Overview
This guide covers exchange maintenance handling implementation in automated trading systems. The approach combines established patterns with operational considerations drawn from production deployments.
Code Structure
The code structure separates concerns: data ingestion, signal generation, risk checks, and order submission. This modularity enables testing and reuse across strategies.
# Example configuration for Exchange Maintenance Handling
strategy:
name: exchange-maintenance-handling
timeframe: 5m
indicators:
- rsi
- ema_fast
- ema_slow
entry_conditions:
- rsi_oversold
- ema_crossover_bullish
exit_conditions:
- rsi_overbought
- stop_loss_hit
risk:
max_position_size: 0.02
stop_loss_pct: 0.015
Production Notes
In production, exchange maintenance handling requires monitoring for API rate limits, database connection pooling, log rotation, alert thresholds, and automated restart procedures. Document runbooks for incident response.
Risk Considerations
Risk management for exchange maintenance handling addresses position limits, stop loss placement, correlation exposure, and worst-case drawdown scenarios. Regular monitoring prevents drift from intended behavior.
Common Issues
Common issues with exchange maintenance handling include look-ahead bias in backtesting, overfitting to historical regimes, inadequate handling of exchange downtime, and insufficient logging for debugging.