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

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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.

user557583

Posted 2017-06-27T03:58:50.097

Reputation: 1

you mean such as websocket? – venzen – 2017-06-27T09:33:03.010

Answers

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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.

user557583

Posted 2017-06-27T03:58:50.097

Reputation: 1

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

https://poloniex.com/support/api/

Gábor Héja

Posted 2017-06-27T03:58:50.097

Reputation: 269

Asked: 2017-06-27T03:58:50.097

Viewed: 85 times

Active: 2017-06-28T03:10:33.763