Roq Trading Solutions
What
- API's, libraries and tools so you can build your own low latency trading system
- Gateways supporting market data and order management
- Event logs to capture historical data
- Simulation framework
Framework / Objectives
- Open API with no lock-in (MIT license)
- Tools are free to use (with a strong motivation to open source)
- Very low latency to support market making (single digit microsecond software response time on a high-end server)
- Gateways require a license agreement (free to download and use for evaluation and development purposes)
We do not do NDA
Design
Strategies
An API provides you with a uniform interface to communicate with the gateways. The API is designed to make it easy to switch between simulation and live trading without having to change strategy code. Strategies should preferably be implemented using C++20.
There is experimental Python support but we do not recommend it for anything low latency.
Exchanges / Gateways
The full list can be found here.
Traditional
Cryptocurrency
- Binance spot and futures
- BitMEX
- Bybit spot and futures
- Coinbase PRO
- Deribit including support for the multicast protocol
- FTX
- Huobi spot and futures
- Kraken spot and futures
- KuCoin spot and futures
- OKX
Bridges
... and more
We aim to integrate with the major open source projects and third-party vendors. Please reach out if you have specific requirements.
Adapters
- ClickHouse on GitHub
... and more
We strongly recommend ClickHouse which provides exceptionally good performance vs ease-of-use.
Event Logs
Events (messages) are collected into a log which can be used for simulation, query ("what happened?") and export to third-party database solutions. The event logs are backwards compatible and therefore the basis for a historical database.
Metrics / Alerts / Dashboards
All components support Prometheus' exposition format. AlertManager allows you to automatically send alerts based on exceptional conditions. Grafana allows you to build custom monitoring dashboards.
Please reach out if you have any questions about integration with alternative monitoring solutions.