Hacker News new | ask | show | jobs
by Camillo 5074 days ago
Shouldn't their "system protocol" have a way for the the server to recognize resends of orders it has already received, and ignore them?
1 comments

You may actually want to send multiple orders, which is why pretrade duplicate checks usually assume a fixed window (2 orders of the same price/quantity/side in a 50 msec window)

For example, sending a large order to the market looks different from many smaller orders.