The HFT API blueprint
Design the complete signal-to-order path with explicit state, data freshness, risk checks, and recovery.
READING COLLECTION / TOPIC
EXECUTION.
Follow the path from an intention to an observed outcome. These guides examine acknowledgments, executions, cancellations, unresolved requests, and the records needed to reconcile account state.
How to use this collection
An order or transaction should keep a stable identity throughout its lifecycle. Read across markets to see which principles carry over and which evidence is specific to the external system. Pay particular attention to partial outcomes and restarts: sending two instructions is not proof that both executed, and reconnecting is not reconciliation.
Connect these readings with the HFT API blueprint, the market tracks, and the technical glossary. Each full article links to a primary reference for its documented example. Consult current provider specifications before applying the ideas to an actual integration.
8 FIELD GUIDES
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.
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.
Ethereum: two worlds
Compare exchange execution and Ethereum JSON-RPC without confusing a query, a submission, and a verified outcome.