Using Raw Exchange APIs and WebSockets in FMZ Strategies

Summary

This tutorial explains how to extend FMZ strategies beyond the platform’s standard exchange functions. It describes retrieving unfiltered REST responses, querying public endpoints, and calling signed account or order endpoints through the platform’s interface. The examples show how those methods can expose exchange data or order types that the built-in wrapper does not provide.

The main focus is WebSocket connections for market data and account updates. It covers direct connections, compressed feeds, subscriptions, reconnection, authentication, message reading, and handling queued data when strategy actions take time. It also discusses event-driven processing and connections to multiple platforms. The examples are implementation illustrations rather than performance evidence. WebSocket feeds can disconnect, encrypted account pushes may be delayed, and subscription or keepalive behavior can require platform-specific handling. The tutorial is therefore a guide to data access and integration, not a trading strategy or a guarantee of reliable execution.

Key ideas

• Raw REST responses can reveal exchange fields omitted by normalized platform functions.
• Public endpoints and signed account endpoints require different access methods.
• WebSockets can deliver market and account updates with lower latency than REST polling.
• Reconnection, authentication, subscriptions, and message queues need careful handling.
• Exchange-specific API documentation remains necessary because platform support varies.

Tags

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