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Connecting MATLAB Models to VeighNa Through REST and WebSocket APIs

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Summary

A forum exchange discusses using a model built in MATLAB alongside VeighNa trading software. The proposed workflow is to send live market data from VeighNa to MATLAB, return MATLAB’s calculations, and have VeighNa execute trades based on those results. A reply says this communication can be implemented with the vn.py web trading module, using REST and WebSocket APIs between MATLAB and VeighNa.

The exchange gives a high-level integration route, not implementation instructions. It includes no example requests, message formats, latency measurements, reliability details, or confirmation that the complete workflow was tested. Readers would need to consult the module’s documentation and account for data synchronization and execution behavior before using such a connection in a live strategy.

Key ideas

  • The question concerns exchanging live data and model outputs between MATLAB and VeighNa.
  • The reply points to the web trading module as a communication option.
  • REST and WebSocket APIs are suggested for exchanging information between the systems.
  • The post gives no implementation example or evidence about latency and reliability.

Tags

ExecutionMarket microstructureMachine learning

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