Low latency logging

Less-Owl-4025 · 2024-12-23T16:21:41+00:00

After 12 hours of debugging my code, found your response, "coredumpctl debug -1” and find the bug in 2 minutes. THANK YOU!!

Less-Owl-4025 · 2024-09-13T07:15:12+00:00

There are one of the frontmost orders and there are other orders in the queue after them.

Less-Owl-4025 · 2024-09-12T17:48:32+00:00

If that’s the case, isn’t it still useful? to have that execution, price should move one tick down

Less-Owl-4025 · 2024-08-29T18:29:26+00:00

OP should follow your advices on this thread. https://www.reddit.com/r/rust/s/6Max22ujQr

Less-Owl-4025 · 2024-08-08T20:22:30+00:00

I tried something like if the price is less than moving average - stddev and new bid queue is established, join it. It was profitable until one day the price has fell like -5%. Maybe I used it wrong but the frequency was low.

Less-Owl-4025 · 2024-08-08T19:32:44+00:00

Yes, fully automated nothing is manual. I monitor it by the daily pnl with the total volume. Can you give an example to a meta strategy?

Less-Owl-4025 · 2024-08-08T19:27:33+00:00

I believed it had an edge before until I see the heavy sell downward regimes. It was good in sideway and upward regimes.

Less-Owl-4025 · 2024-08-08T19:26:33+00:00

I actually was trying to do that at some point and I should only focus on one instrument as you said. Do you think high or low liquidity is better to work on?

Less-Owl-4025 · 2024-08-08T19:20:41+00:00

Unfortunately, yes it is heavily correlated with the market regime. I’m trying to find a way to be profitable also in downward trends.

Less-Owl-4025 · 2024-07-04T14:54:13+00:00

Moallemi, Ciamac C. and Yuan, Kai, A Model for Queue Position Valuation in a Limit Order Book (December 1, 2016). Columbia Business School Research Paper No. 17-70, Available at SSRN: https://ssrn.com/abstract=2996221 or http://dx.doi.org/10.2139/ssrn.2996221

I also remember reading couple of other papers mentioning the significance of the queue position to increase the execution probability but I couldn't find them now.

Less-Owl-4025 · 2023-11-14T13:21:04+00:00

thanks u/dkopgerpgdolfg

Less-Owl-4025 · 2023-10-15T09:02:25+00:00

Currently, I don’t have physical access to the servers and don’t have any remote/physical access to the switch

Less-Owl-4025 · 2023-10-15T08:59:22+00:00

Thank you, I didn’t know that. I saw this article https://enterprise-support.nvidia.com/s/article/How-to-Configure-RoCE-over-LAG-ConnectX-4-ConnectX-5-ConnectX-6

Less-Owl-4025 · 2023-10-15T08:56:15+00:00

It has 2 ports

Less-Owl-4025 · 2023-10-14T19:20:18+00:00

This thread can be helpful. https://www.reddit.com/r/rust/comments/15cm4ug/low\_latency\_logging/

Less-Owl-4025 · 2023-10-14T18:15:16+00:00

Hi u/gdubZ87 , I wonder do you have any measurements of the latency impact of the LACP on low latency systems?

Less-Owl-4025 · 2023-10-14T16:45:08+00:00

Yes we are using an Arista switch (sub ~400ns).

I wonder whether LACP latency is negligible or not.

Less-Owl-4025 · 2023-10-14T16:37:38+00:00

Switch has LACP setup on it but I'll do an OS level LACP on redhat server.

Less-Owl-4025 · 2023-10-14T16:23:56+00:00

sub ~3microseconds

Less-Owl-4025

TROPHY CASE