Does any exchange provide API to call callback function on each transaction? Does any exchange provide API to call callback function on each transaction?

I would like to build a auto trade platform based on the tick event, but instead of pulling the price, I would like to use the push mechanism.
It is not common to have Push APIs for Exchange sites. However Poloniex has WAMP (Web Application Messaging Protocol) over WebSocket for ticker:

https://poloniex.com/support/api/