https://blog.lynxflow.co/en/tags/data-engineering/Recent content in Data Engineering on Lynx Tech BlogHugo -- gohugo.ioenSun, 13 Sep 2026 12:56:00 +0800https://blog.lynxflow.co/en/posts/alphatrace-venue-data-loss-2026/Sun, 13 Sep 2026 12:56:00 +0800https://blog.lynxflow.co/en/posts/alphatrace-venue-data-loss-2026/<img src="https://blog.lynxflow.co/images/alphatrace-venue-data-loss-2026.png" alt="Featured image of post My Quant Platform Was Throwing Away 92% of the Trades — and Believed It Saw Everything" />TL;DR While adding a data source to AlphaTrace, I ran a routine check against live data and found something I had never once doubted: the platform silently discards 92% of spot trades the moment it reads them off-chain — and says nothing. This post is about that self-correction, and about the second mistake I nearly made. It started with someone else&rsquo;s article A few days ago I read a write-up: two people ran a cross-market arbitrage between Hyperliquid&rsquo;s equity perpetuals and the tra