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Re:How to lose $172,222 a second for 45 minutes by clearly on Tuesday October 22, 2013 @04:18AM (#6590408)
Yes- latency is a big issue for this type of trading system.
Re:How to lose $172,222 a second for 45 minutes by telephonetemp on Tuesday October 22, 2013 @04:27AM (#6590440)
Perhaps you could do consensus checking retrospectively? I.e., out of N supposedly identical servers a random one gets to make any given decision in real time but then a separate system goes back and compares all servers' results and stops their operation if there's divergence?
Re:How to lose $172,222 a second for 45 minutes by clearly on Tuesday October 22, 2013 @05:06AM (#6590568)
I guess, but it's more typical to do something like cap the total trading volume, position, risk limits etc. It's a more fundamental check on what you are doing.