Trading Bot Integration - Connect ApudFlow to External Trading Systems
Advanced trading strategies often require combining market analysis from ApudFlow with execution capabilities of external trading platforms. The External Data Provider worker bridges this gap by exposing your analysis results through API endpoints that trading bots can consume for automated execution.
This guide demonstrates how to integrate ApudFlow analysis with popular trading platforms like Binance, Saxo Bank, and Polymarket.
Integration Architecture
Analysis → Execution Flow
ApudFlow Analysis
- Technical indicators (Support/Resistance, RSI, MACD)
- AI-powered signals (AI Classifier, AI Data Analyzer)
- Market data processing (Twelve Data, Yahoo Finance)
External Data Provider
- Exposes analysis results via REST endpoints
- Provides real-time data access for trading bots
- Supports both signal-based and data-based integration
Trading Platform Execution
- Receives signals through API calls
- Executes trades based on ApudFlow analysis
- Provides execution confirmations
Binance Integration Example
Signal-Based Trading Bot
Workflow Setup
- Add technical analysis workers (Support/Resistance Calculator)
- Include AI Classifier for buy/sell signals
- Connect results to External Data Provider
- Configure JSON response with signal data
Example Workflow Output
{
"signal": "BUY",
"symbol": "BTCUSDT",
"price": 45000,
"confidence": 0.85,
"indicators": {
"rsi": 35,
"support_level": 44000,
"resistance_level": 47000
},
"timestamp": "2025-12-26T14:30:00Z"
}
Trading Bot Implementation
import requests
from binance.client import Client
# ApudFlow endpoint
signal_endpoint = "https://api.apudflow.io/api/w/2511351432345546/3167507321031740"
# Binance client setup
client = Client(api_key, api_secret)
def check_signals():
try:
response = requests.get(signal_endpoint)
signal_data = response.json()['data']
if signal_data['signal'] == 'BUY' and signal_data['confidence'] > 0.8:
# Execute buy order
order = client.order_market_buy(
symbol=signal_data['symbol'],
quantity=0.001 # Adjust based on your strategy
)
print(f"Buy order executed: {order}")
except Exception as e:
print(f"Error checking signals: {e}")
# Run signal checking every 5 minutes
import schedule
schedule.every(5).minutes.do(check_signals)
Saxo Bank Multi-Asset Integration
Portfolio Rebalancing Bot
Advanced Analysis Workflow
- Use Twelve Data for multi-asset price feeds
- Apply AI Data Analyzer for portfolio optimization
- Calculate rebalancing signals with Function worker
- Expose rebalancing instructions via External Data Provider
Portfolio Analysis Output
{
"rebalance_actions": [
{
"action": "SELL",
"symbol": "AAPL",
"shares": 50,
"target_allocation": 0.15
},
{
"action": "BUY",
"symbol": "MSFT",
"amount": 5000,
"target_allocation": 0.25
}
],
"current_allocation": {
"AAPL": 0.20,
"MSFT": 0.15,
"GOOGL": 0.30
},
"analysis_timestamp": "2025-12-26T16:00:00Z"
}
Saxo Bank Integration Code
import requests
import saxo_openapi
# ApudFlow rebalancing endpoint
rebalance_endpoint = "https://api.apudflow.io/api/w/2511351432345546/3167507321031740"
def execute_rebalancing():
# Get rebalancing instructions
response = requests.get(rebalance_endpoint)
instructions = response.json()['data']
# Initialize Saxo client
client = saxo_openapi.Client(app_key, app_secret, access_token)
for action in instructions['rebalance_actions']:
if action['action'] == 'BUY':
# Place buy order
order = client.place_order(
account_key=account_key,
uic=action['uic'], # Saxo instrument identifier
asset_type='Stock',
order_type='Market',
side='Buy',
amount=action['amount']
)
elif action['action'] == 'SELL':
# Place sell order
order = client.place_order(
account_key=account_key,
uic=action['uic'],
asset_type='Stock',
order_type='Market',
