As of June 2026, exotic currency pairs pose a unique engineering challenge for algorithmic traders. Wide spreads, thin liquidity, and sessio

As of June 2026, exotic currency pairs pose a unique engineering challenge for algorithmic traders. Wide spreads, thin liquidity, and session-dependent volatility mean that a strategy backtested on historical bars often falls apart in live execution. The gap between backtest and production lies in how you handle the feed - and WebSocket connections are the solution. In this post, we build a lightweight Python framework that consumes real-time price data via WebSocket, applies a momentum-based filter, and executes on MT5 via the MetaTrader5 Python package. The goal is not a profitable strategy (you'll need to supply your own edge), but...