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by snazz 2744 days ago
Interesting. Have you ever introduced an error in an attempt to lower latencies with this method?
1 comments

Thankfully, no (knocks on wood). But you have to base your design around the idea that real and fake trades are indistinguishable until the last possible moment. That critical requirement needs to always be in your mind.

I would never try to bolt those kinds of optimizations onto an existing system. It’d be too easy to miss something.