For those who don't know: the 3 main way to connect are REST, WebSockets and FIX. https://algosforcryptos.com/trading-apis-top-crypto-exchanges/ https://algosf

For those who don't know: the 3 main way to connect are REST, WebSockets and FIX. https://algosforcryptos.com/trading-apis-top-crypto-exchanges/ https://algosforcryptos.com/trading-apis-top-crypto-exchange... But dedicated shops use custom made formats, with custom made software, often running on custom hardware. If you want FIX, you may also need a low latency feed and at least a custom client where you just add your algorithms.