The first component is the Market Data Gateway (or API Wrapper). This layer creates a persistent connection to the exchange's servers, translating raw 'JSON' or 'FIX' messages into clean Python data ...

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You gotta build a "digital twin" of the mess you're actually going to deploy into, especially with stuff like mcp (model context protocol) where ai agents are talking to data sources in real-time.

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It’s the podcast which has gained cult status and proves that history can be fun.