For FMZ Quant Trading Platform that has not encapsulated the exchange API interface yet, it can be accessed by writing a custom protocol plug-in program. You can use this custom protocol to access any exchange that provides API interface for trading, and the following two protocols are supported:
REST
protocol: reference documentation. - FIX
protocol: reference item.
The difference between the FIX
protocol plug-in program and the REST
protocol plug-in program is only the interaction between the protocol plug-in program and the exchange interface.
The protocol plug-in program has the same detail processing of the docker program interaction and data format as FMZ Quant. For details, please refer to the examples in the above links.