side='Sell',
quantity=action['shares']
)
print(f"Executed {action['action']} order for {action['symbol']}")
# Execute rebalancing daily
import schedule
schedule.every().day.at("09:30").do(execute_rebalancing)
Polymarket Prediction Market Integration
Event-Driven Trading
News Analysis Workflow
- Fetch news with Fetch NewsAPI or Fetch RSS
- Analyze sentiment with AI Summarizer
- Generate market predictions with AI Classifier
- Provide prediction signals via External Data Provider
Prediction Signal Output
{
"market_slug": "will-bitcoin-hit-100k-by-2026",
"prediction": "YES",
"confidence": 0.78,
"analysis": {
"sentiment_score": 0.65,
"key_factors": ["institutional_adoption", "halving_expectations"],
"news_volume": 45
},
"recommended_position": {
"outcome": "YES",
"amount_usd": 100
}
}
Polymarket Trading Bot
import requests
from polymarket import Polymarket
# ApudFlow prediction endpoint
prediction_endpoint = "https://api.apudflow.io/api/w/2511351432345546/3167507321031740"
def trade_predictions():
# Get prediction signals
response = requests.get(prediction_endpoint)
signal = response.json()['data']
if signal['confidence'] > 0.75:
# Initialize Polymarket client
pm = Polymarket(private_key, funder_address)
# Find market
market = pm.get_market(signal['market_slug'])
# Place trade
order = pm.place_order(
token_id=market['token_id'],
side=signal['prediction'].lower(),
price=0.5, # Mid price for simplicity
size=signal['recommended_position']['amount_usd']
)
print(f"Placed prediction trade: {order}")
# Check for new predictions hourly
schedule.every().hour.do(trade_predictions)
Integration Best Practices
Error Handling and Monitoring
Robust Bot Implementation
def safe_api_call(endpoint_url, max_retries=3):
for attempt in range(max_retries):
try:
response = requests.get(endpoint_url, timeout=10)
response.raise_for_status()
return response.json()
except requests.RequestException as e:
print(f"API call failed (attempt {attempt+1}): {e}")
if attempt < max_retries - 1:
time.sleep(2 ** attempt) # Exponential backoff
return None
# Usage in trading bot
signal_data = safe_api_call(signal_endpoint)
if signal_data and signal_data.get('confidence', 0) > 0.8:
execute_trade(signal_data)
Position Sizing and Risk Management
Dynamic Position Sizing
def calculate_position_size(signal_confidence, account_balance, max_risk_percent=0.02):
# Higher confidence = larger position
risk_amount = account_balance * max_risk_percent
confidence_multiplier = min(signal_confidence * 2, 1.0) # Cap at 1.0
return risk_amount * confidence_multiplier
# Example usage
position_size = calculate_position_size(
signal_data['confidence'],
account_balance=10000
)
Logging and Auditing
Comprehensive Logging
import logging
logging.basicConfig(
filename='trading_bot.log',
level=logging.INFO,
format='%(asctime)s - %(levelname)s - %(message)s'
)
def log_trade_execution(signal, order_result):
logging.info(f"""
Signal: {signal}
Order: {order_result}
Timestamp: {datetime.now()}
""")
Security Considerations
- API Key Protection: Store trading platform credentials securely
- Rate Limiting: Respect API rate limits to avoid bans
- Position Limits: Implement maximum position size limits
- Error Recovery: Handle connection failures gracefully
- Audit Trail: Log all trading decisions and executions
Advanced Integration Patterns
- Multi-Signal Aggregation: Combine signals from multiple workflows
- Portfolio Optimization: Use AI Data Analyzer for asset allocation
- Risk Parity: Implement advanced risk management strategies
- Machine Learning: Train models on historical signal performance
This integration approach transforms ApudFlow from a analysis platform into a complete trading ecosystem, connecting your sophisticated analysis to real-world execution capabilities.