Cycle 22 (v2 cycle #4), day 1:
Another big day today and yesterday.
I have tried to change my threads scheduling from regular to real-time to the give my server VIP access to the CPU. I have found out that it is not possible because my server is in a virtualization container.
I am considering upgrading my hosting plan from a VM to a dedicated server but before taking this decision, I need to have more insight about by how much time I am frontrunned. My reaction time is about 2ms. With a dedicated server I'm confident that I can reach a time below 1ms... but if I am frontrunned by 5ms+, my issue isn't software. It is latency and I'll need move my server closer to the exchange to fix that. Honestly if this is what needs to be done, I don't know at what door I can knock at to receive help but if it is what needs to be done, so be it...
New code, with new instrumentation to get the answer that I am looking for is baked in and is running since this afternoon.
Right now, my main issue is that the server is trading so much that I am getting overwhelmed with logs to review... I guess we could call that a high quality problem...
However not all the latest trades were good. With all the recent changes, I did introduce some regression and this has caused some bad trades. Fortunately, I have found what it is and I have patched the problems.
I think my 30 days trading volume is now close to $86K... I'm very close to the next lower fee level at $100K. I expect this to flood my system with even more trades... 1 year to get to $50K volume. 1 Month to double it... That is a prime example of the snowball effect...
Another big day today and yesterday.
I have tried to change my threads scheduling from regular to real-time to the give my server VIP access to the CPU. I have found out that it is not possible because my server is in a virtualization container.
I am considering upgrading my hosting plan from a VM to a dedicated server but before taking this decision, I need to have more insight about by how much time I am frontrunned. My reaction time is about 2ms. With a dedicated server I'm confident that I can reach a time below 1ms... but if I am frontrunned by 5ms+, my issue isn't software. It is latency and I'll need move my server closer to the exchange to fix that. Honestly if this is what needs to be done, I don't know at what door I can knock at to receive help but if it is what needs to be done, so be it...
New code, with new instrumentation to get the answer that I am looking for is baked in and is running since this afternoon.
Right now, my main issue is that the server is trading so much that I am getting overwhelmed with logs to review... I guess we could call that a high quality problem...
However not all the latest trades were good. With all the recent changes, I did introduce some regression and this has caused some bad trades. Fortunately, I have found what it is and I have patched the problems.
I think my 30 days trading volume is now close to $86K... I'm very close to the next lower fee level at $100K. I expect this to flood my system with even more trades... 1 year to get to $50K volume. 1 Month to double it... That is a prime example of the snowball effect...
