Hi Jesse,
The roaches, and earthworms if available, along with small fishes, will be fine as a staple. Just be sure not to use goldfish exclusively, as such has been linked to kidney/liver problems in some species (alternate with shiners, guppies, minnows, etc.). As mentioned earlier re shrimp, fish are not part of the normal diet...however, fish have been used long-term for years with these frogs (shrimp have not) and have proven a good dietary staple and calcium source.
Other insects should be mixed in on occassion - crickets, waxworms, wild caught insects; tong-fed canned insects a great way of incresing dietary variety. Be sure to feed your crickets well...I have an article on this and many related topics posted at http://blogs.thatpetplace.com/thatreptileblog/,
Best regards, Frank Indiviglio