ZMAPI - open source vendor agnostic financial API

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Old Feb 8, 2018, 4:15pm   #1
 
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ZMAPI - open source vendor agnostic financial API

Hello everyone,

I have been thinking of building open source vendor agnostic financial API for market data and order execution for about a year or two now. I finally decided to do it. The result is ZMAPI. It has fully functional market data (MD) support as of this moment. I have programmed three different connector modules to connect with three different vendors: Interactive Brokers TWS API, CTS T4 API and Bitstamp API. New connector can be added as required and I encourage people to contribute more connectors as the demand for them arise.

Account and execution side (AC) will be built in the future. I haven't started working with that yet and I'm now trying to come up with a good architecture. Any help with the architecture design will be very welcome.

Features:

- uniform API
- combining the best sides of all the vendors, abstracting away poor architecture
- modular design, middleware modules are used to provide uniformity
- vendor agnostic, no need to marry one vendor
- cross platform
- free
- open-source
- ØMQ is used for messaging
- language agnostic, accessible with every programming language

ZMAPI GitHub Page

ZMAPI Wiki

Bitstamp Tutorial

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Pull requests, new ideas and comments are very much appreciated. Architecture can still be changed if there is a need as there are no real users yet, it's a brand new API. I'm open to suggestions.

Also looking to have some dedicated developers in the ZMAPI organization that will form the core team. Let me know if you have programming skills and interest in being part of this.

Last edited by sjlnk; Feb 8, 2018 at 5:48pm.
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Old Feb 8, 2018, 4:50pm   #2
 
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Originally Posted by sjlnk View Post
Hello everyone,

Pretty cool! One suggestion: maybe include also the last price, not only bid and ask prices...
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"If you don't find a way to make money while you sleep, you will work until you die." Warren Buffett, CEO of Berkshire Hathaway.

My number 1 trading rule: EDUCATE YOURSELF!

Before you trade even single penny on the stock market, please spend the time and educate yourself by back testing different trading strategies and ideas - go to eBay and search for "historical stock market data", you can buy 20 years of data for less than $100 - that's all you need to start.
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Old Feb 8, 2018, 4:52pm   #3
 
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Originally Posted by Quantt View Post
Pretty cool! One suggestion: maybe include also the last price, not only bid and ask prices...
Thanks for your reply Quantt!

Last price is included, of course. Where did you read that from?
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Old Feb 8, 2018, 4:56pm   #4
 
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Thanks for your reply Quantt!

Last price is included, of course. Where did you read that from?
Ahh, I see now. It is not a required field. I can see some scenarios where last traded price is not reported so it cannot be defined that as a required field. So far every connector provides it though.
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Old Feb 8, 2018, 5:04pm   #5
 
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Originally Posted by sjlnk View Post
Ahh, I see now. It is not a required field. I can see some scenarios where last traded price is not reported so it cannot be defined that as a required field. So far every connector provides it though.
Cool! Thanks for the explanation!
__________________
"If you don't find a way to make money while you sleep, you will work until you die." Warren Buffett, CEO of Berkshire Hathaway.

My number 1 trading rule: EDUCATE YOURSELF!

Before you trade even single penny on the stock market, please spend the time and educate yourself by back testing different trading strategies and ideas - go to eBay and search for "historical stock market data", you can buy 20 years of data for less than $100 - that's all you need to start.
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Old Feb 8, 2018, 5:38pm   #6
 
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Originally Posted by Quantt View Post
Cool! Thanks for the explanation!
You are welcome!
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