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NORMALIZATION ALGORITHM FOR IMPROVING PERFORMANCE OF MODULES DEPENDING ON PRICE FEED CHANGES IN REAL-TIME TRANSACTIONAL TRADING SYSTEMS
NORMALIZATION ALGORITHM FOR IMPROVING PERFORMANCE OF MODULES DEPENDING ON PRICE FEED CHANGES IN REAL-TIME TRANSACTIONAL TRADING SYSTEMS
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机译:改进依赖于实时交易系统中价格变动的模块性能的归一化算法
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摘要
The paper describes a method of improving the performance of modules detecting stop, limit, margin call, and other feed based conditions on accounts with individual feed settings. It provides a way of eliminating repetitive re-calculation of bid and asks values for accounts with individual feed settings. This significantly increases the system performance and decreases time of system reaction to the met condition. The algorithm is very useful for large brokerages and other financial real-time systems.
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