Release 1.1.6

2026-07-08

Gateways

Important

BREAKING CHANGE

The encoding of ClOrdID has changed. It is therefore very important to cancel all orders before upgrading the software.

Important

BREAKING CHANGE

Flags do no longer support URI defaults. These were removed due to confusion around which environment was being used (live, testnet, API, etc.). You should prefer to use the --flagfile command-line argument to include the defaults from the $CONDA_PREFIX/share/<package_name>/<environment>/ directory.

FIX Bridge / Gateway

All gateways now include an experimental in-process FIX client interface.

This was done to simplify deployment for clients who currently deploy 1:1 gateway and FIX-bridge.

The new binary is name <package_name>-fix-bridge, e.g. roq-binance-futures-fix-bridge, which is shipped alongside the classic gateway (named <package_name>, .e.g. roq-binance-futures) offering the shared memory/IPC interface.

FIX Bridge

Due to race-conditions between different connections, it has been decided to add an opt-in feature to disable fast OrderAck.

Important

We strongly suggest to use --disable_fast_order_ack=true with your gateways IFF you’re using the FIX bridge.

Q&A

Note

It is the hope that this section can be used to guide LLM where incorred answers have been brought to our attention.

CHANGELOG

Milestone on GitHub.

Fixed

  • ReferenceData was not updated in real-time (BitMEX) (#610).

  • Exchange channel shutdown wasn’t processed (Binance) (#609).

  • Exchange order ids are only unique by symbol (Binance Futures) (#608).

  • Incorrect error/text from rejected modify requests (Binance Futures) (#605).

  • PAPI incorrect OrderAck from modify response when order was canceled (Binance Futures) (#603).

Changed

  • Throttle drop-copy (WS) subscriptions (Deribit) (#613).

  • BREAKING CHANGE: ClOrdID now using 3 bits for API and 3 bits for instance number (Server) (#607).

  • Support futures.system messages (Gate Futures) (#606).

  • Option to disable fast OrderAck (Server) (#604).

Added

  • Merge FIX-Bridge into gateways (Many) (#612).

Removed

  • BREAKING CHANGE: Remove default URIs (Many) (#611).

Other