I have read about Redis and RocksDB, I don't get the advantages of Redis over RocksDB.
I know that Redis is all in-memory and RocksDB is in-memory and uses flash storage. If all data fits in-memory, which one should I choose? do they have the same performance? Redis scales linearly with the number of CPU's? I guess that there are others differences that I don't get.
I have a dataset which fits in-memory and I was going to choose Redis but it seems that RocksDB offers me the same and if one day the dataset grows too much I wouldn't have to be worried about the memory.
They have nothing in common. You are trying to compare apples and oranges here.
Redis is a remote in-memory data store (similar to memcached). It is a server. A single Redis instance is very efficient, but totally non scalable (regarding CPU). A Redis cluster is scalable (regarding CPU).
RocksDB is an embedded key/value store (similar to BerkeleyDB or more exactly LevelDB). It is a library, supporting multi-threading and a persistence based on log-structured merge trees.