...wait a minute
Crypto HFT trick — parse a json as the packets arrive to determine the msg type & start sending your response immediately. If after seeing the full message you change your mind, simply terminate your response with a “{“ instead of “}” to cancel it. Saves valuable nanos.https://twitter.com/lightspringfox/status/1493377740283813889 …
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This is MEV-level psyops Get everybody to work on some niche optimization while hitting the fat inefficiencies
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I don't even read any jsons. I'm just continuously spamming IOC orders at the prices I like based on the wave count.
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I guess you are not doing that on Binance. Their IOC implementation is really crappy.
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Apparently this is a common trick, along with other optimizationshttps://twitter.com/_skzv/status/1349953858269704192?t=q8EwN48JyAyjVonV-Q-eYA&s=19 …
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What's the rate limit in a typical SLA? Surely the gun doesn't have infinite bullets.
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lol u guys have SLAs? It surely doesn't, but the rate limit for malformed messages is >> the rate limit for orders, and a few exchanges might not even notice if you send them 1 malformed message per orderbook tick on a certain orderbook, because that's so few messages
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I thought I could add to the trolling by saying the below, but your tweet already implies that the code successfully consumes not-fully-formed json messages, so I have to step up my gamehttps://mobile.twitter.com/sasuke___420/status/1493529579231006724 …
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I'm interested in the underlying tech behind HFT. Is there a particular reason to use JSON instead of eg FlatBuffers when performance is so critical?
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imlroved my time from 50ms to 49.9999 ms thanks for the free alpha
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