3 ms·
You're thinking of a crude, direct DoS attack wherein the "traffic" generated by one HFT directly overwhelms another HFT. But there are other ways to DoS - wha
by rsync 13y ago
You're thinking of a crude, direct DoS attack wherein the "traffic" generated by one HFT directly overwhelms another HFT.
But there are other ways to DoS - what if I observe your trading activity and I discern something about your underlying algorithms and how expensive those algorithms are in terms of memory or CPU or latency, and I make a bet that a certain trade pattern will dramatically overwhelm your resources via these second and third order effects...
It's just speculation, but the point of the OP was that there was no way this could be useful to an HFT algo and I am pointing out that in a few minutes we can come up with all kinds of ways that it could be.
- wglb 13y agoUh, what if I observe your trading activity Since the traffic is anonymous, how do you propose to do this? [Edit] one HFT directly overwhelms another HFT No, the dos needs to go through the exchange, thus is is not "directly" but indirectly through the exchange.
- dllthomas 13y ago"Since the traffic is anonymous, how do you propose to do this?" Traffic other than your own is anonymous, but that doesn't mean you can't spot patterns that are almost certainly the behaviour of one other agent. On some exchanges you can track the history of resting orders, too, which gives you some more info (though still doesn't tie all of any player's orders together, anywhere).