API Trading
API trading uses programmatic interfaces to access market data and send orders to brokers or exchanges. It enables automation, systematic execution, and integration with research workflows.
Typical API Functions
Most trading APIs provide authentication, account access, market data, and order management. Core actions include placing orders, modifying or canceling them, and retrieving positions and balances. Websocket or streaming endpoints support real time data.
Reliability and Error Handling
APIs have rate limits and transient failures that must be handled gracefully. Good systems implement retries with backoff, idempotent order handling, and clear logging of every request and response. Time synchronization is important for tracing order flow.
Security Practices
Keys should be stored securely and rotated regularly. Permissions should follow least privilege principles. Access logs and alerts help detect unauthorized usage or unusual activity.
Practical Considerations
Paper trading environments are useful for testing. Order types and venue rules vary, so API integration must validate parameters carefully. Latency requirements also differ by strategy and should be measured rather than assumed.
Conclusion
API trading is powerful but demands careful engineering. Reliability, security, and disciplined testing are as important as the trading logic itself.