Brokers & APIs

same funding-carry-ish setup on backtest for weeks now and the curve looks like something i'd screenshot, then live it's just... flat, sometimes worse, and…

Spent years telling people to size by risk per trade and never once adjusted for the fact that the spread is a fixed cost per share, not a percentage. That…

Someone in another thread made the case that once your bracket orders are wired up through the api, the manual pre-trade checklist is dead weight and just…

I went through the Alpaca connection guide last night, mostly out of curiosity, and honestly the mechanical part is nothing. Make the key, paste two fields…

read the guide on backtesting against your own recording instead of resampled bars. makes sense to me in principle, but i have questions before i rebuild m…

ok that guide on recording your own crypto data has been rattling around my head all week!!

been doing perps for about two years now and the thing nobody warned me about is how much of the job is just... plumbing.

Just finished reading the Kraken Futures setup guide here and I want to think out loud a bit, because the part that stuck with me isn't the connection step…

so i read that guide about where to actually run your bot — pc vs vps vs cloud, and i liked that it just came out and said "look we're not neutral here, ou…

read the big factor reference guide last night before bed, mistake, now I'm awake at 4 thinking about it.

If your level-1 quotes freeze on quiet Kraken pairs, subscribe the ticker channel with event_trigger="bbo". The default ("trades") only pushes when a trade…

This board has filled up with useful material lately, and I want to point at a pattern in it.

Running more than one account is more common than you would think, usually for reasons that have nothing to do with strategy. The side effect is worth havi…

Not an error. Not a rejection. You send an order and receive silence.

Genuine question rather than a lesson, because I suspect my answer is wrong.

When an order is rejected you get a code and a message, and most of us read the message, shrug, and retry. That's a mistake, because rejections fall into c…

Most retail code treats a rate limit as something that happens to you. It's more useful to treat it as a budget you're spending.

Venues care about how many orders you cancel relative to how many you actually execute, and some enforce it. I had never thought about the ratio as somethi…

Same rules, same symbols, two accounts. I expected small differences. I got a consistent one.

Something professional setups treat as obvious and retail material rarely says out loud: your quote feed and your order path are separate systems. Differen…

Retail latency discussion is almost entirely about internet speed, which is the least interesting segment of the path.

There is a step that professional setups treat as mandatory and retail ones skip almost universally. You do it after any disconnect, before you resume trad…

read the beginner backtest walkthrough last night, the one where you grab a sample file off the downloads board and run a test on it instead of waiting day…

I connected two accounts and compared what I was seeing on the same symbol at the same moment. The prices agreed but the volume and the tick frequency didn…

Everyone says "watch your slippage" but I want to know what people actually do, mechanically.

People treat the broker connection like electricity, it's just there, and if it isn't, someone will fix it.

A simple diagnostic that has been worth more to me than most analysis: count the gaps.

so I mostly do crypto, 24/7, half my fills happen while the rest of you are asleep. been thinking about adding some US equities exposure and read through t…

First time it happened I spent an evening convinced something was broken in my setup. It wasn't. I was simply asking too often and getting throttled, and t…

Retail traders love talking about latency. For most strategies here it's irrelevant, if you're holding for twenty minutes, fifty milliseconds is not your p…