7/30/2026 at 3:56:08 PM
Great article - and great code. Question: are you looking into factoring in what happens to these trades when they hit real world market conditions (latency, queue position, etc)?by TradingReality
7/30/2026 at 9:06:16 AM
Replacing Polling with Events in a Trading Execution Engine
https://medium.com/@DolphinDB_Inc/building-an-event-driven-execution-engine-lessons-from-an-iceberg-algorithm-cea0c9572589by yiweileng