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Direct MessagesDate/Time: Sat, 04 May 2024 09:43:03 +0000
Is the DTC Server possibly adding a large latency in the market depth updates
View Count: 516
| [2020-07-20 08:12:35] |
| User442651 - Posts: 25 |
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As soon as a message is received by the stream I stamp the time with the client's clock. This is compared with the timestamp in the MarketDepthUpdateLevelFloatWithMilliseconds message. I am finding that there is consistently a latency of about 350ms: Message received at 2020-07-20 04:04:46.1515. Type: MarketDepthUpdateLevelFloatWithMilliseconds, Size: 29 Received market data for XBTUSD-BMEXT. Timestamp: 2020-07-20 04:04:45.7880, Client Timestamp: 2020-07-20 04:04:46.1512, Latency: 00:00:00.3632265 Message received at 2020-07-20 04:04:46.1836. Type: MarketDepthUpdateLevelFloatWithMilliseconds, Size: 29 Received market data for XBTUSD-BMEXT. Timestamp: 2020-07-20 04:04:45.8310, Client Timestamp: 2020-07-20 04:04:46.1834, Latency: 00:00:00.3524565 However, the ping round-trip time to bitmex.com is about 95ms. Is is possible that DTC server is creating a lag of about 300ms? |
| [2020-07-20 08:56:51] |
| User442651 - Posts: 25 |
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Btw, I am certainly hoping this is a problem on my end, or else the DTC Server will not be of use to me. My understanding was the DTC Server actually has sub-millisecond latency. Is this correct? |
| [2020-07-20 10:43:40] |
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The data is not coming directly from BitMex. So there is going to be an increased latency. But not as much as you are seeing.
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