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ZeroOne Systems

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5 contributions to ZeroOne Systems
How should an agentic trading system recover after losing its live market-data stream?
How should an agentic trading system recover after losing its live market-data stream? I’m working through a problem in the supervised trading system I’m building and would be interested in how others would approach it. The system consumes live market data through a WebSocket. During controlled observation sessions, the connection can occasionally close unexpectedly. Reconnecting to the provider is the easy part. The harder question is: After reconnecting, how does the system prove that its view of the market is complete and trustworthy enough to resume making decisions? My current thinking is that a lost connection should immediately remove decision authority. The system can continue recording diagnostics, but it shouldn’t treat a successful reconnection as proof that continuity has been restored. A few possible problems remain after the socket reconnects: - Events may have been missed during the outage - The first messages received may not rebuild the full current state - Delayed or duplicate events may arrive - Subscriptions may not match the original session - Indicators may have been calculated from an incomplete sequence - The agent’s previous thesis may no longer be valid - Broker or position state may have changed independently The recovery path I’m considering looks something like this: 1. Mark the live stream unhealthy and suspend decision authority. 2. Record the disconnect reason and last accepted event. 3. Open a new connection with a new connection-generation identity. 4. Authenticate and restore the required subscriptions. 5. Backfill the missing market-data window through an independent source. 6. Deduplicate and reorder events where possible. 7. Rebuild indicators and the current market snapshot. 8. Reconcile positions and outstanding orders independently. 9. Re-evaluate the previous thesis using fresh information. 10. Restore authority only after explicit continuity checks pass. The design question I’m still wrestling with is what evidence should be considered sufficient to restore authority.
1 like • 17h
My answer starts one level earlier, Joseph: I designed the system so there is no stream to lose. At 4h/1d timeframes I don't maintain a live feed at all — every run (6x/day, a few minutes after each candle close) refetches the full recent history fresh from the exchange's REST API. The market's own history IS the state; my system holds none locally between runs. So "recovery" is not a procedure — it's just the next run succeeding. No catch-up logic, no replay, no reconciliation of a broken stream. What remains is the failure ladder for a single run, per data source: 1) primary source (Binance) — one retry after a pause; 2) fallback source (Yahoo) — with one subtle trap: Yahoo has no native 4h candles, so I resample 1h into UTC-aligned 4h buckets myself. A fallback that silently feeds your indicators a different candle geometry is worse than no fallback. 3) Both fail → that run is skipped entirely. No decision on missing data — your "cannot evaluate" branch, applied to the whole slot. Two details that made this robust in practice: decisions execute only on CLOSED candles (the in-progress candle is dropped every fetch), and each slot keeps a last-processed-candle id — so when data comes back after an outage, the same candle can't be acted on twice, and a missed candle is simply evaluated late, once. And the degradation is per-input, not global (your authority-withdrawal point): market data missing → the affected slot fully holds; NEWS feed missing → only new entries are deferred, existing positions stay managed — and if news stays unknown ~24h, entries resume but each trade is tagged "news_unchecked", so the record shows exactly which decisions ran with reduced verification. The honest trade-off: all of this is cheap BECAUSE I chose slow timeframes. At minutes or seconds, "refetch everything, hold when unsure" stops being viable and you inherit the whole stream-recovery problem you're describing. Picking a timeframe where recovery is trivial was itself the biggest recovery decision I made.
“A human approval button is not automatically human oversight.”
