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@roq-trading

Roq Trading Solutions

A toolkit for quant traders wanting full control of their own trading platform. Open, modular and built for ultra-low latency market making.

Roq Trading Solutions

What

  • API's, libraries and tools so you can build your own low latency trading system
  • Gateways supporting market data and order management
  • Event logs to capture historical data
  • Simulation framework

Framework / Objectives

  • Open API with no lock-in (MIT license)
  • Tools are free to use (with a strong motivation to open source)
  • Very low latency to support market making (single digit microsecond software response time on a high-end server)
  • Gateways require a license agreement (free to download and use for evaluation and development purposes)

We do not do NDA

Design

Design

Strategies

An API provides you with a uniform interface to communicate with the gateways. The API is designed to make it easy to switch between simulation and live trading without having to change strategy code. Strategies should preferably be implemented using C++23.

There is experimental Python support but we do not recommend it for anything low latency.

Exchanges / Gateways

The full list can be found here.

Traditional

  • CME -- supports iLink, MBO and MBP

Cryptocurrency

Bridges

... and more

We aim to integrate with the major open source projects and third-party vendors. Please reach out if you have specific requirements.

Adapters

... and more

We strongly recommend ClickHouse which provides exceptionally good performance vs ease-of-use.

Event Logs

Events (messages) are collected into a log which can be used for simulation, query ("what happened?") and export to third-party database solutions. The event logs are backwards compatible and therefore the basis for a historical database.

Metrics / Alerts / Dashboards

All components support Prometheus' exposition format. AlertManager allows you to automatically send alerts based on exceptional conditions. Grafana allows you to build custom monitoring dashboards.

Please reach out if you have any questions about integration with alternative monitoring solutions.

Pinned Loading

  1. roq-api Public

    C++ interfaces used to communicate with Roq's market gateways.

    C++ 470 111

  2. roq-algo Public

    C++ tools and utilities for algorithmic trading.

    C++ 7 1

  3. roq-cpp-client-template Public template

    C++ client template project.

    C++ 3 2

  4. roq-cpp-algo-template Public template

    C++ algo template project.

    C++ 1 1

  5. roq-cpp-samples Public

    C++ examples.

    C++ 161 55

  6. roq-ansible Public template

    Ansible Playbook to deploy and configure services on remote or local host.

    Python 9 5

Repositories

Showing 10 of 23 repositories
  • roq-algo Public

    C++ tools and utilities for algorithmic trading.

    C++ 7 BSD-3-Clause 1 5 0 Updated Mar 12, 2025
  • roq-cpp-json-publisher-template Public template

    C++ JSON publisher template project.

    C++ 1 MIT 0 0 0 Updated Mar 11, 2025
  • roq-logging Public

    Logging utilities.

    C++ 8 MIT 3 0 0 Updated Mar 11, 2025
  • roq-api Public

    C++ interfaces used to communicate with Roq's market gateways.

    C++ 470 MIT 111 0 0 Updated Mar 11, 2025
  • roq-conda-build-config Public

    Conda build config.

    0 MIT 0 0 0 Updated Mar 11, 2025
  • roq-python-samples Public

    Python examples.

    Python 1 MIT 0 0 0 Updated Mar 6, 2025
  • roq-fix-proxy Public

    FIX bridge front-end supporting fan-out and load-balancing.

    C++ 1 BSD-3-Clause 0 0 0 Updated Mar 5, 2025
  • roq-cpp-algo-template Public template

    C++ algo template project.

    C++ 1 MIT 1 0 0 Updated Mar 5, 2025
  • roq-cpp-fix-client-template Public template

    C++ FIX client template project.

    C++ 1 MIT 2 0 0 Updated Mar 5, 2025
  • roq-cpp-client-template Public template

    C++ client template project.

    C++ 3 MIT 2 0 0 Updated Mar 5, 2025

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