The most dangerous part of market monitoring isn’t that no thresholds were set—it’s that “it looks like it’s running, but it has already failed.”
The three most common situations:
1. The interface goes down, but the system keeps using the last outdated price to calculate;
2. The same condition triggers repeatedly—after a message blast, the real anomaly gets drowned out;
3. Data arrives late—when the alert is issued, the trading signal has already expired.
So I’ll additionally check four states: the data timestamp, the data source connection, the number of consecutive failures, and the alert deduplication window. Normally it stays quiet; when something goes wrong, it provides the source and the reason—not just a single line like “the price reached the threshold.”
Which situation are you more afraid of?
A: It didn’t sound when it should have
B: It keeps sounding
C: It sounded, but too late
#行情监控 #Python #数据自动化 #接口监控 #quant
The three most common situations:
1. The interface goes down, but the system keeps using the last outdated price to calculate;
2. The same condition triggers repeatedly—after a message blast, the real anomaly gets drowned out;
3. Data arrives late—when the alert is issued, the trading signal has already expired.
So I’ll additionally check four states: the data timestamp, the data source connection, the number of consecutive failures, and the alert deduplication window. Normally it stays quiet; when something goes wrong, it provides the source and the reason—not just a single line like “the price reached the threshold.”
Which situation are you more afraid of?
A: It didn’t sound when it should have
B: It keeps sounding
C: It sounded, but too late
#行情监控 #Python #数据自动化 #接口监控 #quant
