I've just started to work with the Kraken API it is good. Their key signing/hashing auth is a little weird but the example clients are very useful.
Is there a way to get real time order book updates from the Kraken?
Another good API is Paymium's https://github.com/Paymium/api-documentation the most frustrating thing I find about exchanges API are race conditions when doing HFT, like submitting an order getting an ID, then asking about the ID to find it doesn't exist yet as the update hasn't be prorated yet.
Is there a way to get real time order book updates from the Kraken?
Another good API is Paymium's https://github.com/Paymium/api-documentation the most frustrating thing I find about exchanges API are race conditions when doing HFT, like submitting an order getting an ID, then asking about the ID to find it doesn't exist yet as the update hasn't be prorated yet.