Quantfury API integration services (Trades / OpenFinance)

Deliverables checklist

• OpenAPI 3.1 specification covering accounts, trades, positions, dividends and cash
• Protocol and auth flow report (token / device binding / refresh chain) with sequence diagrams
• Runnable source for login, trade history pull and dividend reconciliation in Python and Node.js
• Postman / Insomnia collection plus pytest integration test suite with cassettes
• Compliance pack: scope matrix, consent log schema, retention guidance and data-minimization checklist

Data available for integration (OpenData inventory)

API example: trade history pull (pseudocode)

// 1) Establish a session against an authorized account
POST /api/v1/quantfury/session
Content-Type: application/json
{
  "account_ref": "qf_user_98231",
  "device_token": "<ROTATING_DEVICE_TOKEN>",
  "consent_id": "cns_2026_05_01_a1b2"
}
→ { "access_token": "...", "expires_in": 3600, "refresh_token": "..." }

// 2) Pull a paginated trade history window
POST /api/v1/quantfury/trades
Authorization: Bearer <ACCESS_TOKEN>
{
  "from": "2026-01-01T00:00:00Z",
  "to":   "2026-04-30T23:59:59Z",
  "venues": ["NYSE","NASDAQ","CME","NYMEX","COINBASE"],
  "asset_class": ["EQUITY","FUTURE","CRYPTO"],
  "page": 1, "page_size": 200
}
→ { "items":[{
    "trade_id":"qf_8412_AAPL",
    "ts":"2026-04-22T13:42:11Z",
    "symbol":"AAPL", "venue":"NASDAQ",
    "side":"BUY", "qty":12, "price":182.43,
    "ccy":"USD", "fee":0, "borrow_fee":0,
    "ref_spot":"NASDAQ:AAPL@13:42:11.001"
  }, ...], "next_page": 2 }

API example: positions + dividends snapshot

GET /api/v1/quantfury/positions?as_of=2026-04-30T23:59:59Z
Authorization: Bearer <ACCESS_TOKEN>
→ [{
  "symbol":"SPY", "venue":"NYSEARCA",
  "qty":50, "avg_price":521.88,
  "unrealized_pnl":420.10, "ccy":"USD"
}]

GET /api/v1/quantfury/dividends?from=2026-01-01&to=2026-04-30
→ [{
  "symbol":"MSFT", "ex_date":"2026-02-19",
  "pay_date":"2026-03-14",
  "amount_native":0.83, "ccy_native":"USD",
  "amount_account":0.83, "ccy_account":"USD"
}]

API example: webhook for fills & cash ledger

POST {your_endpoint}/quantfury/webhook
X-Signature: sha256=...
{
  "event":"fill",
  "trade_id":"qf_8412_AAPL",
  "ts":"2026-04-22T13:42:11Z",
  "symbol":"AAPL","side":"BUY","qty":12,"price":182.43,
  "venue":"NASDAQ","fee":0
}

// Errors are returned as RFC 7807 problem+json
{ "type":"https://errors.openfinance-lab.com/quantfury/rate_limited",
  "title":"Rate limit reached", "status":429, "retry_after":12 }

Typical integration scenarios

1. Cross-broker tax & P&L reporting — A wealth-tech back office consolidates Quantfury fills with eToro and Interactive Brokers history. Our trade-history endpoint feeds the same FDX-style schema (investmentTransaction, holding) so realised P&L and wash-sale logic run unchanged.
2. Treasury & cash sweep dashboards — Finance teams holding USDT/USDC track the FedFunds + 50 bps interest accrual via the cash ledger feed, then forecast yield against on-chain treasuries. Maps to OpenFinance depositAccount.interestAccrual.
3. Algorithmic strategy back-office — A quant desk that places trades manually in the Quantfury app pulls fills via webhook, normalises venues (CME ES vs NQ futures, BMV equities, CBOE Europe ETFs) and feeds a Backtrader / QuantConnect attribution loop.
4. Family-office holdings aggregation — Aggregator fetches positions and dividends nightly, denormalises to a lot-level book, and joins to custodian data via FDX holding identifiers. Currency conversion handled at fill time using the Quantfury reference spot.
5. Accountant-facing exports — CPAs that previously asked clients to tap Trade history → export in the app every quarter receive an automated CSV/PDF identical to the manual export, signed and timestamped.

Data flow / architecture

The shape we deliver is intentionally boring and OpenFinance-shaped: Quantfury mobile/web client → authorized session connector → ingestion gateway (rate-limited, signed) → normalisation worker (venue + currency) → warehouse / API output (Postgres + JSON over HTTPS). Webhooks for fills and corporate actions short-circuit the polling loop. Each hop emits structured audit logs, so a tax authority or auditor can replay any value back to its on-exchange print.

