5 ms·
Yes- latency is a big issue for this type of trading system.
by clearly 13y ago
Yes- latency is a big issue for this type of trading system.
- telephonetemp 13y agoPerhaps you could do consensus checking retrospectively? I.e., out of N supposedly identical servers a random one gets to make any given decision in real time but then a separate system goes back and compares all servers' results and stops their operation if there's divergence?
- clearly 13y agoI guess, but it's more typical to do something like cap the total trading volume, position, risk limits etc. It's a more fundamental check on what you are doing.