Dead-Man's Switch Watchdogs, Stale-Feed Detection & Emergency Flatten

Detecting frozen WebSocket tick feeds within 3 seconds and triggering out-of-band protective stops. Within the Quant & Broker APIs curriculum (Live Broker Execution → Idempotency & Rate Limits), this topic establishes the concrete quantitative rules and execution mechanics required for live market deployment.

Professional desks never rely on ambiguous visual guesses for watchdog. Instead, every entry, invalidation level, and risk parameter is defined mathematically before a single order reaches the exchange gateway.

Hover over key terms below for instant definitions: Watchdog, Heartbeat, and Stale Feed. For the complete mathematical derivation and edge-case analysis, open worked example & quantitative lookup matrix for heartbeat watchdog failover.

• Watchdog — Core structural driver governing dead-man's switch watchdogs, stale-feed detection & emergency flatten.
• Heartbeat — Prevents premature entries and enforces mechanical discipline across Idempotency & Rate Limits.
• Stale Feed — Ensures worst-case scenario losses stay strictly within predetermined R-multiple budgets.

1. 1
   1. Pre-Session Calibration & Regime Check

   Measure baseline volatility and liquidity parameters for watchdog prior to market open.
2. 2
   2. Mechanical Signal Confirmation

   Wait for a completed bar close confirming the heartbeat threshold—never pre-empt mid-candle.
3. 3
   3. Risk-Normalized Sizing & Order Placement

   Compute exact lot quantity from the invalidation distance and dispatch via a Marketable Limit order.
4. 4
   4. Post-Trade Telemetry & Audit

   Log arrival price, fill slippage, and MAE/MFE metrics against the Idempotency & Rate Limits benchmark.

Implementation & Quantitative Model

1export function isFeedStale(lastTickEpochMs: number, nowEpochMs: number, maxSilenceMs = 3500): boolean {2  return nowEpochMs - lastTickEpochMs > maxSilenceMs;3}

Cross-reference standard risk definitions such as drawdown, slippage, and Sharpe ratio when auditing your logs.