I'm programming 'what if' scenarios into an automated trading bot.. what if we lose power? What if the exchange goes down? What if an order is not executed? What other possible failure modes can you think of?
what if Nick Leeson, Yasuo Hamanaka , the Hunt brothers ride again. what if some sleeper agent got 'fat finger' signal again.
Strategy Runner. server based solutions for systems (systems are running on broker's server) have all of this solved for you (our API takes all of this into consideration- failure issues)
....aside from having Leeson as one of your traders We are looking at things that could go wrong in terms of connectivity, poor data feeds, orders not being transacted for some reason... loss of grid utility power... the list goes on. Who here has fully automated systems up and running? What's gone wrong in the past?