Building a Custom Exchange Protocol Plugin for FMZ
Summary
The document explains how to connect an API trading venue to FMZ through a custom protocol service. A plugin listens at a configured address and path, receives JSON requests from the platform’s Docker service, dispatches them by method, calls the exchange API, and returns data in the expected format. It distinguishes public market data calls from signed account and order operations, whose authentication requirements vary by venue.
The examples cover passing extra credentials through a key field, routing ticker, depth, trade, order, account, and candle requests, and formatting responses such as ticker fields and OHLCV records. The material is primarily integration guidance, including Go examples, rather than a trading strategy or evidence of performance. Implementers must adapt signing, symbol mapping, request parameters, and response formats to the target exchange; the described protocol does not standardize those exchange-specific details.
Key ideas
- A custom protocol plugin can bridge FMZ to exchanges that expose trading APIs.
- The plugin routes requests according to a method field and returns data in the platform’s expected JSON structure.
- Public market data calls generally differ from signed account and order calls.
- Exchange-specific authentication, symbol mapping, and response handling must be implemented for each venue.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.