Sharing Exchange Market Data Across Multiple Trading Bots

Summary

This example addresses exchange API request limits that can arise when several trading bots need the same instrument data. It proposes a market-data relay: one provider bot requests candlestick data from the exchange, keeps the latest records in memory, and serves them over HTTP to other bots. The client bots replace their normal candlestick request with a call to the relay, parse the response, and can then use or plot the shared data. The provider also counts requests by robot identifier for basic usage monitoring.

The article reports an example with three client bots and explains that the approach can be extended to more clients or other data types, such as order-book depth. It does not provide latency measurements, reliability results, or security guidance. The sample uses a basic HTTP server and shared in-memory data, so it illustrates the architecture rather than a hardened production service. It also focuses on candlesticks, leaving synchronization, stale-data handling, access controls, and failure recovery largely unspecified.

Key ideas

• A single provider bot can reduce repeated exchange requests when several strategies need the same market data.
• The provider maintains recent candlesticks and returns them to clients through an HTTP endpoint.
• Client bots can redirect their data requests to the relay and process the returned bars.
• Request counts can be tracked by client identifier.
• The example does not establish service reliability, data freshness, or security for production use.

Tags

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