Releases: roq-trading/roq-api
Releases · roq-trading/roq-api
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.
Links
v0.9.1
Summary
This release was primarily about analysing tick-to-trade latencies:
Release notes can be found here.
Links
v0.9.0
Summary
This is a minor release with many improvements as well as adding order management support to roq-bybit and a new gateway roq-dydx,
Release notes can be found here.