7.9 KiB
7.9 KiB
Broker & Exchange API Coverage Index
This is the comprehensive cross-cutting matrix of broker APIs, exchange protocols, market data feeds, and trading infrastructure software referenced across the 501 skills in this repository.
Disclaimer: Broker APIs and exchange specifications change over time. This index serves as an engineering discovery guide. Always verify parameter requirements, rate limits, and endpoint definitions against your broker/exchange's live documentation before deploying production code.
1. US Equities, Options & Derivatives Brokers
| Broker / Platform | Relevant Skills | Operational Focus |
|---|---|---|
| Alpaca Trading API | headless-broker-auth-patterns, order-placement-idempotency, multi-broker-rate-limit-handling, alpaca-paper-live-key-separation |
Paper/live OAuth & API keys, sub-second order placement, polygon/alpaca tick streaming |
| Interactive Brokers (IBKR TWS/Gateway API) | headless-broker-auth-patterns, order-placement-idempotency, multi-broker-rate-limit-handling, interactive-brokers-global-multi-exchange-routing, ibkr-tws-gateway-headless-launch, multi-account-same-strategy-fan-out |
ib_insync / ibapi async order routing, margin monitoring, contract resolution, FA allocation groups (faGroup/faMethod: NetLiq, AvailableEquity, EqualQuantity, PctChange) |
| Tastytrade API | tastytrade-api-integration, options-greeks-real-time-portfolio-aggregation |
Options chain streaming, multi-leg order execution, DXFeed websocket integration |
| TradeStation API | tradestation-websocket-order-updates, execution-algo-twap-vwap-slicing |
Streaming order execution, execution quality scorecards, streaming tick feeds |
| Charles Schwab API | broker-api-versioning-migration-playbook, order-placement-idempotency |
OAuth2 refresh token rotation, equity & options REST endpoints |
2. Indian Equity & Derivatives Brokers (NSE / BSE)
| Broker / Platform | Relevant Skills | Operational Focus |
|---|---|---|
| Fyers API v3 | headless-broker-auth-patterns, token-lifecycle-live-probing, order-placement-idempotency, multi-broker-rate-limit-handling |
Checksum generation (app_id + secret_key), WebSocket binary tick parsing, TOTP safety window |
| Zerodha Kite Connect | headless-broker-auth-patterns, order-placement-idempotency, multi-broker-rate-limit-handling, websocket-subscription-reconciliation-after-reconnect, zerodha-kite-postback-webhook-verification |
SHA-256 api_key + request_token + api_secret checksum, postback checksum = plain SHA-256 of order_id + order_timestamp + api_secret (not an HMAC; authenticates those two fields only) |
| ICICI Breeze API | headless-broker-auth-patterns, token-lifecycle-live-probing, order-placement-idempotency, multi-broker-rate-limit-handling |
Session token validation, checksum hashing, customer session lifecycle |
| Upstox API v2 | headless-broker-auth-patterns, order-placement-idempotency, multi-broker-rate-limit-handling, upstox-oauth-refresh-token-rotation |
OAuth 2.0 token rotation, protobuf WebSocket feeds, GTT order handling |
3. Global Equity, Futures & Options Exchanges
| Venue / Exchange | Relevant Skills | Protocol / Interface |
|---|---|---|
| CME Globex | cme-globex-futures-api-integration, futures-contract-roll-automation |
iLink 3 binary protocol, MDP 3.0 market data, SPAN margin risk |
| Eurex Exchange | eurex-market-data-and-order-api, options-margin-span-calculation-global |
ETI (Enhanced Trading Interface), MDI market data, Prisma margin |
| Hong Kong Exchange (HKEX) | hong-kong-exchange-hkex-orion-api, shanghai-shenzhen-connect-programs |
OCG-C order entry (Binary / FIX), OMD-C market data, Second Schedule spread tables, Stock Connect Northbound |
| Singapore Exchange (SGX) | singapore-exchange-sgx-api-integration, multi-currency-pnl-and-fx-conversion |
