Entering the era of algorithmic trading, use absolute rationality to overcome human weaknesses! This article decrypts in depth how the open API interface can be seamlessly compatible with mainstream intelligent trading systems (EA) to achieve 24-hour trend tracking and high-frequency grid arbitrage. Detailed analysis of the millisecond-level ultra-fast order routing and multi-node distributed architecture directly connected to top liquidity providers, how to fear the concurrency of extreme market conditions such as non-agricultural markets, and how to build a hard-core moat for quantitative trading with historical backtesting, OCO combination orders and trailing stop loss.