The human approval button that verified nothing Early in the design of my trading system, I treated human approval as the primary safety boundary. The workflow seemed reasonable: 1. The system analyzes an opportunity. 2. It creates a recommendation. 3. The recommendation is shown to the operator. 4. The operator approves or rejects it. 5. Nothing proceeds without approval. Human in the loop. Problem solved. Except it wasn’t. If the operator receives only a confident recommendation and an approval button, what exactly are they verifying? If they cannot see the supporting evidence, contradictory evidence, data freshness, risk calculation, invalidation condition, and unresolved uncertainty, then approval may be little more than trusting the system and clicking “yes.” The human is present, but no independent judgment is taking place. That led me to separate three ideas I had previously treated as interchangeable: - Human in the loop: A person must perform an action before the workflow continues. - Human on the loop: A person monitors the system and can intervene. - Human verification: A person receives enough evidence and authority to independently evaluate the proposed action. Only the third one creates a meaningful approval boundary. For a human approval request to be useful, I now believe it should answer several questions clearly: - What action is being proposed? - Why is it being proposed now? - What evidence supports it? - What evidence contradicts it? - What remains unknown? - How current is the information? - What risk is being accepted? - What would invalidate the decision? - What happens if no action is taken? - What authority does approval actually grant? The approval itself also needs boundaries. An approval should be: - Tied to one specific decision - Based on a recorded input snapshot - Limited to a defined action - Time-bound - Invalidated when material conditions change - Single-use where appropriate - Recorded with the eventual outcome
1 like • 20h
Excellent framing, Joseph — your three-tier distinction (in the loop / on the loop / verification) names something I built half-consciously and only now see clearly. How I handle it in my own trading system: two mechanisms, one upstream of the human, one in the request itself. Upstream: proposals must pass a deterministic overfitting gate (walk-forward + PBO/deflated Sharpe) before they're even allowed to reach me — an ineligible candidate is suppressed and logged, never proposed. So my "Approve" physically cannot convert an ineligible action into an eligible one; the machine already refused it. In the request: every proposal email carries the evidence — sample size, win rate, net return, the overfitting scores — not just the recommendation. I decide on numbers, not on the system's confidence. And your post found my gap: my approvals are not time-bound. An "apply" clicked three weeks late would execute on materially different market conditions than the ones in the proposal. Adding expiry + input snapshot to the approval flow this week — thanks for that. The rubber-stamp test I'd offer back: if you've never REJECTED a proposal, your approval step is decoration.
1 like • 20h
@Joseph Manion Funny timing, Joseph — your "revalidate on Apply" suggestion was on my workbench this very afternoon. It's now implemented: the apply step first checks the proposal's age (7-day expiry, superseded-by-newer check), then re-runs the full validation on fresh data — grid winner and overfitting gate — and only slots that still pass get applied, individually. Independent convergence on the same design in one day; I'd call that evidence the design is right. Your refinement of the rejection test is going in my notes in return: tracking WHY proposals are approved, rejected, or expired. The log grows a column this week.
I've had an awesome idea
From time to time, I'll get an idea that changes how I run my business. But having talked with the Founding 12 over the last 2-4 weeks, I've got something that will change your business/income too. @Derek Charlier , a Founding 12 Member of The Accelerator Program suggested that any student taking part in the Agents to Income course wants a "Quick Win". Something they can take that proves beyond a shadow of a doubt that they CAN make money with ai. Well I've got 2 amazing candidates for this. Without spoiling anything, I have created two businesses that will run for you automatically, with a single prompt that have the potential of making $250k+ per year. Oh it's so cool. If you want to hear about it before I launch, comment "AWESOME" on this post.
I've had an awesome idea
1 like • 19d
AWESOME
I'm Opening Something on Friday
I'm opening something on Friday that I've only done once before. Last time it was open for 13 minutes - then it was closed. It's for this community ONLY, no public announcement, no video on the channel. If you want to know the moment it goes live, comment "FIRST" below. Someone from my team will DM you with more info.
0 likes • 22d
FIRST
0 likes • 22d
@Lewis Jackson 😂
That's a wrap.
That's a wrap. The Founding 12 is full. Welcome to the founders, you know who you are. We start this week. To everyone who missed out: the full programme launches later this year. If you want first access before it opens publicly, comment "WAITLIST" below and you're at the top of the list.
1 like • Jun 16
WAITLIST - Maybe I misunderstood—didn't the founders have access anyway?
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Decebal Flos
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