taoshidev/proprietary-trading-network
Mar 2026 – Apr 2026
2 Months active
Languages Used
Python
Technical Skills
API integrationWebSocket programmingbackend developmentdata processingunit testingAPI development
brokespace
PROFILE
Brokespace
Developed advanced trading infrastructure for the taoshidev/proprietary-trading-network repository, focusing on expanding data-driven capabilities and robust risk controls. Over two months, delivered Hyperliquid data source integration using Python, enabling L2 orderbook-based slippage calculations and REST backups for broader trading pair coverage. Enhanced order processing with per-order fee modeling, funding-rate carry fees, and fallback logic for resilient slippage handling. Introduced subaccount management endpoints, pre-trade balance checks, and position-limit enforcement to strengthen trading hygiene. Improved leaderboard accuracy and implemented drift order reconciliation using persisted snapshots. Emphasized backend development, API integration, WebSocket programming, and comprehensive unit testing to ensure stability and accuracy.
Overall Statistics
Feature vs Bugs
100%Features
Repository Contributions
5Total
Bugs
0
Commits
5
Features
3
Lines of code
14,059
Activity Months2
Your Network
11 peopleShared Repositories
11
kabarMember
Derek AwenderMember
Gordon KimMember
Jordan BonillaMember
Kenneth AshleyMember
Raleigh, CAMember
sli-taoMember
sunbonillaMember
Thomas DoughertyMember
Work History
April 2026
4 Commits • 2 Features
Apr 1, 2026April 2026 performance summary for taoshidev/proprietary-trading-network: Delivered major Hyperliquid Platform Enhancements within the entity subaccount framework, including subaccount management endpoints, balance checks before trades, and address re-registration upon subaccount elimination; improved hl-leaderboard reporting by removing rounding and computing total volume from per-trader orders; added public endpoints and trader-focused tests; implemented Reconcile Drift Order Enhancement with szi-change gating and persisted szi snapshots to reduce unnecessary drift orders when portfolio value changes; strengthened trading risk controls through pre-trade validations, position-limit enforcement, and transaction-fee application; expanded monitoring/logging and validator/rest-server updates; overall impact: more accurate metrics, safer automated trading, and improved business decision support.
4 Commits • 2 Features
Apr 1, 2026April 2026 performance summary for taoshidev/proprietary-trading-network: Delivered major Hyperliquid Platform Enhancements within the entity subaccount framework, including subaccount management endpoints, balance checks before trades, and address re-registration upon subaccount elimination; improved hl-leaderboard reporting by removing rounding and computing total volume from per-trader orders; added public endpoints and trader-focused tests; implemented Reconcile Drift Order Enhancement with szi-change gating and persisted szi snapshots to reduce unnecessary drift orders when portfolio value changes; strengthened trading risk controls through pre-trade validations, position-limit enforcement, and transaction-fee application; expanded monitoring/logging and validator/rest-server updates; overall impact: more accurate metrics, safer automated trading, and improved business decision support.
April 2026
March 2026
1 Commits • 1 Features
Mar 1, 2026March 2026 monthly summary for taoshidev/proprietary-trading-network focused on expanding data-driven trading capabilities, improving resilience, and expanding market coverage. The team delivered a Hyperliquid data source integration with L2 orderbook-based slippage calculations for all crypto orders, enhanced with a REST backup for additional trading pairs. Order processing now supports per-order fees, funding-rate-based carry fees, and an HL entity miner flag, enabling finer-grained fee modeling and risk controls. Robust fallback logic routes slippage calculations through the PriceSlippageModel when orderbook data is unavailable and switches to the existing bucket-based model as a safety net. The system now handles edge cases like overshooting book depth by filling the remainder at the last available price with a warning, improving robustness in volatile conditions.
March 2026
1 Commits • 1 Features
Mar 1, 2026March 2026 monthly summary for taoshidev/proprietary-trading-network focused on expanding data-driven trading capabilities, improving resilience, and expanding market coverage. The team delivered a Hyperliquid data source integration with L2 orderbook-based slippage calculations for all crypto orders, enhanced with a REST backup for additional trading pairs. Order processing now supports per-order fees, funding-rate-based carry fees, and an HL entity miner flag, enabling finer-grained fee modeling and risk controls. Robust fallback logic routes slippage calculations through the PriceSlippageModel when orderbook data is unavailable and switches to the existing bucket-based model as a safety net. The system now handles edge cases like overshooting book depth by filling the remainder at the last available price with a warning, improving robustness in volatile conditions.
Activity
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Quality Metrics
Correctness92.0%
Maintainability76.0%
Architecture80.0%
Performance76.0%
AI Usage40.0%
Skills & Technologies
Programming Languages
Python
Technical Skills
API developmentAPI integrationWebSocket integrationWebSocket programmingbackend developmentdata persistencedata processingtestingtrading systemsunit testing
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