LELi emilyinemily19980210.hashnode.dev·Sep 23 · 4 min readArchitecting a Unified China A-Share Real-Time Market Data API Pipeline for Production TradingPicture this: your quantitative research team has spent weeks perfecting a mean-reversion algorithm targeted at Shanghai and Shenzhen liquid equities. In your backtesting sandbox, built on locally arc01S
LELi emilyinemily19980210.hashnode.dev·Sep 9 · 5 min readUS Stock Data API Compared: Futu API vs. AllTick WebSocket for Real-Time Market FeedsIf you’ve ever built a personal market monitor or a lightweight quant tool, you know that the reliability of your “US stock data API” can make or break the whole project. I learned this the hard way w00
LELi emilyinemily19980210.hashnode.dev·Sep 2 · 8 min readHandling Time Boundaries in Real-Time Hong Kong Stock API Data: A Developer’s Field GuideIf you have ever built a real-time market data pipeline for Hong Kong stocks, you know the pain: WebSocket connections are straightforward, but time is not. Prices, volumes, and timestamps look simple10
LELi emilyinemily19980210.hashnode.dev·Aug 26 · 5 min readBuilding a Reliable Data Validation Layer for Your Hong Kong Stock API Feed: Detecting Silent Gaps and Missing TicksWhen I first started building data-driven content around Hong Kong equities, I assumed that a live WebSocket connection meant a complete data stream. That assumption cost me credibility when a reader 10
LELi emilyinemily19980210.hashnode.dev·Aug 19 · 5 min readBuilding a Caching Layer for Historical K-Lines from a Gold Real-Time APIWhen I first built my gold market analysis system, I treated the gold real-time API as a simple data source: whenever my code needed historical K-lines, it made a request. That worked until I started 10
