BGBaldric Gillespieinmarketdata-fintech.hashnode.dev·7h ago · 10 min readHow Multi-Asset Trading Platforms Integrate Market Data, Charts, and AnalyticsFinancial markets generate an enormous amount of information every second. Stock prices change, currency pairs fluctuate, commodity markets respond to economic events, and digital assets trade around 11S
OOrcaLayerinorcalayer.hashnode.dev·1d ago · 4 min read6 things that broke our Polymarket trading bot before it made a dollarWe spent a few weeks trying to build a profitable Polymarket bot. Arbitrage between linked markets, in-play market making, copying wallets that trade before goals, betting against miscalibrated prices13S
AHArnold Holminstratcorealpha.hashnode.dev·1d ago · 3 min readMT5 error 10016: keep the SELL stop, change the targetIf your SELL request returns 10016, inspect the target as well as the stop. My native MT5 check rejected a target at 1.13267 when Ask was 1.13167. Moving only the target to 1.13067 changed the final c00
SLSergiy Lutsakinfix-api.hashnode.dev·Oct 1 · 11 min readMeasuring Latency in .NET Without Fooling Yourself: Stopwatch, Percentiles and Coordinated Omission"Sub-millisecond" is the most common number in trading software marketing, mine included. It is usually true and it usually answers a question nobody asked. The interesting questions are: sub-millisec12SI
AamBraininambrain.hashnode.dev·Oct 1 · 14 min readBuilding a Trading Terminal over FIX with a Rust Core: Order Book, Scalping Panel, Order StateOriginally published at ambrain.org. How a FIX trading terminal with a Rust core is built, from session recovery to the ladder, and the proof that shows a vendor has built one. No directory tells you 02I
SLSergiy Lutsakinfix-api.hashnode.dev·Sep 29 · 14 min readFIX Session Layer in C#: Logon, Heartbeats, Sequence Numbers and ResendIn part 1 we built a FIX 4.4 order by hand, framed a TCP stream and parsed an ExecutionReport. That is enough to understand a log file. It is not enough to stay connected: send that order to a real br03I
AHArnold Holminstratcorealpha.hashnode.dev·Sep 28 · 3 min readQlib's US Region Does Not Make Commission Per ShareAn open Qlib question asks how to model US trading costs when the commission is charged per share. The example already sets trade_unit to one and passes a small number as open_cost. Those settings loo00
VSValerii Sakarainhonest-backtest.hashnode.dev·Sep 26 · 5 min readThe Permanent Halt That Lasts Until the Next RestartProp-firm challenges come with hard rules: lose more than a set percentage in a day, or in total, and the account is finished. So traders reach for a small utility that watches the account and enforce00
VSValerii Sakarainhonest-backtest.hashnode.dev·Sep 26 · 5 min readThe Guard That Counts the Wrong ThingMost risk guards are one line long. "Don't open a trade if one is already open." "Stop trading if today's loss passes the limit." The line is usually correct. The bug is in what it looks at: a guard i00
SLSergiy Lutsakinfix-api.hashnode.dev·Sep 17 · 13 min readFIX 4.4 in C# From Scratch: Build, Checksum and Parse Orders Without a LibraryEvery broker that offers "FIX API access" is offering the same thing underneath: a TCP socket that speaks the Financial Information eXchange protocol. Most .NET developers meet FIX through QuickFIX/n,00
