{"repo":"roq-trading/roq-api","free":true,"listed":false,"github":"https://github.com/roq-trading/roq-api","clone":"git clone https://github.com/roq-trading/roq-api.git","description":"C++ interfaces used to communicate with Roq's market gateways.","language":"C++","stars":513,"topics":["hft","order-routing","arbitrage","back-testing","low-latency","simulation","tick-data","fixprotocol","market-data","cme"],"license":"MIT","category":"trading","readme_excerpt":"roq-api API for algorithmic and high-frequency trading (HFT). This project does not contain the closed source implementation of the C++ interfaces. Links Roq GmbH (website) Contact (email) Documentation Releases Gateways Samples Roadmap Pricing LinkedIn Telegram Design Modular. Predictable low latency. Support all aspects required by a production environment. Aim to reduce \"glue\" code and offer standard solutions for data capture, monitoring, bridge solutions, etc. The C++ API enables clients (e.g. trading strategies) to communicate with gateways using a unified interface, or replay event-logs (exactly, for simulation and back-testing purposes). The FIX bridge supports third-party solutions. The adapters support third-party database solutions, e.g. ClickHouse. The metrics interface supports third-party monitoring solutions, e.g. Prometheus, Alertmanager and Grafana. Features Open source interface (no need to sign an NDA to access or use). Permissive license (anyone is free to copy and use for whatever purpose). Free to download and try (no need to contact or register). Unified client interface to access any market. Design is strongly inspired by standards and specific implementations used by major exchanges. Strong preference for allocation-free message encoding/decoding. Extensive use of auto-generated code based on schemas. Strongly typed messages (events). Asynchronous interfaces and implementations. C++ and shared memory for low latency. Automatic capture of all events. F","default_branch":null,"files":null,"tree":[],"storefront":"/r/roq-trading","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/roq-trading/roq-api/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}