Quantitative Routing & Technical Architecture: Inside the Sequence-Energy Execution Engine
Technical Architecture & NDD Mechanics Engineering high-performance execution systems requires eliminating structural conflicts of interest between market participants and execution venues. Sequence-E
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Arnold Holm
I turn your trading setup into an MT5 bot with your prop firm's daily and max loss rules built in. Try it free on demo first.
How does the routing engine handle a disconnect after an order is accepted but before its acknowledgement reaches the terminal? I would want that case in the acceptance tests: reconcile the original client order ID before retrying, and keep the pending request in the exposure check. Otherwise a retry could create a second order even with valid margin tracking.