“Let’s launch Auto-Invest, it’s just recurring buys.”
If you’ve ever said that with a straight face, you either haven’t shipped it yet - or your logs are lying to you. 😅
Volatile markets turn Auto-Invest from “cute DCA feature” into a real trading engine. Three things will decide whether your system behaves like a pro or a slot machine: s*lippage, price sources, and execution windows.*
1. Slippage: When “Every Monday at 10:00” Becomes a Meme 🕙
In fast markets, your scheduled order hits a book that’s already moved.
If you ignore slippage, you get:
- angry users (“Why is my average entry 3% worse?”)
- support tickets
- screenshots with TradingView candles and passive-aggressive questions
At minimum, you need:
- a max slippage setting per plan
- clear behavior: cancel vs partial fill vs retry
- logging that explains why an order skipped or adjusted
“Silent magic” is cute in marketing, terrible in trading.
2. Price Sources: One Number, Many Ways to Be Wrong 💸
Your Auto-Invest has to decide which price represents reality:
- Last trade - noisy but simple
- Mid price (best bid/ask) - better, but thin books lie
- VWAP over X seconds - nice for smoothing, bad for sudden spikes
Whatever you choose, make it:
- explicit in code (no “we’ll see what the SDK returns”)
- consistent in UI copy (“executed at market using X source”)
If users can’t reconcile your execution price with the chart they see, they’ll assume you’re scamming them. Not “having slightly different data”.
3. Execution Windows: Point-in-Time vs Time-Boxed 🎯
“Execute at 10:00 sharp” sounds precise.
In reality: queues, rate limits, exchange latency, and you’re filling at 10:00:07 on a candle that moved 1.5%.
A saner approach:
- Execution window: e.g. “between 10:00 and 10:05”
- Target: best achievable price within that window respecting slippage limits
- Status: “Executed at 10:03 within scheduled window
You trade fake precision for real robustness - and that’s a good deal.
If you want to see how Auto-Invest looks from the product side at Bybit, Binance, and WhiteBIT, you can check out the article.
Under the hood, all of them solve the same three problems - the interesting part is how you decide to do it in your own system 🚀
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