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
3 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
This system has been trading real capital for about eight months. It's been running on a DigitalOcean droplet, unattended, for about five of