3 ms·
I'm aware of that. That's why I suggested doing trades in discrete time blocks. All trades within the time block will be executed at the end in a nondeterminist
by Houshalter 13y ago
I'm aware of that. That's why I suggested doing trades in discrete time blocks. All trades within the time block will be executed at the end in a nondeterministic order, regardless of who was first.
It's not perfect because someone could still get information at the end of the time block before anyone else does. I can't think of a solution to that. Perhaps instead of time blocks, execute trades randomly within a short period of them being posted. Completely disrupting millisecond advantages with random noise.