OKcoin endless errors in documentation and lack of sane reporting, using multiple channels for market data flow (e.g. Websocket for incoming book updates and FIX or HTTP for outgoing orders), trying to account for many many possible failure modes.

The average performance is currently +0.3%/day. Losing days are rare (about 1 in 2 weeks, with about the same average loss). I have survived multiple crashes and liquidity flight events, including the Bitfinex mishap.