Integrate the exchange
Build around durable identity and explicit state. Market data, economic authorization, order execution and settlement have different responsibilities.
Read before you trade#
Start with market metadata. Confirm the market is usable in your environment, bind exact asset identities and use integer-string amounts. A book snapshot describes observed liquidity; it does not reserve a fill.
Authorize the economic instruction#
API access and spending authority are distinct. Review the exact input, minimum output or limit, fee assets and destinations before signing. The final production signing envelope is unresolved.
Retain identity after acceptance#
The HTTP idempotency key, account-scoped clientOrderId, stable orderId and monetary nonce are different identifiers. Do not substitute one for another. Persist accepted operation identity and correlate fills back to the order.
Handle a changing order#
Partial fills and remaining quantity need separate accounting. A cancellation request may race a fill; cancellation acknowledgement is not confirmation that the remainder was cancelled. Earlier fills and fees remain facts after a remainder is cancelled.
The final fill, time-in-force and cancel/amend rules require a released contract. See orders and fills.
Reconcile balances and settlement#
Use the canonical movement and operation identity across capital and shared-resource views. Do not submit through both route families for the same effect or count the views as separate balances.
Continue with funding and balances and settlement and delivery.
Add streams after recovery works#
Streams improve timeliness, while retained HTTP state anchors recovery. Detect gaps, deduplicate events and resynchronize using a compatible snapshot. A reconnect does not itself establish whether an order was accepted or cancelled.