⚠️ PRODUCTION ISSUE
Binance Futures have updated end-points for private streams. Please update the software as soon as possible so you can use different URIs for public and private streams. More details in this issue: https://github.com/roq-trading/roq-issues/issues/583
New flag introduce with unstable 20260424: --ws_user_uri
The default flags in $CONDA_PREFIX/share/roq-binance-futures/flags/prod/ have been updated with the correct defaults.
Binance Futures have updated end-points for private streams. Please update the software as soon as possible so you can use different URIs for public and private streams. More details in this issue: https://github.com/roq-trading/roq-issues/issues/583
New flag introduce with unstable 20260424: --ws_user_uri
The default flags in $CONDA_PREFIX/share/roq-binance-futures/flags/prod/ have been updated with the correct defaults.
GitHub
[roq-binance-futures] New URLs for user-stream · Issue #583 · roq-trading/roq-issues
The user-stream URL was changed to /private/ws/<listen_key> instead of /ws/<listen_key>. Work-around for older versions: The --ws_uri flag should be changed to reflect that, i.e. wss://...
With unstable 20260425 there's also roq-binance-futures support for the new /public/ws and /market/ws streams. The old /ws stream seems to still work, but we recommend to update the software as soon as possible.
https://github.com/roq-trading/roq-issues/issues/584
https://github.com/roq-trading/roq-issues/issues/584
GitHub
[roq-binance-futures] New URLs for market data streams · Issue #584 · roq-trading/roq-issues
Market data streams have been split into high-frequency and medium-frequency streams. Book updates are now available on /public/ws. Trade summary, statistics and kline data on /market/ws The existi...
We have a small pipeline of blog posts that we will be announcing here as each of them become ready.
Feel free to reach out if you have an idea about something you would like discussed or explained.
Feel free to reach out if you have an idea about something you would like discussed or explained.
This demonstrates how to create the key-pair you need to communicate with Roq's license server.
https://roq-trading.com/docs/blogs/2026-04-27/license/
https://roq-trading.com/docs/blogs/2026-04-27/license/
This demonstrates the minimal setup for running a gateway.
https://roq-trading.com/docs/blogs/2026-04-28/gateway/
https://roq-trading.com/docs/blogs/2026-04-28/gateway/
This demonstrates how to query Roq's license server about your current deployment.
https://roq-trading.com/docs/blogs/2026-04-29/license/
https://roq-trading.com/docs/blogs/2026-04-29/license/
In this blog we demonstrate how to enable metrics.
This is a prerequisite for Prometheus integration.
https://roq-trading.com/docs/blogs/2026-04-30/metrics/
This is a prerequisite for Prometheus integration.
https://roq-trading.com/docs/blogs/2026-04-30/metrics/
Today's blog demonstrates how to get gateway metrics into Prometheus
https://roq-trading.com/docs/blogs/2026-05-01/prometheus/
https://roq-trading.com/docs/blogs/2026-05-01/prometheus/
This is a blog demonstrating how to configure and use Grafana
https://roq-trading.com/docs/blogs/2026-05-02/grafana/
https://roq-trading.com/docs/blogs/2026-05-02/grafana/
And a blog demonstrating how to inspect the event-logs captured by Roq's gateways
https://roq-trading.com/docs/blogs/2026-05-03/event-log/
https://roq-trading.com/docs/blogs/2026-05-03/event-log/
Today's blog shows how to use Ansible to deploy Roq services to a systemd based Linux host.
It is possible to install the services using systemd's user scope. This may be useful for your development or local testing.
It is also possible to install the services using systemd's system scope. This is useful for production deployment.
The server based example includes a more complex setup with DAG-like dependencies (in this case deribit => fix-bridge).
https://roq-trading.com/docs/blogs/2026-05-05/ansible/
It is possible to install the services using systemd's user scope. This may be useful for your development or local testing.
It is also possible to install the services using systemd's system scope. This is useful for production deployment.
The server based example includes a more complex setup with DAG-like dependencies (in this case deribit => fix-bridge).
https://roq-trading.com/docs/blogs/2026-05-05/ansible/
The TUI (terminal user-interface) is tool for managing orders and inspecting market data and even some gateway internals like stream status.
You can use this tool to test exchange connectivity, understand order-ack/order-update events, inspect current gateway status and understand what market data is available from the exchange.
This blog walks through some use-cases:
https://roq-trading.com/docs/blogs/2026-05-06/tui/
You can use this tool to test exchange connectivity, understand order-ack/order-update events, inspect current gateway status and understand what market data is available from the exchange.
This blog walks through some use-cases:
https://roq-trading.com/docs/blogs/2026-05-06/tui/
Today we demonstrate how to configure a gateway to hide database latency when updating positions:
https://roq-trading.com/docs/blogs/2026-05-07/position_manager/
https://roq-trading.com/docs/blogs/2026-05-07/position_manager/
The FIX Bridge allows you to integrate with third-party vendor systems or open-source solutions like QuickFIX.
