3 ms·
I don't get how having multiple copies of a quote hanging around in memory is a big problem. It's probably less than 100 bytes total (symbol + side + price) and
by minimax 13y ago
I don't get how having multiple copies of a quote hanging around in memory is a big problem. It's probably less than 100 bytes total (symbol + side + price) and probably significantly smaller than the size of the state associated with the "statistics process."
- yummyfajitas 13y agoAn individual quote isn't a problem, but they don't tend to come one at a time. For realtime processing, serialization costs are usually the biggest issue, as is cache locality. On the other hand, for batch processing, memory can be a big issue (CPU less so).