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
4 posts
An automated trading system makes hundreds of decisions a day on data it didn't generate. Ticks arrive from a broker. Orders go to
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
This system has been trading real capital for about eight months. It's been running on a DigitalOcean droplet, unattended, for about five of