FMZ Quant API Upgrades for Multi-Product Trading and Backtesting
Summary
This overview describes FMZ Quant API changes intended to simplify strategies that handle multiple products. It introduces bulk ticker retrieval, explicit-symbol order placement, historical order queries, and position retrieval across a product or contract range. Updates to ticker requests and order and position records add symbol information, while account and market structures gain fields for equity, unrealized profit and loss, and contract value currency.
The article illustrates calls in exchange simulation environments and explains how symbol formats differ for spot pairs and futures contracts. It also notes that support varies by exchange, especially for historical orders and position dimensions, so strategy authors should check exchange capabilities. The backtesting system is described as adding exchange data coverage, mixed contract trading, and futures pair switching; these are platform capabilities rather than evidence of strategy performance.
Key ideas
- Explicit-symbol order placement allows a strategy to submit orders for different products without changing the current pair or contract settings.
- Bulk ticker and position functions can retrieve market or position data across supported products.
- Historical order queries are constrained by exchange-specific pagination, time windows, and interface support.
- New symbol, equity, unrealized profit and loss, and contract-value currency fields expose more product and account context.
- Backtesting updates add data and contract-handling capabilities, but actual support still depends on the exchange.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.