX session management.
- [Build] Now with clang 17 support.
Release notes can be found here.
Links
v0.9.8
Summary
- Many changes to better support various FIX use-cases.
- New low-latency distributed caching of order attributes (mainly
routing_id). This was done to support various restarts scenarios. - Align gateway flags to download trades. Now supported by Binance, Bybit, Deribit and OKX.
- FIX Bridge and FIX Proxy (load-balancer) now supports dynamic routing based on
strategy_id. - The SBE market data publisher (multicast) is now fully functional.
- Python bindings to support SBE message re-assembly and decoding.
- All protocol interfaces and implementations moved to the
roq-codecpackage. Includes FIX, FlatBuffers, SBE.
Release notes can be found here.
Links
v0.9.7
Summary
- [BREAKING CHANGE] The
order_idfield (used when client sends order actions) is now 48 bits wide requiring you to useuint64_t. - roq-coinbase-pro now authenticates market data subscriptions.
- roq-cme has been certified.
- roq-tui to support order management directly from the terminal (useful together with CME's somewhat manual certification process).
- roq-sbe-publisher to multicast SBE encoded market data.
- A Risk Management framework including a template implementation (GitHub).
- A FIX Proxy template implementation demonstrating a client-facing front to the FIX Bridge.
- Various changes required support more dynamic order routing. (More advanced solutions planned with the following releases.)
Release notes can be found here.
Links
v0.9.6
v0.9.5
Summary
- roq-fix-bridge refactor to export shared library with FIX message encode/decode functions.
- roq-fix-bridge-client to demonstrate the new FIX Bridge API.
- roq-pubsub as a minimal pub/sub "gateway".
Release notes can be found here.
Important
- roq-bybit-v5 replaces roq-bybit and roq-bybit-futures with the upcoming release 0.9.6.
Links
v0.9.4
Summary
- Bybit v5 -- new gateway (docs).
- Binance -- support for multiple connections per account, each binding to a distinct network interface.
- CustomMatrix -- makes it possible to pass data between strategies.
- New Ansible scripts to install gateways and a monitoring solution.
Release notes can be found here.
Links
v0.9.3
Summary
- Support drop-copy clients
- Capture trades from orders originating outside the Roq gateways
- New field to distinguish exchange time (aka transaction time) from exchange sending time
- CME's (SBE) TradeSummary now also publish MarketByOrder updates (to better track matched orders vs changed quantity)
- Preliminary support for Binance's new WebSocket API
Release notes can be found here.
Links
v0.9.2
Summary
This release was primarily about adding MarketByOrder (L3) support to the CME and Coinbase PRO gateways.
Release notes can be found here.