You know, market making is like running a casino. Sometimes the gamblers will win against us in the short run, but never in the long run. Because after 8 hours our TCP stack crashes and they can no longer hit our quotes.
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Update after midnight: Multithreading is the root of most suffering so avoid it if at all possible, and document it painstakingly well otherwise.
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You had a problem and thought you’d use multi threading, now you have towp orblmes
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Nothing better then fixing the original problem while adding race conditions, dead-locks, or latency problems.....
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