The venue boundary, reviewed.
A single-dimension deep review of everything at the venue boundary — how you budget for ACK round-trips you do not control, how you reconnect and reconcile, and how you prevent self-matches and duplicate orders.
Best fit
Teams connecting to one or more venues whose reconnection, order-ack tracking, and reconciliation have never been independently reviewed.
Evidence standard
Methodology grounded in a working, benchmarked market-making system (prototype-proven). The review is read-only: no production access, no capital moved. Findings fold into the parent Trading Systems Diagnostic; no live-production track-record or P&L assurance is claimed.
What this review covers
- 01Venue ACK round-trip budgeting for the part you do not control.
- 02Reconnection and feed-staleness handling.
- 03Order-ack tracking and reconciliation against the venue.
- 04Self-match and duplicate-order prevention.
- 05Order lifecycle coverage (add, replace, cancel, cancel-all).