I'm a dev, that has been into crypto for over 2 years. I was wondering if there is anything you're lacking when it comes to trading execution/timing. I'm planning something big and need some feedback.
It's a Pre Execution Veto Layer (PEVL), which runs a continuously refreshed in-memory cache that pre-computes all five signal scores on a fixed interval: technical indicators every few seconds, sentiment and news scores every 3-5 minutes, so that when an order arrives, no live computation is needed.
The interceptor itself is a single async middleware function that receives the order object, pulls the latest cached scores, runs a weighted aggregation, and returns an EXECUTE / REDUCE / VETO decision in 1-5ms. A background worker thread handles all the heavy lifting, streaming WebSocket price feeds, rolling indicator calculations, ML model inference, and news API polling, completely decoupled from the execution path so it never adds latency.
The ML component is a lightweight sequential neural network that runs inference on a small feature vector of ~5-10 normalized inputs, fast enough to refresh its output every few seconds without blocking anything. All veto events are written asynchronously to a log store after the decision is already made, so even audit logging doesn't touch the critical execution path.
I'm building an extention for trading bots and need your suggestions
byu/Ok_Return9310 inCryptoTechnology
Posted by Ok_Return9310