리서치
인프라 밑단에서 쓴 노트
거래소에 연결하고 측정하며 알게 된 것을 기록해, 다음 팀이 같은 것을 다시 찾아 헤매지 않도록 합니다. 가격 예측도, 시그널도 없습니다.
Pay once, pay per order: where the time actually goes between you and a venue
A trading connector spends time in two very different ways. Some costs are paid once per connection; some are paid on every order. Mixing them is the most common reason latency work goes nowhere.
How we measure exchange latency, and what the two numbers mean
The Latency Monitor shows a connect time and a request time for every venue. Here is exactly how each is produced, why they are kept apart, and what you should not read into them.