API for algorithmic and high-frequency trading (HFT).
Note! This project does not contain the implementation of the C++ interfaces. This is due to the ultra low latency communication protocol being closed source.
The project is primarily designed to be compatible with the conda package manager.
wget -N https://github.com/conda-forge/miniforge/releases/latest/download/Miniforge3-Linux-x86_64.sh bash Miniforge3-Linux-x86_64.sh -b -u -p ~/conda ~/conda/bin/conda install -y \ gxx_linux-64
wget -N https://github.com/conda-forge/miniforge/releases/latest/download/Miniforge3-Linux-aarch64.sh bash Miniforge3-Linux-aarch64.sh -b -u -p ~/conda ~/conda/bin/conda install -y \ gxx_linux-aarch64
wget -N https://github.com/conda-forge/miniforge/releases/latest/download/Miniforge3-MacOSX-x86_64.sh bash Miniforge3-MacOSX-x86_64.sh -b -u -p ~/conda ~/conda/bin/conda install -y \ clang_osx-64
source ~/conda/bin/activate conda install -y \ git \ cmake \ flatbuffers \ fmt conda install -y --channel https://roq-trading.com/conda/stable \ roq-oss-range-v3 \ roq-oss-span-lite
In addition, your system should provide
clang-format (at least version 10).
git submodule update --init --recursive cmake . make -j4 make test
Documentation can be found here.
Although the API is open source, certain solutions are closed source.
You can download the client library like this
conda install -y --channel https://roq-trading.com/conda/stable \ roq-client
Samples can be found here.
FlatBuffers is primarily used for the event-log storage format.
The project is released under the terms of the MIT license.