Most exchanges have their own API for direct access. Although there is some standardization around the FIX protocol, the fastest access is still usually throug

Most exchanges have their own API for direct access. Although there is some standardization around the FIX protocol, the fastest access is still usually through the direct API, so while you may have a single backend system that processes incoming data and generates orders, you still usually need to code a separate interface for each exchange that you connect to, and the systems provided by the exchanges to help you test your interface tend to be less than robust.