4 ms·
There's still an advantage to low latency with batching, as the later you go the more info you have.
by bobcostas55 6y ago
There's still an advantage to low latency with batching, as the later you go the more info you have.
- supernova87a 6y agoBut the idea would be that no one except the central coordinating marketmaker (?) would see all the bids and asks until the time of final execution at the end of the 1 second.