5 ms·
All your price field messages are sent to the exchange and back via fixed point, so you are using fixed point for at least some of the process (unless you're ta
by kolbe 1y ago
All your price field messages are sent to the exchange and back via fixed point, so you are using fixed point for at least some of the process (unless you're targeting those few crypto exchanges that use fp prices).
If you need to be extremely fast (like fpga fast), you don't waste compute transforming their fixed point representation into floating.
- djrj477dhsnv 1y agoSure, string encodings are used for most APIs and ultra HFT may pattern match on the raw bytes, but for regular HFT if you're doing much math, it's going to be floating point math.
- kolbe 1y agoWe might have different definitions of "HFT"