RE: gen_udp:recv()
Avinash Dhumane <[email protected]>
| Newsgroups | gmane.comp.lang.erlang.general |
|---|---|
| Message-ID | <[email protected]> |
The market is indeed partitioned into several multicast streams, and each stream replicated, to cover for tick-loss, backed up by a tcp-based recovery server. From: zxq9 Sent: 10 April 2021 12:22 PM To: [email protected] Subject: Re: gen_udp:recv() On 2021/04/10 15:47, Avinash Dhumane wrote: > The “tick-to-order” indeed needs to be /vertically/ partitioned so that > the ticks (market movements) do not sit in the queue waiting to be > attended. More so because the ticks arrive in the bursts; the next > microsecond might bring no tick, or just one tick, or ten, or hundred, > or might even eight hundred. Why are the ticks not partitioned by type? Is it only possible to receive ALL ticks available in the market at a single address:port? This seems... very weird and not what I've seen in HFT, at least. -Craig