3 ms·
If this is the case, the real culprit is the exchange. Rather than offering premium "flash" facilitating services like colocation for HFT traders, the exchange
by dudeinjapan 5y ago
If this is the case, the real culprit is the exchange. Rather than offering premium "flash" facilitating services like colocation for HFT traders, the exchange could do something like 20-second auctions during which time orders can't be cancelled until the next auction interval.