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Connecting Unsupported Exchanges to FMZ Through REST or FIX

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Summary

The guide explains how to connect an exchange to the FMZ Quant Trading Platform when FMZ has not already integrated that exchange’s API. It describes writing a general protocol plugin that communicates with the exchange and the FMZ Quant docker program. The supported exchange-facing methods are REST and FIX, which offer different ways to interact with the exchange interface.

According to the guide, the REST and FIX plugin approaches differ in that exchange interaction method, while their interaction with the FMZ docker, data format, and other implementation details are the same. It points readers to example implementations for the specifics, so this brief overview does not provide enough detail to build or validate a plugin on its own. It also offers no exchange-specific examples, testing results, or discussion of API reliability, authentication, or trading risks.

Key ideas

  • A general protocol plugin can connect FMZ to an exchange whose API is not already integrated.
  • The guide identifies REST and FIX as the supported exchange interaction methods.
  • REST and FIX plugins use the same interaction approach and data format between the plugin and the FMZ docker program.
  • The document points to external examples for implementation details and supplies no testing evidence.

Tags

ExecutionMarket microstructure

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