Date/Time: Sun, 22 Jul 2018 22:30:11 +0000
Post From: DTC Protocol
|AndrewAMD1 - Posts: 24|
I'm writing code in C++, and the variable binary encoding is a little tricky to implement compared to fixed-struct binary. I'm wondering if it's worth my time to implement my trading client in variable.
Are there any rule-of-thumb performance metrics? Obviously, size will vary, but how much can I expect bandwidth to shrink using variable? That is, what percentage of fixed message size is a typical variable size?