November 2019
Beginner
394 pages
10h 31m
English
Content preview from Learn Algorithmic Trading
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Connecting to Trading Exchanges
At this point, we have a good understanding of how to write a trading system and writing the code for all the critical components. We went into detail about book building, creating trading signals, and getting a market response.
In this chapter, we will introduce the component that's in charge of communicating with the outside world and the gateway. We will look at the different functionalities of this component and describe the different types of protocols that we will encounter. Finally, we will implement a gateway that will connect to a real liquidity provider.
In this chapter, we will cover the following topics:
- Making a trading system trade with exchanges
- Reviewing the Communication API
- Receiving price ...
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I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.