Strategy signals and terminal orders become sized, stopped, managed positions, server-side, on the exchange itself. Exits in R. Risk as a fixed share of each account's equity. Stops that survive any failure, including ours.
Targets and stops written in R, multiples of initial risk, resolved to venue-native orders. The same decision at every account size.
Maximum risk per trade, position concurrency, a daily drawdown halt. Written once, enforced server-side. Exits are never blocked.
A deliberately small set of venues, selected for depth and reliability, served through one whitelisted endpoint. No VPN, no degraded feeds. One grammar everywhere.