3 ms·
To my knowledge the only way to do true HFT is with co-location, and GDAX offers co-location via hosting EC2 instances in a certain region. I can get an offer p
by philipodonnell 9y ago
To my knowledge the only way to do true HFT is with co-location, and GDAX offers co-location via hosting EC2 instances in a certain region. I can get an offer posted and cancelled in ~150ms (with some fancy race-condition logic across the websocket and API) which is good, but still nowhere near "HFT".
Competing against someone who bought an exchange and is running an HFT bot on the same servers, yeah I would stay far away from anyone doing that.
- sitepodmatt 9y ago150ms is huge given latency within a EC2 region should be a millisecond or less, although I suspect this could be working similar to BetFair where they internally queue and process the orders in a batch every 200/250ms rather than real time whilst giving the appearance of real time ('taker' being matched within the first batch since queued).