Re:A software change allowed FTX to use client money
by anonymoushn on Wednesday December 14, 2022 @08:07AM
(#33982929)
Even if you have special access, if you need 40ms (500ms p999) to compute a square root, you're not gonna be able to make worthwhile decisions on the basis of this access
[ Parent
| on HN ]
Re:A software change allowed FTX to use client money
by Godel_unicode on Wednesday December 14, 2022 @09:56AM
(#33984262)
Those times are wildly inaccurate on modern hardware with modern python, fwiw.
Re:A software change allowed FTX to use client money
by anonymoushn on Wednesday December 14, 2022 @09:59AM
(#33984289)
These are our observed latencies for their risk checks after sending millions of orders per day for months at a time (which doesn't sound like much, and isn't much, but is the entire order rate that they gave us while we were doing 0.5% of the maker volume on their exchange).
Re:A software change allowed FTX to use client money
by Godel_unicode on Wednesday December 14, 2022 @08:22PM
(#33993700)
So it’s not, as you previously stated, the time to compute a square root?
Re:A software change allowed FTX to use client money
by anonymoushn on Wednesday December 14, 2022 @08:32PM
(#33993798)
That seemed to be the most computationally demanding portion of their public documentation of the formulas involved
Re:A software change allowed FTX to use client money
by Godel_unicode on Thursday December 15, 2022 @08:51PM
(#34008569)
You’re stating confidently that python is orders of magnitude slower than it actually is because of some pseudo code, which you haven’t seen implemented, and you called into across a network link?
…do you see the problem?