2 ms·
Order books will almost always be single threaded or something similar. Only one order action is allowed at a time in each book, otherwise it would be chaos. Ex
by is0tope 5y ago
Order books will almost always be single threaded or something similar. Only one order action is allowed at a time in each book, otherwise it would be chaos. Exchanges are very strict on "fairness" since if there is a (legal) edge to be had, you can bet that someone will find it and try and exploit it. That's just the game.