3 ms·
Per rata matching is already a thing in some financial markets. They tend to be _more_ latency sensitive as size gets inflated to game the matching algo, thus r
by kasey_junk 3y ago
Per rata matching is already a thing in some financial markets. They tend to be _more_ latency sensitive as size gets inflated to game the matching algo, thus risk being inflated and thus the value of timely cancels.