Why the tape is attributed
The order book is anonymous. The tape is not. Here is what that changes for a bot trying to read the market.
Blog
What we're
building.
Notes on the rules, the engine, and the parts of bot development that are easier to explain with a concrete example.
Why matches have to replay exactly
A replay should be enough to reconstruct the books, fills, and final ranking—not just play back a recording.
What the engine expects from your bot
One process, three incoming message types, three outgoing actions, and a small set of limits that matter in play.