The HFT API blueprint
Design the complete signal-to-order path with explicit state, data freshness, risk checks, and recovery.
THE HFT FIELD NOTES / JOURNAL
IDEAS AT
MARKET SPEED.
Ten in-depth guides for understanding trading APIs, market data, execution state, and risk-aware systems. Start anywhere. Follow the questions.
All ten articles, newest first
Bitcoin order flow
Build a reliable exchange-based bitcoin research workflow with correct book updates and recoverable order identities.
Risk before speed
Build a first-class refusal path with exposure reservations, controlled shutdown, and evidence-based recovery.
Solana: beyond send
Track intent, submission, confirmation, and recovery as separate stages in a Solana transaction lifecycle.
Derivatives: risk first
Model contract meaning, collateral, sensitivities, and unfilled hedges without confusing intent with exposure.
Futures in focus
Connect contract definitions to tick-value calculations, session transitions, and reliable order accounting.
Stocks at speed
Separate public data from private orders, model queue uncertainty, and make equity execution evidence recoverable.
Forex: price is not fill
Inspect sampling, quote terms, currency units, and private account events before optimizing a forex adapter.
Choose the right protocol
Compare message meaning, session recovery, transport, and encoding before interpreting latency benchmarks.
Ethereum: two worlds
Compare exchange execution and Ethereum JSON-RPC without confusing a query, a submission, and a verified outcome.