Execution and Broker APIs

How orders reach the market from code — order types, broker APIs, paper trading, and the engineering a system needs to run reliably.

What you will be able to do

Explain order types and their execution risks from a program's point of view.
Connect to a broker API with a paper-trading account.
Handle errors, partial fills, reconnections and rate limits.
Reconcile the positions a system intends to hold with the positions the broker reports.

1
Order types from a program's point of view
Market, limit and stop orders, and how each one can fail when no one is watching.
Coming next
2
Broker APIs and paper trading
Authenticating, placing orders and reading positions in a paper account.
Coming next
3
Scheduling and data feeds
Running logic on the bar close, and making sure it is the bar you think it is.
Coming next
4
Errors, retries and partial fills
Designing for the network, the broker and the exchange to fail at the worst moment.
Coming next
5
Reconciliation and logging
Checking intended against actual positions, and keeping an audit trail.
Coming next