I am working on an automated trading system. What types of guards should I have?
The basic idea is for multiple parts to test each other.
I will have a second independent small process that will also connect to the same trading account and control simple things, such as ensuring that the overall network position does not exceed a certain limit, or that no more than N orders are in 10 minutes, for example , or more than M positions at a time. You can also check whether the actual open positions correspond to what the strategic process considers to be right. As a bonus, I could run this verification process on another computer / network provider.
In addition to the checks in the main strategy, this ensures that no matter what a strange mistake, nothing bad can happen.
Any other things that I should keep an eye on and know?
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