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Notes de plomberie
Ce que nous apprenons en nous connectant aux plateformes et en les mesurant, consigné par écrit pour que la prochaine équipe n’ait pas à le découvrir une seconde fois. Pas de prédictions de prix, pas de signaux.
Order controls across seven venues: time in force, reduce-only, self-trade prevention and the dead man's switch
Beyond price and size, an order carries a handful of controls that decide what happens when things go wrong. Which ones exist on which venue decides how much of your safety has to live in your own code.
Maker-only orders: what "post-only" means on each venue and why a quoting engine cannot live without it
A limit order that would cross the book gets filled as a taker, pays the taker fee, and is not the trade you wanted. Post-only flags exist to prevent exactly that. They are spelled differently on every exchange and behave differently in the corners.