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roq-api\n\nAPI for algorithmic and high-frequency trading (HFT).\n\n\u003e This project does **not** contain the closed source implementation of the\n\u003e C++ interfaces.\n\n\n## Links\n\n* [Roq GmbH (website)](https://roq-trading.com/)\n* [Contact (email)](mailto:info@roq-trading.com)\n* [Documentation](https://roq-trading.com/docs/)\n* [Releases](https://roq-trading.com/docs/releases/)\n* [Gateways](https://roq-trading.com/docs/introduction/gateways/)\n* [Samples](https://github.com/roq-trading/roq-cpp-samples/)\n* [Roadmap](https://roq-trading.com/docs/introduction/roadmap/)\n* [Pricing](https://roq-trading.com/#pricing)\n* [LinkedIn](https://www.linkedin.com/company/35447832/)\n* [Telegram](https://t.me/roq_trading/)\n\n\n## Design\n\n* Modular.\n* Predictable low latency.\n* Support all aspects required by a production environment.\n* Aim to reduce \"glue\" code and offer standard solutions for data capture,\n  monitoring, bridge solutions, etc.\n\n![Design](/static/images/architecture_reference.svg)\n\n* The **C++ API** enables clients (e.g. trading strategies) to\n  * communicate with gateways using a unified interface, or\n  * replay event-logs (exactly, for simulation and back-testing purposes).\n* The **FIX bridge** supports third-party solutions.\n* The **adapters** support third-party database solutions, e.g. ClickHouse.\n* The **metrics** interface supports third-party monitoring solutions, e.g. Prometheus,\n  Alertmanager and Grafana.\n\n\n## Features\n\n* Open source interface (no need to sign an NDA to access or use).\n* Permissive license (anyone is free to copy and use for whatever purpose).\n* Free to download and try (no need to contact or register).\n* Unified client interface to access any market.\n* Design is strongly inspired by standards and specific implementations used\n  by major exchanges.\n* Strong preference for allocation-free message encoding/decoding.\n* Extensive use of auto-generated code based on schemas.\n* Strongly typed messages (events).\n* Asynchronous interfaces and implementations.\n* C++ and shared memory for low latency.\n* Automatic capture of all events.\n* Free to download tools and database adapters.\n\n\n## Support and Maintenance\n\nA SLA is required for production support.\nMore information can be found [here](https://roq-trading.com/#pricing).\n\nFeel free to [contact us](mailto:info@roq-trading.com) with any questions\nyou may have.\n\n\n## Gateways\n\nCurrently supported traditional exchanges include\n\n* CME\n\nCurrently supported Cryptocurrency exchanges include\n\n* Aster\n* Binance\n* Bitget\n* BitMEX\n* BTSE\n* Bybit\n* Coinbase PRO\n* Deribit\n* Gate\n* HTX\n* Huobi\n* Kraken\n* KuCoin\n* OKX\n* Phemex\n\nThe full list can be found [here](https://roq-trading.com/docs/introduction/gateways/).\n\n\u003e Instructions on how to install, configure and use the gateways can either\n\u003e be found in the [samples](https://github.com/roq-trading/roq-cpp-samples) or\n\u003e by consulting the [documentation](https://roq-trading.com/docs/tutorials/gateways/).\n\n\n## Operating Systems\n\n* Linux (x86-64, AArch64)\n* macOS (x86-64, Arm64)\n\n\u003e All listed combinations are regularly compiled but only Linux/x86-64 is continuously being tested.\n\u003e If you require a specific combination, please [contact us](mailto:info@roq-trading.com) before using.\n\n\u003e We plan to drop support for macOS/x86-64.\n\n\n## Library/Package Dependencies\n\n* [fmt](https://github.com/fmtlib/fmt) (MIT License)\n* [magic_enum](https://github.com/Neargye/magic_enum) (MIT License)\n* [jinja2](https://github.com/pallets/jinja) (BSD 3-Clause License)\n\nOptional\n\n* [Catch2](https://github.com/catchorg/Catch2) (Boost Software License 1.0 License)\n\n\n## Prerequisites\n\n\u003e It is not very interesting to follow the instructions shown here due to this\n\u003e project only containing interfaces.\n\u003e The actual client implementation is closed source as mentioned elsewhere in\n\u003e this document.\n\nThe project is primarily designed to be compatible with the conda package manager.\n\n\u003e Use `stable` for (the approx. monthly) release build.\n\u003e Use `unstable` for the more regularly updated development builds.\n\n### Initialize sub-modules\n\n```bash\ngit submodule update --init --recursive\n```\n\n### Create development environment\n\n```bash\nscripts/create_conda_env unstable debug\n```\n\n### Activate environment\n\n```bash\nsource opt/conda/bin/activate dev\n```\n\n## Build the project\n\n\u003e Sometimes you may have to delete CMakeCache.txt if CMake has already cached an incorrect configuration.\n\n```bash\ncmake . \u0026\u0026 make -j4\n```\n\n### Using\n\nYou can download the closed source client implementation like this\n\n```bash\nconda install -y --channel https://roq-trading.com/conda/stable \\\n    roq-client\n```\n\nSamples can be found [here](https://github.com/roq-trading/roq-cpp-samples).\n\n\n## License\n\nThe project is released under the terms of the MIT license.\n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Froq-trading%2Froq-api","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Froq-trading%2Froq-api","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Froq-trading%2Froq-api/lists"}