how would you estimate your order in the exchange order book? The order of order events and acks is not deterministic or guaranteed. How could you write an algo to estimate accurately your position in the order queue? Note that when we send an order to exchange, we get acknowledgement back from exchange, followed by market data add order event for our order. At the same time, we will receive order events for other orders. The order of these is not guaranteed. The goal is to estimate our position in the order queue.
Subscribe to:
Post Comments (Atom)
-
In microsoft word, for paragraph formatting, you have this option: "Don't add space between paragraphs of the same style" Is t...
-
I use a form maybe 100 times a day. I can tab between the fields with no problem but most of the time I don't have to fill out the entir...
-
I'm trying to create a sort sort of semitransparent blur filter image that I can use over some backgrounds on a website. But Photoshop d...
No comments:
Post a Comment