[Trader's Handbook] Draft articles, "out of pocket" discussions - page 32

 

It's simple, before the fall the bitcoin did not grow much, no one wanted to pump further, so as not to be a fool, and then the news came along and many people lost money on panic.

After the pampers bought up, the news was just like a catalyst.

 
sanyooooook:

It's simple, before the fall the bitcoin did not grow much, no one wanted to pump further so as not to be a fool, and then the news came along and many people lost on panic, just on panic.

After the pampers bought up, the news was just like a catalyst.

Now the one-minute chart of the bitcoin can be used to test "bounce" advisers for "swanning" - if it withstands the "crisis of October 2" or even takes profit, it means pro... :)
 

The article has what I asked in the beginning: the life cycle of an order from the press of a button by a trader to its execution on the exchange

The order is as follows: <br / translate="no">
  1. In the matching engine, an opportunity is formed
  2. The matching engine sends a notification to the feed provider
  3. The feed engine transmits this information to all participants via multicast
  4. The client evaluates the situation and responds with a request
  5. The gateway receives the request and sends it to the matching engine
  6. The matching engine executes the first received bid and the transaction is considered completed


http://habrahabr.ru/post/163371/


The gateway receives the order and the matching engine executes the first received order and considers the deal as done:

Forum on trading, automated trading systems and trading strategy testing

[Trader's Handbook] Draft articles, "out of pocket" discussions

hrenfx, 2013.06.03 14:13

Honestly, I'm not interested in talking about exchanges at all. From an algorithmic point of view there is relatively primitive.

I think I've covered everything about the stock market and exchange prices. The life cycle of the order on the exchange is very simple. No schemes are needed here.

Imagine that you are a broker. Then imagine that you are the stock exchange. What actions you will do when a trade order is received.

Everything here is so elementary that it is even difficult to understand what to tell.

Check for the correctness of the trade order. If it is not correct, it is rejected. Correct - it has been placed in the glass. It is necessary to correct Ask <= Bid - it has been corrected. I have written it.


Высокочастотный трейдинг (HFT) с использованием FPGA
Высокочастотный трейдинг (HFT) с использованием FPGA
  • habrahabr.ru
Данная статья рассказывает о разработке узкоспециализированного аппаратного устройства для целей HFT. Его специализация направлена на достижение минимально возможных временных задержек для обработки рыночных данных и, следовательно, на уменьшение времени раунд-трипа при осуществлении сделок. Реализация, описанная в этой работе, осуществляет...
 
papaklass:
So what's the pretence or ignorance? What did he write that is inconsistent with the statement you gave?

I asked him a question and he said it was simple and there was no point in discussing it.

but I think once you start, once you say I know, you're welcome to answer the question.

I did not like his answer, that everything is simple, you can only say there if you do not know how it is.

Never mind about that.

 
sanyooooook:

I asked him a question and he said it was simple and there was no point in discussing it.

but I think once you start, once you say I know, you're welcome to answer the question.

I did not like his answer, that everything is simple, you can only say there if you do not know how it is in reality.

Can I ask what the question was? I glanced at the article, it mainly describes the data transmission, was it really necessary to describe the movement of electrons along the wires from the trader's button to some device?
 
sion:
May I ask what was the question?

Here's a question you asked here:

Forum on trading, automated trading systems and trading strategy testing

[Trader's Handbook] Draft articles, "out of pocket" discussions

sanyooooook, 2013.05.31 13:48

let's make a change then I have a question for you:

I am interested in the life cycle of an order from the time the trader presses the buy/sell button to its execution and getting into the table of all trades (I use Quick TVS from there)

SZY: i.e. what instances (algorithms, blocks or whatever they are called) it goes through



It was enough to give the scheme.

 
sion:
...Did you really have to write down the movement of electrons along the wires from the trader's button to some device out there?

Well, writing that everything is simple and there is no point in explaining it is not right either.

 
sanyooooook:

it was enough to give a diagram.

Did you find this diagram? Can you show it to me?
 
sanyooooook:

Well, it's not right to write that it's all simple and there's no point in explaining it either.

I do not remember that he was engaged in the exchange, to give you detailed answers to every detail. And what do you want to achieve now from someone who is not even registered on this forum).

And in general, the ban for reposting his posts, selectively or something works =).

 
sion:
Did you find this diagram? Can you show it to me?
get off
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