What about your HFT outfit, Mesh Capital? How do you guys do real-time P&L and risk calculations? Given the frequency and volume of the orders you guys pump to

What about your HFT outfit, Mesh Capital? How do you guys do real-time P&L and risk calculations? Given the frequency and volume of the orders you guys pump to the market, I imagine that there must be a latency between when you receive ack/fills from market vs. real time market price of your positions. Given that HFT makes or breaks on pennies, cancel/modifying your orders in sync with real-time market info must be critical. How do you guys solve this problem, both software-wise and telecom-wise? Via colo, but that solves the issue with only latency to trading servers. What about streaming and constructing your own consolidated quote book (because there's latency on CQS)?