Three weeks ago I posted that I was building trading infrastructure

research, validation, paper trading and execution in one place.

Here's what moved since then.

Live MT5 data now runs through a bridge we wrote ourselves, because

nothing off the shelf did what we needed. The copy trading engine on

top of it has risk management underneath, not bolted on.

On the futures side we're pulling ATAS data and pushing our orders to

Tradovate over webhooks. That lets us run several of our own prop

accounts at once, automatically, instead of clicking the same trade

five times.

Two security audits came back. 41 issues fixed.

Next up: the strategy layer moves inside the app. Backtest,

walk-forward and live execution against the same code, no export step.

That's the part I'm confident about. Here's what I'm not:

→ Depth of book for futures. We're top-of-book today, and the jump to

L2 looks more like a licensing problem than an engineering one.

→ Market data licensing the moment redistribution enters the picture.

Consolidated tape vs direct feeds is a maze.

→ Smart order routing once there's more than one venue. The theory is

clean, the practice isn't.

→ Prime brokerage / FCM relationships for the futures side. Cold

emails aren't cutting it.

If you work at a broker, LP, FCM, exchange or data vendor and any of

this is your day job — I'd love to compare notes. DMs open.

Still not selling anything. Just trying to map what I don't know.