Advanced FMZ Strategy Engineering with WebSockets, Raw APIs, and Concurrency

Summary

This tutorial explains ways to extend FMZ trading strategies beyond the platform’s standard exchange wrappers. It covers retrieving raw REST responses, calling public endpoints and authenticated exchange APIs, and using WebSockets for market data and account updates. It discusses subscriptions, reconnect behavior, buffered messages, choosing whether to process the oldest or newest data, polling multiple connections without blocking, and structuring event-driven trading with rate limits. It also demonstrates concurrent API requests, custom exchange connectivity, chart data for backtests, and platform APIs.

The material is practical and example-driven, but it is platform-specific and assumes programming experience and familiarity with exchange API documentation. It emphasizes that exchange WebSocket formats differ and that disconnections, stale data, and delayed account updates require handling; it recommends monitoring message intervals and comparing streams with REST data. Code samples illustrate patterns rather than providing a complete, tested trading system. The later sections also include promotional material unrelated to strategy engineering.

Key ideas

• FMZ raw API access can fill gaps in the platform’s standard exchange wrappers.
• WebSockets provide streaming updates, but reconnection, buffering, stale data, and exchange-specific formats require careful handling.
• Nonblocking reads allow a strategy to monitor multiple WebSocket connections in one loop.
• Event-driven strategies should limit trade and account requests to avoid excessive polling.
• Concurrent API calls can reduce the delay caused by sequential network requests.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.