You'll need to build RocksDB v5.5+ on your machine.
After that, you can install gorocksdb using the following command:
CGO_CFLAGS="-I/path/to/rocksdb/include" \
CGO_LDFLAGS="-L/path/to/rocksdb -lrocksdb -lstdc++ -lm -lz -lbz2 -lsnappy -llz4 -lzstd" \
go get github.com/tecbot/gorocksdb
Please note that this package might upgrade the required RocksDB version at any moment. Vendoring is thus highly recommended if you require high stability.
The embedded CockroachDB RocksDB is no longer supported in gorocksdb.