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[roq-fix-gateway] New gateway: Generic FIX #191

Open thraneh opened 2 years ago

aubi1kenobi commented 1 year ago

Hi, Any news on this? Am new with Roq (it's looking good so far), but I can't find any generic FIX gateway for us who do not trade on any of the listed exchanges. Please advise

thraneh commented 1 year ago

This was never prioritised due to lack of sponsoring client.

Do you have a specific exchange and/or broker system that you're considering?

Reason for asking is that FIX can mean a lot of things. For example, some Crypto exchanges use FIX but do not allow the rewriting of ClOrdID when modifying or canceling orders. They are therefore not really FIX compliant. Building a generic FIX gateway will need full FIX compliance by the source.

aubi1kenobi commented 1 year ago

This is full FIX 4.4 compliance. So a generic FIX 4.4 will do. I bet you can just reuse any existing FIX, as long as it is FIX compliant. Nothing is customised or modified.

On Sun, Jan 29, 2023 at 10:01 PM, Hans Erik Thrane @.***> wrote:

This was never prioritised due to lack of sponsoring client.

Do you have a specific exchange and/or broker system that you're considering?

Reason for asking is that FIX can mean a lot of things. For example, some Crypto exchanges use FIX but do not allow the rewriting of ClOrdID when modifying or canceling orders. They are therefore not really FIX compliant. Building a generic FIX gateway will need full FIX compliance by the source.

— Reply to this email directly, view it on GitHub https://github.com/roq-trading/roq-issues/issues/191#issuecomment-1407958744, or unsubscribe https://github.com/notifications/unsubscribe-auth/ARDENXNP5VWEPH46YDNKQQTWU44I3ANCNFSM5PJ4DIQQ . You are receiving this because you commented.Message ID: @.***>

thraneh commented 1 year ago

Feel free to reach out if you want to sponsor the development of this particular project. The license fees can be found on the website and you can send an email to info@roq-trading.com.

aubi1kenobi commented 1 year ago

What exactly do you mean by sponsoring? Don’t you have a FIX engine I can re use? I can pay a license fee if required. There is no development needed. I need an engine as soon as possible. I can use commercial engines, but I’m considering your platform because it’s open source and seem lower latencies.

I don’t have a problem paying a monthly license fee

On Sun, Jan 29, 2023 at 10:12 PM, Hans Erik Thrane @.***> wrote:

Feel free to reach out if you want to sponsor the development of this particular project. The license fees can be found on the website https://roq-trading.com and you can send an email to @.***

— Reply to this email directly, view it on GitHub https://github.com/roq-trading/roq-issues/issues/191#issuecomment-1407968034, or unsubscribe https://github.com/notifications/unsubscribe-auth/ARDENXPOUTZAPVNNO7VEWGDWU45TNANCNFSM5PJ4DIQQ . You are receiving this because you commented.Message ID: @.***>

thraneh commented 1 year ago

Discussing this on email now.