avoid platform lag due to surge events by temporarily aggregating data into 100 msec chunks

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Jan123
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Joined: Tue Apr 20, 2021 2:28 pm
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avoid platform lag due to surge events by temporarily aggregating data into 100 msec chunks

Post by Jan123 » Fri Apr 30, 2021 4:13 pm

Currently when there is too much data coming in (lets say due to an unforeseen market event) the platform starts lagging behind and even freezing (depending on your computer). It is nice that the lag is communicated in the upper left corner of the chart. 

It would be nice, if bookmap could instead be configured to "skip" data temporarily, for example changes in the order book that are many levels away could be skipped, or the book could just be updated every 100 msec instead of trying to catch up with every single order. Once the surge is over, the correct data could be back filled.