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FIX, REST and WebSockets for trading order flow
FIX, REST and WebSockets solve different parts of order flow. A broker can combine them, provided acknowledgements, retries and recovery have explicit ownership.
Read articleLatency, clocks, storage and failover: our own analysis, not news.
FIX, REST and WebSockets solve different parts of order flow. A broker can combine them, provided acknowledgements, retries and recovery have explicit ownership.
Read articleA broker can have accurate clocks and still produce misleading event order. The control problem is to prove what each timestamp measures, how far it may drift and how records reconcile.
Read articleA practical observability plan for brokers and prop firms: instrument the order path, choose alerts tied to trading impact, and keep telemetry costs under control.
Read articleA year of market history is not just a disk bill. Event format, compression, indexes and replay throughput determine whether a backtest is affordable and operationally useful.
Read articleA practical weekly rehearsal for a live trading book, from fencing the failed primary to reconciling executions and confirming that risk controls still hold.
Read articleBroker API limits vary by endpoint, account and burst window. Measure request pressure, retries and queue age together, then allocate capacity to order-critical traffic.
Read articleOrder routing latency can affect slippage, fill rates and operational costs. A stage-by-stage breakdown shows where time accumulates and how to benchmark it.
Read articleThree clocks, two networks and one convention nobody wrote down. A short tour of why the same trade carries different times in different systems.
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