cycle 2. Stage 4 (month 2), day 10:
My last refactoring despite improving system speed did not change anything.
When I miss opportunities, I miss them by several msecs. The optimization that I have introduced yesterday evening is at best shaving few uSecs.
I woke up this morning wondering where my system was spending time to miss book entires by mSecs... I started adding code to make measurements where I thought time was spent the most. I need to find msecs... If I don't find wasted Msecs, it means that my problem is on the network side.
Finally, I have discovered a good lead. A lead that even yesterday evening, I was even not suspecting it as a time drain... I am going to address this last point...
but now, it is 5 minutes from midnight concerning the possibility of doing free trading. I must be about 12K before my fee rates get downgraded. Tomorrow is the 1 month anniversary of my latest breakthrough that made my daily volume explode at over $100K per day. I am pretty sure that I am going to lose my current fee rate either tonight or no later than tomorrow.
From here, I see that I have 2 options... I still have 1 or 2 improvement ideas in my pocket but I feel like with the lost free trading capability, the potential of those ideas is pretty much limited... I may need to spend another week to develop those ideas for probably very limited result...
OR, I return to the idea that I got back when I was on stage 2 to port my system to other exchanges... Maybe there are more fertile environments out there for my system that I do not even suspect exist... I need to explore more in that direction... I lost sight of that option because I got blown away by the result that I was having with my first and only exchange...
The situation has drastically changed... I need to reconsider the strategy to adopt...
My last refactoring despite improving system speed did not change anything.
When I miss opportunities, I miss them by several msecs. The optimization that I have introduced yesterday evening is at best shaving few uSecs.
I woke up this morning wondering where my system was spending time to miss book entires by mSecs... I started adding code to make measurements where I thought time was spent the most. I need to find msecs... If I don't find wasted Msecs, it means that my problem is on the network side.
Finally, I have discovered a good lead. A lead that even yesterday evening, I was even not suspecting it as a time drain... I am going to address this last point...
but now, it is 5 minutes from midnight concerning the possibility of doing free trading. I must be about 12K before my fee rates get downgraded. Tomorrow is the 1 month anniversary of my latest breakthrough that made my daily volume explode at over $100K per day. I am pretty sure that I am going to lose my current fee rate either tonight or no later than tomorrow.
From here, I see that I have 2 options... I still have 1 or 2 improvement ideas in my pocket but I feel like with the lost free trading capability, the potential of those ideas is pretty much limited... I may need to spend another week to develop those ideas for probably very limited result...
OR, I return to the idea that I got back when I was on stage 2 to port my system to other exchanges... Maybe there are more fertile environments out there for my system that I do not even suspect exist... I need to explore more in that direction... I lost sight of that option because I got blown away by the result that I was having with my first and only exchange...
The situation has drastically changed... I need to reconsider the strategy to adopt...
