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
5 posts
Any automation that doesn't know a futures contract expires will eventually trade an instrument that has ceased to exist. Where futures stop behaving
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
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
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
Part of Broker Architecture I've integrated four brokers into the same codebase. Three are still running. One is gone. This is the evaluation