3 ms·
If it were up to me, I'd make the market a series of batch executions, every 30 seconds... 20 seconds of open for orders, 5 seconds to actually compute the tra
by mikewarot 4y ago
If it were up to me, I'd make the market a series of batch executions, every 30 seconds... 20 seconds of open for orders, 5 seconds to actually compute the transactions, and 5 seconds to send out the results, and then repeat.
Completely eliminate the idea of high frequency frontrunning.