roq-api

Summary

This is a minor release.

• Support for dynamic subscriptions.
• [roq-bitget] Now with WSAPI / order management.
• [roq-btse-futures] Now with full support for both market data and order management.
• [roq-kraken] Now with full support for both market data and order management.

Release notes can be found here.

Links

• [...

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

• [Roq GmbH (w...

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...

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

*...

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&...