Lightspeed doesn't use an API per say, but they use sockets and conversations
So like, you connect to their socket and send some text, and it responds with text.
In theory it's really straightforward and really easy, but they don't provided a tutorial or any examples.
So even though their documentation is really thorough, it's really hard to get started. Like, they'll say "If you want a market snapshot, send a MS command."
And that's the limit of what they tell you.
If anyone has any five minute how-tos, or can point me to a tutorial (other than their documentation), or even examples of conversations, I'd appreciate it