I still think discretizing the exchange (bucketing all orders every N milliseconds) is the best way to go, no one in that thread was able to show why it would b

I still think discretizing the exchange (bucketing all orders every N milliseconds) is the best way to go, no one in that thread was able to show why it would be worse than our current method. All we lose is the ability for entities to change prices during the round, and we level the playing field for traders who cannot afford colocation with the exchange.