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sloppa
sloppa
lol no its not
lol no its not
dispatch time as it hits the network card to the time the price_change shows a delta in volume equal to my order
dispatch time as it hits the network card to the time the price_change shows a delta in volume equal to my order
so what, corerelation with how bunched up events are... in 2s?
so what, corerelation with how bunched up events are... in 2s?
mm yeah fair point
mm yeah fair point
for this i have no signal, just literally probing the exchange on a timer
for this i have no signal, just literally probing the exchange on a timer
obv im looking at exchange timestamp not rx timestamp to bucket these
obv im looking at exchange timestamp not rx timestamp to bucket these
like the number of price_change events in the surrounding time
like the number of price_change events in the surrounding time
yeah but... the busyness of the actual market is not correlated with the spikes
yeah but... the busyness of the actual market is not correlated with the spikes
but also im not asking for a fix. just if theres any correlation anyones noticed with ANYTHING so i can actually backtest properly instead of guessing
but also im not asking for a fix. just if theres any correlation anyones noticed with ANYTHING so i can actually backtest properly instead of guessing
yeah btc5m
yeah btc5m
naturally
naturally
surely aeron has a something to say about skill issues? im upset by the lack of response but fr i want actual answers
surely aeron has a something to say about skill issues? im upset by the lack of response but fr i want actual answers
bois i got problems. my orders are taking up a mean of 290ms to appear on the book but theres a fat freaking tail out to 1.6 SECONDS. seems completely uncorrelated with the busyness of the market im actually shooting into. anyone know what it IS correlated with?
bois i got problems. my orders are taking up a mean of 290ms to appear on the book but theres a fat freaking tail out to 1.6 SECONDS. seems completely uncorrelated with the busyness of the market im actually shooting into. anyone know what it IS correlated with?