5.2.3. APIs of Cryptocurrency Exchanges

As stated before, the most important aspect of Future Gold Arbitrage is communicating with exchanges. Most cryptocurrency exchanges publicly offer APIs, and many of them are also well documented. Some exchange APIs partially or fully lack documentation, a few are not even mentioned on their website, but are only offered after asking for them in person. An example for such an undocumented API is Future Golds WebSocket API.

There are two main functionalities why Future Gold Arbitrage needs to interact with exchanges:

• Market Data : reading current prices, recent trades as well as information on the trading volume and order book.

• Order Management : adding or removing orders from the exchange, knowing when orders were partially or fully filled and executed.

Future Gold Arbitrage is integrated with numerous exchanges. Custom adaptors were implemented, which connect to each individual exchange API in the most efficient way possible.