Releases: roq-trading/roq-api
Releases · roq-trading/roq-api
v1.1.1
Summary
This is a minor release.
- [roq-bybit] Now with WS order execution.
- [roq-htx] Now with both market data and order management.
- [roq-htx-futures] Now with both market data and order management.
- [roq-phemex-futures] Now with both market data and order management.
Release notes can be found here.
Links
v1.1.0
Summary
This is a major release due to API changes.
- [roq-schema] Added Protocol Buffers.
- [roq-codec] Support for Protocol Buffers encode / decode.
- [roq-aster-futures] New. Experimental. Support for market data.
- [roq-binance*] WSAPI has been upgraded.
- [roq-bitmex] Order management has been upgraded.
- [roq-btse-futures] New. Experimental. Support for market data.
- [roq-htx] Renamed from roq-huobi.
- [roq-htx-futures] Renamed from roq-huobi-futures. Market data has been upgraded.
- [roq-phemex] New. Experimental. Support for market data.
- [roq-phemex-futures] New. Support for market data and order management.
Release notes can be found here.
Links
v1.0.9
Summary
This is a minor release.
- The roq-bitget gateway was brought up to date and order management has been completed.
- The roq-kucoin-futures gateway was brought up to date and order management has been completed.
- The roq-hyperliquid gateway was implemented to support market data.
Release notes can be found here.
Links
v1.0.8
Summary
This is a major release.
- There is now support for auto-generating time-series live market data events and historical event-logs.
- There is now support for subscribing and downloading time-series from exchanges.
- Trades (fills) can now be enriched by the gateways with cash adjustments allowing the position manage to track FX-style positions.
- Trades (fills) now include a P&L "cost" allowing the Position Manager to aggregate total "costs" which can be used to estimate P&L. (Note! Although it could be done, this is not yet proper FIFO accounting.)
- The SBE Publisher has now been open-sourced.
Release notes can be found here.
Links
v1.0.7
Summary
This is a minor release.
- Binance gateway now has SAPI support (margin trading).
- Kraken Futures gateway has been updated.
- Abseil version now aligned with major conda-forge packages, e.g. arrow.
- FIX Bridge v2 with more relaxed FIX client support, e.g. breaking the 1:1 coupling between FIX client and account.
Release notes can be found here.
Links
1.0.6
Summary
This is a minor release.
- GCC 15.1, Clang 20.1.
- Build with experimental C++26 support.
- Source code reviewed using clang-tidy.
- Now using magic_enum from conda-forge.
Release notes can be found here.
Links
v1.0.5
Summary
This is a major release with some API changes.
- [New] Message types to support UI control (enable/disable) of clients and strategies.
- [New] Message types to support mass quoting.
- [Changed] Now compiled with
fmt 11.1.xandclang 20.1.x.
Release notes can be found here.
Links
v1.0.4
Summary
This is a minor release with no significant API changes.
- [New] A Service Manager primarily designed to communicate with systemd
- [New] A Vue3 based UI demonstrating systemd and gateway communication through the Service Manager
Release notes can be found here.
Links
1.0.3
Summary
This is a major release with significant API changes.
- [New] A new open-sourced Algo development framework
- [Breaking] Simulator has been rewritten to only work the new Algo framework
- [New] Gate.io Futures now with full order-management support
- [Change] Deribit now has up-to-date multicast support
Release notes can be found here.
Links
v1.0.2
Summary
This release has minor API changes.
- [New] Binance Futures now has preliminary WSAPI support.
- [New] CME tool to create event-logs (
.roqfiles) from Databento's packet capture (.pcapfiles). - [Changed] Code auto-generation has been re-designed.
Release notes can be found here.