研究
来自底层管道的笔记
我们在接入和测量各交易场所过程中的所得，记录下来，免得下一个团队再重复摸索一次。不做价格预测，不提供信号。
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.