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nexus06032015-10-14 07:28:22
API
nexus0603, 2015-10-14 07:28:22

What are the APIs for exchanges (stock, currency, futures)?

Not for the sake of millions, but for interest and research - I want to learn how to create robots for trading systems. The principles of the market, the structure of the robot, strategies - all this is described in one way or another, you can study it. I myself am more or less familiar with the Forex currency market .
I don't care where to trade - the essence of the study, and this is not the point of interest.
I understand that a mere mortal person does not have direct access to the exchange, and trades through a broker, and even with a decent leverage.
When it comes to Forex, the MetaTrader4/5 terminal is usually used. For automation, respectively, the programming language MQL4/5. This does not suit me for the following reasons:

  • vendor lock. What I develop for this platform, I will not transfer anywhere later.
  • I think that the development will not be the fastest.
  • It seems to me that the MQL community is not large compared to general purpose languages.

There is a broker that provides an HTTP API. For me, this is a good option.
I am interested in the answers to the following questions.
What are the APIs for:
  • Getting data
  • Data storage
  • Opening and closing deals
?
How to avoid platform dependency, at least within one market?
What set of technologies is used for trade automation (PL, API, libraries, bundles of technologies, something else...)?
Those. I'm interested in information for a quick start in this area.
PS
Now I am programming in Python.

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3 answer(s)
D
Dimonchik, 2015-10-14
@dimonchik2013

habrahabr.ru/company/itinvest/blog/208500
habrahabr.ru/company/itinvest/blog/268783

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lPolar, 2015-10-14
@lPolar

Oanda is very good - a convenient API for all voiced actions.

Вячеслав Шиндин, 2016-03-03
@pro_co_ru

Вот ещё есть: https://github.com/tradernet/tn.api

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