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。
Engineering lessons from building a trading bot platform: quiet failures, simulators that flatter you, precision as a domain and constraints that remove work.
Three exchanges, three incompatible minimum order rules, and a bug from inventing a rule one of them never had. What precision work 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 a field holds money: the number input mouse wheel, and a portalled Radix popover that swallows every keystroke in a dialog.
Three ways a backtest looks better than reality: reading an unclosed higher timeframe bar, repainting candles and skipping conditions it cannot replay.
Three problems harder than expected in a no-code trading bot platform: exchanges that fail quietly, floating point in order sizing and never holding funds.
将知识付诸实践。