Calling the broker's API directly cuts out a surprising amount of delay
Posted: Sat Oct 31, 2026 10:07 am
Clicking a button on a platform involves several steps: the click is registered, the platform builds an order, checks it, passes it to the network layer, and eventually it reaches the server. Each step adds a bit of time.
Sending an order through an API from a script skips most of the interface layer. The order is built in code, sent straight away, and the response is read in code. The saving can be tens of milliseconds, sometimes more.
That matters at the margin. For a strategy with a very short holding time, it can be the difference between getting the quoted price and getting the next one.
Other benefits come with it. Orders can be sent exactly when a condition is met, with no human reaction time. Position size can be calculated precisely. Every action is logged automatically.
The costs are also real. Code has to be written, tested and maintained. A bug can send a hundred orders in a second. Error handling needs care, because the server may reject an order, time out or return something unexpected.
Starting on a demo account with small size and strict limits on orders per minute is the usual advice. A kill switch that stops the script on abnormal behaviour is essential.
Has moving from manual clicks to an automated order path made a measurable difference in fills?
Sending an order through an API from a script skips most of the interface layer. The order is built in code, sent straight away, and the response is read in code. The saving can be tens of milliseconds, sometimes more.
That matters at the margin. For a strategy with a very short holding time, it can be the difference between getting the quoted price and getting the next one.
Other benefits come with it. Orders can be sent exactly when a condition is met, with no human reaction time. Position size can be calculated precisely. Every action is logged automatically.
The costs are also real. Code has to be written, tested and maintained. A bug can send a hundred orders in a second. Error handling needs care, because the server may reject an order, time out or return something unexpected.
Starting on a demo account with small size and strict limits on orders per minute is the usual advice. A kill switch that stops the script on abnormal behaviour is essential.
Has moving from manual clicks to an automated order path made a measurable difference in fills?