Cryptocurrency Strategy Types, Exchange APIs, and Robust Data Handling
Summary
This beginner guide surveys common programmed trading approaches, including arbitrage, trend following, grid or regression methods, and high-frequency trading. It also distinguishes strategies by implementation scope, such as single-asset, multi-asset, multi-account, or multiple logic systems. It explains that exchange APIs commonly separate public market-data requests from private account and trading requests, and notes that platform wrappers may offer both standardized functions and exchange-specific calls. Network request frequency can be limited, while some platform functions only change local settings or calculate indicators.
The practical advice focuses on handling unreliable responses: networked calls can return null, so code should check results before accessing their fields. It also explains that K-line arrays are time ordered, the latest bar may still be changing, and indicator values align with corresponding bars. Moving averages return a series, while MACD is represented by its component series. The article is an operational introduction rather than a tested trading method; API behavior, limits, and platform details can vary by exchange and implementation.
Key ideas
- Trading systems can be grouped by approach and by the number of instruments, accounts, or strategy logics they manage.
- Public exchange interfaces generally provide market information, while private interfaces access account data or perform operations.
- Networked API calls may fail or be rate limited, so returned data should be checked before use.
- The latest K-line bar can change until its period completes, and aligned indicator values change with it.
- MACD output contains separate series for its component lines and histogram.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.