TickDB API development tutorials, WebSocket integration and SDK examples
--- The Problem Nobody Talks About You spent six months building a mean-reversion strategy. The backtests were clean: Sharpe ratio of 1.42, max drawdown of −8.3%, a win rate that made you confident en
--- Price feeds don't wait. A market data pipeline that chokes under load doesn't just lose ticks — it loses edge. For quant developers and systematic traders, the question of where to store time-seri
"Limits? What limits? Our docs say unlimited — go wild." That was the answer I got when I first asked TickDB support about how many symbols I could subscribe to on a single WebSocket connection. As a
--- A small quantitative team has five strategies running in production. On a Thursday afternoon, one of them starts drawing down unexpectedly. The team scrambles for three days to identify the culpri
--- The Hidden Cost of Disorganized Logs In the early hours of a critical production incident, the difference between a 15-minute resolution and a 3-hour nightmare often comes down to one thing: your
--- Every developer has encountered the dreaded HTTP 429 — "Too Many Requests." It shows up in API documentation, appears in server responses, and lives in the collective anxiety of anyone who has acc
The backtest screamed 47% annualized returns. The Sharpe ratio was a pristine 2.3. Your heart raced as you wired $500,000 from your brokerage account to the live deployment. Four months later, the liv
The Problem Nobody Warns You About You write your first asyncio application. It works beautifully with five tasks. Then your manager asks: "Can you scale this to handle five thousand market data subsc
--- The Fundamental Difference Nobody Explains Clearly The question sounds simple: "Should I use REST or WebSocket?" Ask ten developers and you will get ten variations of the same answer — REST for hi
The hardest part of building a trading system is not the math. It is not the code. It is not even the data. It is deciding where to start. Every quantitative trader has a story about their first strat
--- "Correlation is not causation. But correlation plus causality? That's a trade." That line appeared in a 2019 paper on factor momentum. It stuck with me because it captures a specific blind spot in
--- The Map Before the Journey A trader once told me he spent three weeks building a live trading system against what he believed was TickDB's tick-level US equity feed. On the day he went live, the s
--- Every personal quant trader has lived this version of the story. You finish your day job at 6 PM. You open your laptop. You have four hours before you need to sleep. You want to: 1. Backtest a new
--- "Price data feeds went dark at 09:47:12 UTC. By 09:47:43, the backup source was live." On December 7, 2021, AWS US East-1 experienced a significant outage that cascaded into multi-hour disruptions
--- The Promise and the Question When a market data vendor says their API imposes no hard limit on subscriptions, engineers react in one of two ways. Half nod and move on — "unlimited" sounds like a s
--- The $14 Million Audit Finding In 2021, a Boston-based hedge fund received a $14 million fine from the SEC for failing to maintain adequate records of algorithmic trading decisions. The violation w
> "The best predictor of a stock's next move is not its sector classification or market cap—it's the shape of its price history." Two stocks can share the same beta to the S&P 500 while exhibiting ent
Every trading system eventually faces the same wall: off-the-shelf market data feeds do not match your specific workflow. A commodity desk needs basis spreads across multiple delivery points. A deriva
The cursor blinks at 3:47 AM. Your Python backtester has been running for six hours. The problem is not the strategy logic—it is the language itself. Python's Global Interpreter Lock (GIL) serializes
In crypto markets, the same asset rarely trades at the same price across two exchanges for more than a few milliseconds. On the morning of January 15, 2025, Bitcoin briefly traded at $67,240 on Binanc