研究
来自底层管道的笔记
我们在接入和测量各交易场所过程中的所得，记录下来，免得下一个团队再重复摸索一次。不做价格预测，不提供信号。
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.