Designing a Futures Copy-Trading System with Position-Change Signals

Summary

This installment describes a two-part order synchronization design for futures accounts. A reusable library embedded in a strategy monitors changes in the reference account’s long and short positions. It calculates the change from an initial position snapshot and sends open or close commands through the platform’s extension API to a follower’s server. The follower needs a platform account and extension API credentials, while the reference trader can integrate the library into an existing strategy instead of combining it with a separate copier strategy.

A simulated exchange example generates a position change and displays the resulting command at the receiving server. The receiving code only logs the message; it does not yet place follower trades, which is deferred to a later installment. The approach therefore demonstrates signal transport and integration, not a complete copying system or measured execution quality. It is described as futures-only, and the example’s setup, position tracking, and message handling would need further development for reliable use.

Key ideas

• The design separates a reusable reference-side monitoring library from a follower-side signal server.
• The library detects changes in long and short futures positions and sends corresponding open or close commands.
• Embedding the library in an existing strategy can add position synchronization without rewriting that strategy.
• A simulated example shows a command reaching the follower server, where it is only logged.
• The installment does not implement follower-side order placement or report reliability and performance results.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.