Calculating P&L When a Trade Spans Multiple Sessions
The number in the weekly P&L digest was wrong. For about ten minutes I assumed I'd made an arithmetic mistake somewhere
futures
7 posts
The Contract Roll State Machine in Elixir (GenServer)
The previous post explained why contract expiry is a problem worth solving. This one is the machine that solves it: four states, three triggers, one
Futures Contract Expiry: The Problem Automation Ignores
Any automation that doesn't know a futures contract expires will eventually trade an instrument that has ceased to exist. Where futures stop behaving
Tick-to-Trade in Elixir: A GenServer handle_info Pipeline
A previous post traced the macroscopic shape of the system — five flows, five trust questions. This one traces the path. One tick arrives over a
GenServer State Management in Elixir: A Production Order Book
One GenServer holds open positions, pending orders, strategy state, portfolio risk, and contract rolls — for a system trading real capital. This post is a tour
Designing a Broker-Agnostic API Layer in Elixir
Part of Broker Architecture The previous post evaluated the four brokers in this system. This post is about what makes them coexist — the behaviors that
The Broker Evaluation Gauntlet: Four Futures APIs Compared
Part of Broker Architecture I've integrated four brokers into the same codebase. Three are still running. One is gone. This is the evaluation