ryanrborn
The Broker Evaluation Gauntlet: Four Futures APIs Compared
Wrote up a comparison of the four broker APIs I’ve integrated into the same Elixir trading system — TradeStation, Tradovate, ThinkOrSwim, and IBKR (now removed). The interesting parts are below the surface: token refresh architectures that push vs. pull in opposite directions, SSE vs. WebSocket streaming with entirely different framing conventions, and how broker-specific session management decisions end up shaping your OTP supervision design. The symbol convention section alone has a lookup table that explains why you can’t derive TradeStation’s @EC from CME’s 6E.
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