Rithmic Extension Developer Guide

This skill grants you the specific knowledge needed to maintain and extend the Rithmic Go client.

1. The Protocol (Proto2 vs Proto3)

The official Rithmic definitions are Proto2. This has major implications for Go code:

• •Pointers: All fields are pointers (e.g., *string, *int32).
• •Access: You cannot access fields directly like msg.Price. You must check for nil or use helpers.
• •Assignment: Use proto.String("val"), proto.Int32(10), etc.

Pro-Tip: Always verify msg != nil and msg.TemplateId != nil before dereferencing.

2. Message Routing (Template IDs)

Rithmic multiplexes all messages over a single WebSocket. You must route based on TemplateId.

// Constants
const (
    MSG_LOGIN = 10
    MSG_MARKET_DATA = 100
)

// Routing Logic
if *msg.TemplateId == MSG_LOGIN { ... }

Refer to docs/RITHMIC_INTEGRATION.md for the Table of IDs.

3. The "Two-Step" Dance

Do not try to login immediately. You will be rejected.

1. •Probe: Connect -> RequestRithmicSystemInfo -> Get Systems -> Disconnect.
2. •Login: Connect -> RequestLogin (using a valid system name).

4. Maintenance Tasks

Updating the API

1. •Drop new .proto files into extensions/rithmic/proto/.
2. •Run patch_protos_robust.py (if available) or ensure option go_package = "quant/extensions/rithmic/api"; is in every file.
3. •Run protoc (see docs/RITHMIC_INTEGRATION.md for exact command).

Testing

Use the built-in CLI command to verify connectivity:

quanuxctl ext run rithmic

This injects secrets and runs main.go directly.

5. Common Gotchas

• •Heartbeats: Failing to send Template 18 every 30s will drop the connection.
• •Framing: Forgot the 4-byte Big Endian header? server ignores you.
• •SSL: Must use wss://.