For 5 months my cofounder was running strategies from TradingView into MetaTrader 5 through one of the existing bridges, and it kept dropping orders. Not crashing, just quietly not executing. An entry that does not fire is an annoyance. An exit that does not fire is expensive. He asked me what I would do about it, since software is my side of things. I sketched an approach. Then he went and built the thing, which took months and a lot of care to get right, because the failure mode we were fixing...