Building a Multi-Coin Perpetual Futures Framework with Unified APIs

Summary

This article presents an FMZ framework for trading several perpetual futures symbols through unified platform APIs. It organizes per-symbol state for prices, orders, positions, precision, and account metrics, then describes routines for loading market specifications, updating aggregated tickers, retrieving account and position data, normalizing contract quantities, and placing orders. A simple example places buy orders for symbols whose position value is below a stated limit.

The framework also includes periodic status tables and a main loop that refreshes market and account state before trading. It highlights practical details such as converting contract counts using contract value, rounding orders to exchange precision, checking minimum order constraints, and requiring net position mode. This is primarily implementation guidance rather than a tested strategy: the sample trading rule is a basic order-placement scaffold, and the article provides no performance results. Its support depends on an adequately recent FMZ host version and on exchange API behavior matching the framework's assumptions.

Key ideas

• A shared state structure can track market, order, position, precision, and account data for multiple symbols.
• Aggregated ticker and position APIs reduce per-symbol exchange calls in a multi-asset framework.
• Contract quantities need conversion using contract value and exchange-specific amount precision.
• Order logic should account for tick size, quantity limits, minimum notional, and stale market data.
• The sample buy rule illustrates framework wiring and provides no evidence of trading profitability.

Tags

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