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GDAX processes orders one at a time (linearizable). So it's not a huge concern since you trade directly on the exchange.
by greenleafjacob 10y ago
GDAX processes orders one at a time (linearizable). So it's not a huge concern since you trade directly on the exchange.
- chollida1 10y ago> GDAX processes orders one at a time (linearizable). So it's not a huge concern since you trade directly on the exchange Not sure what you mean here. How is this different from any other exchange that also process each order sequentially and atomically. I mean how would you process two orders at the same time for a single product?
- dragonwriter 10y ago> I mean how would you process two orders at the same time for a single product? With the right strategy and record keeping it ought to be possible with some loss of pricing efficiency and some rate of conflict causing an almost-complete trade to fail and the orders go back on the book or the execution queue. Even in a situation where the non-deterministic pricing didn't make it a violation of some regulation , I can't imagine it'd ever be useful.