I watched a video about the business model of market markers. Basically the idea is these market makers including fx brokers watch our trades closely and try their best to snatch our money as much as they can. If that is the case, how can we trust our brokers’ programming API if I want to develop a trading robot based on their ticks data? Any comments?
By the way, I am using OANDA’s Python API to read ticks into my model. But I realize sometimes I receive only ONE tick update (AUD/USD) in a few minutes, which looks strange to me.