My orders latency increased up to 150-300ms! Hey, bring 50ms back, please! @bitfinex @paoloardoino
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Im using both it depends on some market conditions. The worst thing is that after immidiate cancelling i need to check whether order was really cancelled or not bc if i will wait too long ill miss good moment. Thats very bad for HFT.
Just pushed a patch for `oc` message (`ox_multi` requires more work). That should fix the edge case of having to resubmit cancel. Let me know if it helps
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I've noticed some order freezing when sending update order request. Could it be affected by patch? And is it possible for order to be suddenly cancelled when sending update request?
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What do you mean with freezing? The patch just affected 'oc' message. You if you update and cancel them after 1ms it should work normally. Thanks again for the help
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