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
trading
11 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
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 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
Why I Fired My Broker (and What I Replaced Them With)
Part of the IBKR Saga The question wasn't hard to answer. A stop order is the most basic risk management primitive in trading
When the Broker Lies: Debugging Stop Orders That Silently Fail
Part of the IBKR Saga The Python port was working. Orders were flowing. The system was live on IBKR, trading real capital with real stops,
Building a Python Port in Elixir to Crack IBKR's Encryption
Part of the IBKR Saga The system was built. The supervision tree was running. But without broker authentication, it was an engine with no ignition