How I Keep Two Servers in Sync Without a Message Broker
Backtests were getting slow enough to matter, so they moved to a couple of old laptops at my house. The problem was that a backtest
genserver
9 posts
Portfolio Heat in Elixir: Risk Limits Without a Risk Engine
Every trading session knows its own risk. None of them knows what the others are doing. Three sessions sizing themselves independently against the same account
The Broker Account Balance That Isn't There Yet
A position-sizing calculation blew up. Not a wrong number — no number at all. The account had money in it, the broker knew the balance,
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
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
Designing Data Flow in an Elixir Trading System
An automated trading system makes hundreds of decisions a day on data it didn't generate. Ticks arrive from a broker. Orders go to
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 Supervision Tree That Watches the Market While You Sleep
This system has been trading real capital for about eight months. It's been running on a DigitalOcean droplet, unattended, for about five of