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A comment on C++ patterns for low-latency applications including high-frequency trading. Parent comment

Re:C++ patterns for low-latency applications including high-... by affyboi on Tuesday July 09, 2024 @06:03PM (#40921719)
How would that work? Would you randomly select a single order posted, go by market participant (like randomly select some entities that posted a trade in this window), and would you allow prices to move during this window?
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