Market positioning & user profile

Quantfury, founded in 2018 and headquartered in the Bahamas with arms in the UK and the US, targets self-directed retail traders and small prop teams who want true exchange spot prices without commissions, borrowing fees or padded spreads. The user base skews international — United States, United Kingdom, Mexico, Brazil and continental Europe — and is mobile-first, with iOS and Android as primary surfaces and a web platform layered on top. That profile is why our integrations prioritise account aggregation for individuals and small fintechs rather than institutional FIX gateways.

Regulatory landscape

Quantfury Trading Limited is authorised and regulated by the Securities Commission of The Bahamas under dealer licence SIA-F204 and as a digital-asset custodian under wallet-provider licence F-034. The UK entity, Quantfury Trading UK Limited, is authorised by the Financial Conduct Authority (firm reference 577611), and Quantfury Trading USA LLC is registered with the SEC and FINRA. Integrations therefore touch multiple regimes; we map data flows accordingly and align with Financial Data Exchange (FDX) v6.4 OpenFinance practices.

Privacy & consent posture

• Documented end-user authorization for every connector, with revocation hooks
• Token scoping per data type (read-only by default; trading scopes are opt-in and out of our default scope)
• GDPR / UK GDPR alignment for EU and UK accounts; SOC 2-style controls for hosted endpoints
• Data minimisation: we never persist credentials, only short-lived session material the user has authorised
• Audit log retention configurable to match local broker-record-keeping rules (US 17a-4, FCA SYSC, Bahamas SIA)

eToro

A multi-asset social trading platform with stocks, ETFs and crypto. Users who also work with eToro often need unified position and dividend exports across both books for tax reporting.

Robinhood

US commission-free broker covering equities, options and crypto. Joint Quantfury + Robinhood integrations typically focus on consolidated trade-history feeds and 1099-style year-end reconciliation.

Webull

Mobile broker with extended-hours trading and a strong charting workflow. Aggregators often pull Webull positions alongside Quantfury futures fills to build a single intraday risk panel.

Interactive Brokers

Global broker with a deep FIX/REST surface. Family offices commonly bridge Interactive Brokers institutional flow with Quantfury retail flow into one OpenFinance-shaped warehouse.

Public.com

US broker with an investing community and bonds/treasuries. Unified dividend and interest streams from Quantfury and Public make a clean income-tracking dashboard for retail investors.

Freetrade

UK commission-free app with ISA/SIPP wrappers. Cross-app exports help UK users blend tax-wrapped Freetrade holdings with Quantfury international futures or crypto for full-picture reporting.

Trading 212

European retail broker with a pies/auto-invest feature. Joint extracts of Trading 212 lots and Quantfury fills are common in CGT calculations for European residents.

Alpaca

API-first US broker for algorithmic equities and crypto. Strategies often paper-trade on Alpaca and execute manually on Quantfury — a unified fill webhook keeps the live attribution coherent.

Coinbase

US-listed crypto exchange with deep spot liquidity. Because Quantfury sources crypto spot prices from Coinbase and Binance, joint Coinbase/Quantfury exports are a common reconciliation pattern.

OANDA

Global FX and CFD broker. Multi-broker dashboards combine OANDA FX positions with Quantfury currency-pair trades to centralize FX exposure.

About us

OpenFinance Lab is an independent studio focused on fintech and OpenData / OpenFinance API integration. Our team brings together engineers from custodian banks, retail brokers, payment networks, mobile-app reverse engineering and cloud-native data platforms.

• Brokerage, payments, digital banking, crypto custody and cross-border clearing
• Enterprise API gateways, secrets management and security reviews
• Custom Python / Node.js / Go SDKs, FDX-shaped schemas and test harnesses
• Full pipeline: protocol analysis → build → validation → compliance review
• Source code delivery from $300 — you receive runnable API source code and full documentation; you only pay after delivery and acceptance
• Pay-per-call API billing — access our hosted endpoints and pay only per call, no upfront cost; ideal for teams that prefer usage-based pricing

Contact

To request a quote, share a target app name, your concrete data needs (trade history, balances, dividends, webhooks) and any sandbox or test account credentials you can grant under written authorization.

Contact page

Engagement workflow

1. Scope confirmation: integration scenarios and API needs (login, trade history, positions, dividends, webhooks)
2. Protocol analysis and API design (2–5 business days, complexity-dependent)
3. Build and internal validation against an authorised test account (3–8 business days)
4. Docs, sample clients, OpenAPI spec and test cassettes (1–2 business days)
5. Typical first delivery: 5–15 business days; multi-venue or webhook-heavy stacks may extend.

FAQ

Does Quantfury have an official public API?

Which Quantfury data can be integrated?

How long does delivery take?

How do you handle compliance and user consent?