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This project is not HFT. It does not use a full book data feed. Really even the feeds that come from the exchanges are not precisely timestamped enough and HFT
by sseveran 14y ago
This project is not HFT. It does not use a full book data feed. Really even the feeds that come from the exchanges are not precisely timestamped enough and HFT firms stamp their own . The data is not huge although trading system need to be able to deal with large spikes in the rate of events. Usually now people are using 10G/40G/Infinibad as a connect to the matching engine.