Titan-DT derivatives engine (OUCH / FIX order entry, ITCH/GLIMPSE data), Reach-ST securities engine (Iris-ST from H2 2027), per-contract and per-trade-type minimum price fluctuations, price-tiered SGX-ST minimum bid size |
| Australian Securities Exchange (ASX) | australian-securities-exchange-asx-api, asic-market-integrity-rules-automated-trading |
ASX Trade matching engine, ITCH/OUCH, Market Integrity Rules (MIR) |
| Japan Exchange Group (JPX / TSE) | japan-exchange-group-jpx-api-integration, japan-fsa-high-speed-trading-registration |
arrowhead4.0 matching engine, SICC alphanumeric securities codes, absolute-yen daily price limits, High-Speed Trading (HST) registration |
| Korea Exchange (KRX / KOSPI, KOSDAQ) | korea-exchange-krx-api-integration, exchange-tick-size-regime-tracking |
EXTURE 3.0 matching engine, six-character short codes (단축코드) with alphanumeric sixth character, 2023 tick size schedule, truncated-amount daily price limit band |
| Tel Aviv Stock Exchange (TASE) | tase-israel-exchange-api, vat-gst-treatment-of-trading-related-services |
TASE binary FIX/ITCH protocol, NIS currency settlement, regulatory reporting |
| Borsa Istanbul (BIST) | borsa-istanbul-api-integration, binary-protocol-parsing-for-low-latency-feeds |
BISTECH ITCH/OUCH protocol, TRY settlement, circuit breaker filters |
| Bursa Malaysia | bursa-malaysia-api-integration, global-exchange-holiday-calendar-handling |
BTS trading engine, Shariah compliance screening, Islamic derivatives |
| Taiwan Stock Exchange (TWSE) | taiwan-stock-exchange-twse-api, unicode-and-encoding-issues-in-global-instrument-names |
TMP binary protocol, odd-lot trading, Big5/UTF-8 character encoding |
| London Stock Exchange (LSE) | order-to-trade-ratio-fee-penalty-avoidance, mifid-ii-algo-trading-compliance-eu |
MillenniumIT matching engine, MITCH market data, OTR fee tiers |
4. Crypto Exchanges & Digital Asset Custody
| Platform / Provider | Relevant Skills | Operational Focus |
|---|---|---|
| Binance (Spot & Futures) | crypto-exchange-api-integration, binance-futures-testnet-to-mainnet-promotion, perpetual-futures-funding-rate-handling |
SBE WebSocket streams, HMAC-SHA256 REST signatures, testnet promotion |
| Coinbase Advanced Trade | crypto-exchange-api-integration, crypto-transaction-tax-lot-tracking |
JWT auth, WebSocket user order feeds, tax lot identification |
| Kraken REST & WebSocket v2 | kraken-websocket-v2-auth-and-subscriptions, crypto-exchange-api-integration, exchange-proof-of-reserves-verification |
HMAC-SHA512 auth signatures, WebSocket v2 private/public feeds |
| Deribit Options & Perpetual Futures | deribit-crypto-options-api, options-greeks-real-time-portfolio-aggregation |
JSON-RPC WebSocket API, BTC/ETH volatility surface & Greeks |
| Fireblocks / BitGo / HSM Custody | hardware-security-module-hsm-for-signing-keys, multi-signature-approval-for-large-transfers, withdrawal-velocity-limits-and-anomaly-detection |
PKCS#11 HSM key signing, MPC threshold signatures, withdrawal velocity limits |
5. Foreign Exchange (FX) & Protocol Bridges
| Protocol / System | Relevant Skills | Protocol / Infrastructure Focus |
|---|---|---|
| FIX Protocol (v4.2 / v4.4 / v5.0) | fix-protocol-session-management-across-venues, cme-stp-fix-and-ilink2-tag-value-encoding |
Session logon/heartbeat, tag 35 message routing, Sequence Reset |
| OANDA v20 REST API | forex-broker-integration-oanda-mt5, multi-currency-pnl-and-fx-conversion |
Bearer token auth, v20 streaming pricing & position management |
| MetaTrader 5 (MT5 Python Bridge) | mt5-python-bridge-for-forex-bots, forex-broker-integration-oanda-mt5 |
MetaTrader5 Python module IPC, MqlTradeRequest construction, TRADE_RETCODE triage, symbol-metadata-driven volume/stop/filling validation |
| Saxo Bank OpenAPI | saxo-bank-openapi-integration, multi-asset-backtest-currency-normalization |
OAuth2 PKCE auth, SignalR WebSocket streaming, multi-asset order routing |