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.
Bitcoin Stack Exchange is a question and answer site for Bitcoin crypto-currency enthusiasts. It only takes a minute to sign up.Sign up to join this community
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.