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.
Read articleNotes on agentic trading: what the platforms actually expose, what an agent can do with it, and what breaks.
Build paper trading that models queues, partial fills, fees and rejects. Compare simulated fills with venue mechanics before an agent risks live capital.
Read articleMeasure spread, commission and slippage separately, then enforce cost limits, route controls and audit records before an unattended trading agent sends live…
Read articleIdempotency and retries keep order systems from duplicating exposure. Learn how to assign keys, handle timeouts and reconcile broker state safely.
Read articleA strategy description can hide timing, sizing and order-state assumptions. Translate each sentence into executable rules, limits and observable failure…
Read articleSet kill switches for trading agents with measured limits for losses, stale data, order rejects, exposure and recovery, not one vague stop rule.
Read articleSet kill switches for trading agents with measurable loss, order, data and connectivity limits, plus a recovery procedure that avoids duplicate exposure.
Read articleTurn trading strategy documentation into executable rules with a 30-day plan for data semantics, order handling, paper tests and live risk limits.
Read articleHandle partial fills and rejections in trading code with event-driven state, bounded retries, reconciliation and realistic execution-cost checks.
Read articleSet hard order limits, fail-safe behaviour and audit controls for an unattended trading agent, with practical cost ranges and a compliance checklist.
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