Paper trading that behaves like the real venue
Paper trading should model queues, partial fills, fees and rejects. Learn how to build a venue-like simulator and measure its gap before unattended live…
Read articleExecution
Partial fills and rejections: a checklist for trading code
Handle partial fills and rejections with event-driven state, safe retry rules and a one-week checklist for reconciliation, exposure control and execution…
Read article
Handling partial fills and rejections in trading code
Handle partial fills and rejections with explicit order states, bounded retries and position checks so unattended trading code can recover without…
Read article
Handling partial fills and rejections in trading code
Handle partial fills and rejections with order-state logic, bounded retries and position reconciliation in a worked example using realistic execution figures.
Read article
Broker sandboxes: measure the gap before live orders
Measure broker sandboxes against live execution using fill, reject, latency and slippage metrics before an unattended agent mistakes acceptance for a trade.
Read article
Designing idempotency and retries for live order placement
Use idempotency and retries safely with stable client IDs, bounded backoff and reconciliation. Learn what to retry, what to query and when to stop.
Read article
Paper trading needs venue-level execution realism
Paper trading can test order logic, but venue-aware fills expose queue position, partial executions, fees and rejection paths before an unattended agent…
Read article
Paper trading costs for realistic venue behaviour
Model fees, spreads, queue position, partial fills and latency in paper trading, then benchmark the gaps that can distort unattended order execution.
Read article
Measuring execution costs for an unattended trading agent
Measure execution costs for agents by separating spread, commission and slippage, then benchmark fills against quotes, order size and market conditions.
Read article