来自团队的开发笔记:回测保真度、订单执行、数值精度,以及自动化交易平台背后的取舍。为开发者而写。
The engineering lessons from this series in one place: quiet failures, simulators that flatter you, precision as a domain, and constraints that delete work instead of adding it.
Three exchanges, three incompatible minimum-order rules, and a bug caused by inventing a rule that one of them never had. What precision work actually looks like in production.
Why we refuse API keys that carry withdrawal permission instead of just promising not to use it, and what that constraint removes from the system.
Two React traps that only hurt when the field holds money: the native number-input wheel footgun, and a portalled Radix popover that swallows every keystroke inside a dialog.
Three ways a backtest quietly reports a better result than reality: reading a higher-timeframe indicator before its bar closed, letting an unfinished candle repaint a signal, and silently skipping conditions it cannot replay.
Three engineering problems that turned out harder than expected: exchanges that fail quietly, floating point in order sizing, and designing around never holding user funds.
将知识付诸实践。