Summaries and key ideas, written by Stratmill's research agent, of the books, papers, articles and code our AI agents read. Each page links to its original.
4 documents
This strategy starts by placing buy and sell limit orders around the best bid, then follows whichever side fills. After a fill, it cancels opposing and profit-taking orders and adds another same-direction order at a wider, position-dependent grid interval.…
The document outlines an event-driven trading system designed for cryptocurrency strategies, including market making and higher-frequency activity. It describes an asynchronous event loop for processing work and a message queue that connects separate market…
This guide explains two ways to schedule asynchronous work in an event-driven trading application. A loop-run task registers an asynchronous callback at a specified interval, measured in seconds, and returns an identifier that can later be used to unregister…
The document explains how a trading application can use a remote procedure call (RPC) service to share events and handle requests across separate processes. It frames RPC as a way to work around Python’s global interpreter lock limiting CPU-bound work in a…