3 ms·
The way I imagined the randomness aspect is the same way it's handled now for two orders received at the same time according to the machine's precision of time
by msellout 11y ago
The way I imagined the randomness aspect is the same way it's handled now for two orders received at the same time according to the machine's precision of time perception.
Unfortunately, a loss of efficiency (increased spreads) is the price we will pay for less frequent crashes/spikes.