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roq-issues
Issue tracker for Roq's software solutions.
https://roq-trading.com/
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[roq-okx] Incorrect market data subscription logic
#467
thraneh
closed
2 weeks ago
0
[roq-okx] Order book processing didn't check previous sequence id
#466
thraneh
closed
2 weeks ago
0
[roq-tools] roq-dump didn't report price_level from MBPUpdate
#465
thraneh
closed
3 months ago
0
[roq-scripts] create_conda_env now using conda/meta.yaml to install dependencies
#464
thraneh
closed
3 months ago
0
[roq-bybit] accountType only support UNIFIED and CONTRACT
#463
damian123
closed
3 months ago
2
[roq-market] MbP impact_price to accept an optional number of orders
#462
thraneh
closed
3 months ago
0
[roq-okx] MBPUpdate.number_of_orders could exceed 65k
#461
thraneh
closed
3 months ago
0
[roq-autogen] More generic code auto-generation
#460
thraneh
closed
3 months ago
0
[roq-fix-bridge] MarketDataRequest should not allow one-sided requests
#459
thraneh
closed
5 months ago
0
[roq-api] Fill to support quote quantity and commission
#458
thraneh
closed
5 months ago
0
[roq-cme] Import tool to convert pcap files to event-logs
#457
thraneh
closed
5 months ago
0
[roq-binance-futures] WSAPI support (experimental)
#456
thraneh
closed
5 months ago
0
[roq-binance-futures] Initial PositionUpdate incorrectly used notional
#455
thraneh
closed
5 months ago
0
[roq-binance] PAPI support
#454
thraneh
closed
6 months ago
0
[roq-market] Issues with create limited depth updates
#453
thraneh
closed
6 months ago
0
[roq-server] Event-log consumer would use current time as receive_time
#452
thraneh
closed
6 months ago
0
[roq-fix] Decimal encoding did not round to precision
#451
thraneh
closed
6 months ago
0
[roq-api] Segfault on macOS/Intel
#450
thraneh
closed
6 months ago
0
[roq-fix-bridge/proxy] Validate Logon fields
#449
thraneh
closed
6 months ago
0
[roq-binance/-futures] PositionSide not sent when placing new orders
#448
thraneh
opened
6 months ago
0
[roq-server] Stale orders should be removed from the order cache
#447
thraneh
opened
6 months ago
0
[roq-api] utils::compare<double> could incorrectly compare values in the [0;1] range
#446
thraneh
closed
7 months ago
1
[roq-client] New polling client
#445
thraneh
closed
7 months ago
0
[roq-binance-futures] Support PAPI
#444
thraneh
closed
6 months ago
0
[roq-sbe-publisher] Make it possible to publish the same message multiple times
#443
thraneh
closed
7 months ago
0
[roq-server] Event-log is now opt-in
#442
thraneh
closed
7 months ago
0
[roq-binance] Suspend all activity when receiving the Retry-After HTTP header
#441
thraneh
closed
7 months ago
1
[roq-market] MbP Sequencer could cause memory leak
#440
thraneh
closed
7 months ago
1
[roq-api] Promote Decimal to API (from utils::Number) and rename Precision (from Decimals)
#439
thraneh
closed
8 months ago
0
[roq-market] Separate market functions from general utilities
#438
thraneh
closed
8 months ago
0
[roq-fix-bridge] OrderStatus::ACCEPTED not working
#437
thraneh
opened
8 months ago
0
[roq-api] Errors on make, mac os basic_format_parse_context<char> is unavailable
#436
burgerpig
closed
8 months ago
2
[roq-binance-futures] OrderUpdate.client_order_id was not populated during download
#435
thraneh
closed
8 months ago
0
[roq-fix-bridge] Support TradeSummary.side
#434
thraneh
closed
9 months ago
0
building roq-samples from source
#433
linoxoidunix
closed
9 months ago
3
[roq-server] OMS validate quantity and price against reference data
#432
thraneh
closed
8 months ago
0
[roq-deribit] Reject from OrderMassCancelRequest / not clear how to communicate
#431
thraneh
opened
9 months ago
0
[roq-api] Positions and Funds must be reported by margin type
#430
thraneh
closed
8 months ago
3
[roq-client] Unix socket not connecting could cause infinite loop (100% CPU)
#429
thraneh
closed
9 months ago
2
[roq-server] Download trades should use different lookback after restart vs reconnect
#428
thraneh
closed
9 months ago
0
[roq-binance] WS API did not correctly encode the wider order_id into the request id
#427
thraneh
closed
10 months ago
0
[roq-fix-bridge] Invalid OrdStatus <39> for OrderCancelReject <9>
#426
thraneh
closed
10 months ago
0
[roq-fix-bridge] Client's Logon password now being validated
#425
thraneh
closed
10 months ago
0
[roq-server] Shared memory object failed to create on macOS
#424
thraneh
closed
10 months ago
0
[roq-binance-futures] Support ModifyOrder
#423
thraneh
closed
10 months ago
1
[roq-fix-bridge] Validate ClOrdID
#422
thraneh
closed
10 months ago
0
[roq-deribit] Market Data WebSocket now authenticating
#421
thraneh
closed
10 months ago
0
[roq-fix-bridge] OrderID lookup was never fully implemented
#420
thraneh
closed
10 months ago
0
[roq-api] The position cache would treat zero as a missing value and therefore not update
#419
thraneh
closed
10 months ago
0
[roq-fix-bridge] OrderMassStatusRequest didn't return reason UNKNOWN_ORDER for no orders
#418
thraneh
closed
11 months ago
0
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