Does any exchange provide API to call callback function on each transaction?

I would like to build a auto trade platform based on the tick event, but instead of pulling the price, I would like to use the push mechanism.

  • you mean such as websocket? – venzen Jun 27 '17 at 9:33

It is not common to have Push APIs for Exchange sites. However Poloniex has WAMP (Web Application Messaging Protocol) over WebSocket for ticker:



After some search, I think pyalgotrade is closest to what I am looking for. I post answer to my own question in case someone has the same question. Thank you.

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.