Guides
Three decisions matter early: venue fit, route cost, and how you handle missing data.
Pick the guide that answers the next real question
Three decisions matter early: venue fit, route cost, and how you handle missing data.
Lock the operating assumptions
Make these calls early so the rest of the integration is straightforward.
1
Lock the venue mix
Pick the venue that fits your history window, book detail, and market breadth.
2
Price the expensive routes
Budget history, order flow, and deep-book calls before sizing polling or replay.
3
Add limits and gap rules
Set rate controls, continuity checks, and recovery rules early.
Good follow-up docs
Once the tradeoffs are settled, move to the interface you are building.