Bookmap is built upon modular software architecture, allowing modules to be interchangeable. The communication protocol between modules is defined by Application Programming Interface (API). For instance, Layer Zero API (also called L0 API or simply L0) allows to connect Bookmap to additional exchanges, data vendors and trading systems by creating corresponding adapters between L0 API and the API of the target connection. L1 API (L1) gives an access to market data in a uniform internal format and allows to create automatic strategies which can be used with any adapter. L2 API allows to draw custom indicators and control chart rendering.
Layer 0 API
The purpose of L0 API is connectivity to exchanges, data vendors, and trading systems. In addition to already supported built-in adapters, it allows development of custom adapters under two distinguishable solutions.
Bookmap Quant solution
Bookmap Quant solution may serve the needs of proprietary HFT firms, trading rooms,