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Product updates. Industry insights. Company news.
FIX vs REST vs WebSocket for Crypto Trading
June 24, 2026
FIX vs REST vs WebSocket for crypto trading — REST for setup, WebSocket for data, FIX for the order path. A source-checked decision guide for trading desks.
Crypto FIX API — How It Works and Which Exchanges Support It
June 22, 2026
A crypto FIX API trades over the FIX 4.4 protocol instead of REST or WebSocket. Coinbase, Kraken, Gemini and Binance offer native FIX; many venues do not.
Crypto Instrument Reference Data — Tick, Lot, Notional
June 16, 2026
Tick size, lot size, and min notional across Binance, Coinbase, and Kraken — the field names, endpoints, and why multi-venue systems must normalize them.
Crypto Symbology: Why Exchanges Name Markets Differently
June 12, 2026
Crypto symbology has no central standard — the same market is BTCUSDT, BTC-USD or XBTUSD across exchanges. Why it happens, and how normalization fixes it.
What Is a Crypto OMS and EMS and Why Institutional Desks Rely on Them
November 26, 2025
This article explores how OMS and EMS systems support institutional crypto trading by managing liquidity fragmentation, enforcing risk controls, and improving execution across multiple venues.
Rebalancing at Scale
October 28, 2025
Rebalancing at scale is the coordination of portfolio adjustments across venues, collateral types, and assets. It demands deterministic systems, data freshness, and precise execution planning.
Fill Reason Codes That Matter
October 23, 2025
Fill reason codes transform raw execution data into structured insight. They explain why fills occur, enable accurate TCA, and form the backbone of adaptive trading strategies.
Latency Budgeting by Component
October 16, 2025
Latency budgeting decomposes end-to-end execution time into measurable components, assigning ownership and maintaining visibility across trading systems.
Clock Discipline for Trading Systems
October 8, 2025
Clock discipline is a foundational element of crypto trading infrastructure. Precise synchronization ensures reliable latency, accurate TCA, and consistent risk management across distributed systems.
Fees, Rebates, and Maker/Taker Math
September 25, 2025
In crypto trading, fees and rebates are not surface numbers. Maker/taker math defines liquidity, routing, and effective cost, shaping execution outcomes and long-term portfolio performance.
Basket and Multi-Leg Coordination
September 23, 2025
Basket and multi-leg coordination in crypto trading ensures synchronized execution of correlated orders, reducing risk drift and slippage across fragmented exchanges.
Cross-Exchange Latent Dependencies in Portfolios
September 18, 2025
Latent cross-exchange dependencies—funding divergence, transfer delays, and liquidity shocks—shape crypto portfolios in hidden ways. Learn how to monitor and adapt.
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