A stat: ~66M orders submitted to @bitfinex APIs during the 3 hours peak of the market move.pic.twitter.com/rzlwCbma4M
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This does not include order updates and cancels. A single order generates many events in a trading infrastructure, so the actual number of events is extremely higher than that.
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Replying to @paoloardoino
I though hidden orders are hidden. Aren't they.
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Replying to @Yazid1510
Quite some more. Most of HFT use atomic order update that does not change the order id, and they update orders up and down constantly. I was just lazy and did not calc them.
2:52 AM - 23 Apr 2021
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