TRUEFIX LABS · TRADING ENGINEERING
Trading System Engineering
Production-oriented engineering notes on trading architecture, instruments, OMS, execution, risk, reconciliation, and idempotency.
This knowledge base publishes technical explanations, comparison tables, architecture patterns, failure modes, and links to primary documentation. Pages are written for engineers building or evaluating trading systems.
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Building a Multi-Broker Trading System in Rust
A production-oriented guide to provider adapters, canonical instruments, order lifecycles, reconciliation, risk controls, and deterministic execution in Rust.
engineeringTrading System Architecture: Market Data, OMS, Risk and Execution
How to separate market data, instrument identity, OMS, risk, execution, and reconciliation in a multi-venue trading platform.
engineeringBroker Adapter Architecture for Multi-Broker Trading Systems
A practical adapter boundary for REST, WebSocket, FIX, authentication, capabilities, native symbols, and provider-specific order behavior.
engineeringOrder Management System (OMS) Architecture
Design an OMS around durable order identity, revisions, state transitions, allocations, provider receipts, and reconciliation.
engineeringDesigning a Trading Execution Engine
Execution engine design for approval gates, provider routing, idempotency, risk checks, receipts, retries, and unknown outcomes.
engineeringDesigning a Risk Engine for Automated Trading
Risk engine boundaries, pre-trade checks, position limits, loss limits, permissions, stale data, and fail-closed execution.
engineeringDesigning an Instrument Master for Multi-Venue Trading
Instrument identity, venue mappings, asset classes, contract terms, precision, expiry, options, and provider-native symbols.
researchDesigning a Financial Instrument Domain Model for Trading Systems
A domain model for stocks, bonds, ETFs, FX, derivatives, perpetuals, indices, baskets, and multi-venue instruments without an inheritance tree that collapses under real market coverage.
engineeringHow to Normalize Symbols Across Binance, OKX and Bybit
A safe symbol normalization model for Binance, OKX, Bybit, canonical instruments, derivatives, and provider-native identifiers.
engineeringOrder State Machines in Real Trading Systems
Order lifecycle design across internal, broker, and exchange states, including partial fills, cancellation races, reconnects, and unknown outcomes.
engineeringReconciling Orders, Fills and Positions in Trading Systems
Why production trading systems combine WebSocket events, REST snapshots, trade history, balances, and periodic reconciliation.
engineeringPreventing Duplicate Orders in Automated Trading Systems
Client order IDs, idempotency keys, retries, timeouts, unknown execution states, and reconciliation for safe order submission.
Evidence policy
Technical claims should be supported by provider documentation, standards, source code, or a reproducible example. Unknown or unverified capabilities are labelled instead of inferred.
Sources
Last verified: 2026-09-28. Provider capabilities can change by region, account, product, environment, and entitlement; verify the linked official documentation before production use.