I was using a smaller exchange’s API but now I use alpaca.markets. I wrote the program in Node.js that just runs a callback function every N second interval and decides if it’s a good time to buy, sell, or do nothing.
My best advice to getting started is write your trading algorithm or decision making logic in a parameterized way so you can feed in snapshots of time for back testing. I’m sure there are frameworks out there but I literally wrote this hot garbage in a weekend with not a lot of research. I’ll probably rewrite it someday and optimize it a bit more.
