Multi-Account and Multi-Product Position Copying with a Leader-Subscriber Design
Summary
This article outlines a framework for copying positions from one leader account to multiple follower accounts and products. It uses a leader-subscriber design: the leader tracks its positions, detects additions, removals, or size changes, then notifies subscribers. Followers can copy positions one to one, apply a fixed scaling factor, or scale according to account equity. The proposed framework also includes position synchronization and configurable order retries.
The article describes three possible monitoring approaches, including polling account data and receiving event-driven messages from a target strategy. It argues that event-driven updates can reduce API requests compared with polling. A backtest example uses random trades across several products to demonstrate multi-product following, but does not provide performance or reliability metrics. The presented framework is an initial design, with controls such as pausing or removing subscribers and dynamic parameter updates listed as future extensions. Live use would depend on correct account mapping, compatible instruments and currencies, and robust handling of missed or failed updates.
Key ideas
- A leader can detect position changes and notify registered follower accounts.
- Followers can copy positions directly or scale them by a fixed factor or relative account equity.
- Position synchronization and order retries are proposed to address execution differences and failures.
- Event-driven message updates may reduce API polling compared with continuously requesting account data.
- The backtest uses random multi-product trades as a demonstration and does not establish live reliability.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.