This blog demonstrates how to install and configure the FIX Bridge as well as how to use the FIX TUI to test market data and order executions.
https://roq-trading.com/docs/blogs/2026-05-11/fix_bridge/
This blog demonstrates how to install and configure the FIX Bridge as well as how to use the FIX TUI to test market data and order executions.
https://roq-trading.com/docs/blogs/2026-05-11/fix_bridge/
Release 1.1.5 is now available.
GitHub | ChangeLog
✅ Gateway source code is now available on GitHub. You can follow changes, verify assumptions and review logic. You can find an example here.
✅ Gateways are now distributed as both shared libraries and binaries: You can link the gateway code directly into your strategy. For example, if you want lower latency or simply don't want to deploy all the components for a distributed architecture. You can find an example here.
GitHub | ChangeLog
✅ Gateway source code is now available on GitHub. You can follow changes, verify assumptions and review logic. You can find an example here.
✅ Gateways are now distributed as both shared libraries and binaries: You can link the gateway code directly into your strategy. For example, if you want lower latency or simply don't want to deploy all the components for a distributed architecture. You can find an example here.
GitHub
Releases · roq-trading/roq-api
C++ interfaces used to communicate with Roq's market gateways. - roq-trading/roq-api
All gateway packages now include an integrated FIX bridge for easier integration with third-party solutions.
Benefits include:
👉 Deploy a single process.
👉 A single correlated log file including both gateway and FIX events.
👉 Reduced hardware requirements.
👉 Reduced internal processing latency.
The classic FIX bridge solution still has its uses and will continue to be maintained.
The following blog post outlines the differences between deploying a gateway integrated FIX bridge and a classic gateway.
https://roq-trading.com/docs/blogs/2026-07-06/fix_bridge/
Benefits include:
👉 Deploy a single process.
👉 A single correlated log file including both gateway and FIX events.
👉 Reduced hardware requirements.
👉 Reduced internal processing latency.
The classic FIX bridge solution still has its uses and will continue to be maintained.
The following blog post outlines the differences between deploying a gateway integrated FIX bridge and a classic gateway.
https://roq-trading.com/docs/blogs/2026-07-06/fix_bridge/
Release 1.1.6 is now available.
GitHub | ChangeLog
✅ All gateways now include an integrated FIX bridge.
GitHub | ChangeLog
✅ All gateways now include an integrated FIX bridge.
GitHub
Releases · roq-trading/roq-api
C++ interfaces used to communicate with Roq's market gateways. - roq-trading/roq-api
All gateways now include an integrated bridge supporting Protobuf / Flatbuffers / SBE.
The idea is that you can interact with the gateways from any programming language (not just C++). You could start with Python for your PoC and then later move to Java or C++ if speed is important. Since the semantics doesn't change and the interfaces are almost 1:1, a later translation should be relatively cheap.
This blog post describes how to fetch the schemas and how to auto-generate interface code for some popular programming languages.
https://roq-trading.com/docs/blogs/2026-09-02/schema/
The idea is that you can interact with the gateways from any programming language (not just C++). You could start with Python for your PoC and then later move to Java or C++ if speed is important. Since the semantics doesn't change and the interfaces are almost 1:1, a later translation should be relatively cheap.
This blog post describes how to fetch the schemas and how to auto-generate interface code for some popular programming languages.
https://roq-trading.com/docs/blogs/2026-09-02/schema/
Release 1.1.8 is now available.
GitHub | ChangeLog
✅ All gateways now include an integrated
✅ All binaries and libraries now link against the static libraries of (most of) their dependencies. This was done in particular to hide the OpenSSL dependency as we expect its release 4.0 to be incrementally supported by other dependencies. This change should also make it easier to link Roq's libraries together with other third-party solutions depending on OpenSSL.
✅ Gateways now implement an exchange logon policy. Default is to abort when an account is mis-configured. It is now possible (through the
✅ Now building with Clang 23.1 (on macOS).
GitHub | ChangeLog
✅ All gateways now include an integrated
*-bridge binary which supports a Protobuf / Flatbuffers / SBE interface. Schemas are available from GitHub or by downloading the roq-schema package. This solution makes it easier to use Roq's gateways from any programming language.✅ All binaries and libraries now link against the static libraries of (most of) their dependencies. This was done in particular to hide the OpenSSL dependency as we expect its release 4.0 to be incrementally supported by other dependencies. This change should also make it easier to link Roq's libraries together with other third-party solutions depending on OpenSSL.
✅ Gateways now implement an exchange logon policy. Default is to abort when an account is mis-configured. It is now possible (through the
--retry_logon command-line flag) to allow the gateway to retry without aborting.✅ Now building with Clang 23.1 (on macOS).
GitHub
Releases · roq-trading/roq-api
C++ interfaces used to communicate with Roq's market gateways. - roq-trading/roq-api