Paper trading that behaves like a live venue
Build paper trading that models queues, partial fills, fees and rejects. Compare simulated fills with venue mechanics before an agent risks live capital.
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Cost of execution: the controls an unattended agent needs
Measure spread, commission and slippage separately, then enforce cost limits, route controls and audit records before an unattended trading agent sends live…
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Idempotency and retries: where order systems go wrong
Idempotency and retries keep order systems from duplicating exposure. Learn how to assign keys, handle timeouts and reconcile broker state safely.
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What a strategy description leaves out before live orders
A strategy description can hide timing, sizing and order-state assumptions. Translate each sentence into executable rules, limits and observable failure…
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Partial fills and rejections: safer handling in trading code
Handle partial fills and rejections in trading code with event-driven state, bounded retries, reconciliation and realistic execution-cost checks.
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Cost of execution for trading agents: a 30-day plan
Measure spread, commission and slippage in live order logs, then use a 30-day plan to estimate all-in execution cost at target size before scaling an agent.
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Partial fills and rejections need explicit state handling
Handle partial fills and rejections with explicit order states, deduplicated execution events, bounded retries and reconciliation that survives disconnects.
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Execution costs for trading agents: spread, fees and slippage
Model spread, commission and slippage by instrument, order type and size. Build realistic execution costs into an unattended trading agent before live…
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Idempotency and retries for automated order placement
Implement idempotency and retries for automated orders in 30 days, with request keys, timeout rules, reconciliation checks and staged failure tests.
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