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Author Topic: New Trading Engine reaches 300k TPS in first tests  (Read 2819 times)
runeks
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June 12, 2013, 01:17:04 PM
Last edit: June 12, 2013, 01:28:13 PM by runeks
 #21

What time zone is that?

Also, I just realized I'm using the BTCUSD feed. So I'm not counting trades in currencies other than USD. I'll see if I can correct that.

EDIT: Which feed are you using? The feed

https://data.mtgox.com/api/1/BTCUSD/trades?since=1371042292857025

Gives me this for 13:04:53 UTC ("date" = 1371042293):

Code:
2013-06-12 13:04:53 110.0257 0.01 (tid: 1371042293021786)
2013-06-12 13:04:53 110.0257 0.01 (tid: 1371042293053245)
2013-06-12 13:04:53 110.0257 0.01 (tid: 1371042293085150)
2013-06-12 13:04:53 110.0257 0.01 (tid: 1371042293115210)
2013-06-12 13:04:53 110.0257 0.01 (tid: 1371042293144788)
2013-06-12 13:04:53 110.0257 0.01 (tid: 1371042293173219)
2013-06-12 13:04:53 110.0257 0.01 (tid: 1371042293201979)
2013-06-12 13:04:53 110.0257 0.01 (tid: 1371042293235885)
2013-06-12 13:04:53 110.0257 0.01 (tid: 1371042293264817)
2013-06-12 13:04:53 110.0257 0.01 (tid: 1371042293292672)
2013-06-12 13:04:53 110.0257 0.01 (tid: 1371042293321157)
2013-06-12 13:04:53 110.0257 0.01 (tid: 1371042293349655)
2013-06-12 13:04:53 110.0257 0.01 (tid: 1371042293377220)
2013-06-12 13:04:53 110.0257 0.01 (tid: 1371042293406493)
2013-06-12 13:04:53 110.0257 0.01 (tid: 1371042293434023)
2013-06-12 13:04:53 110.0257 0.01 (tid: 1371042293461087)
2013-06-12 13:04:53 110.0257 0.01 (tid: 1371042293488903)
2013-06-12 13:04:53 110.0257 0.01 (tid: 1371042293516575)
2013-06-12 13:04:53 110.0257 0.01 (tid: 1371042293542567)
2013-06-12 13:04:53 110.0257 0.01 (tid: 1371042293571294)
2013-06-12 13:04:53 110.0257 0.01 (tid: 1371042293597826)
2013-06-12 13:04:53 110.02067 0.0201 (tid: 1371042293652055)
2013-06-12 13:04:53 110 3.3287 (tid: 1371042293687396)
monsterer
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June 12, 2013, 01:33:13 PM
 #22

What time zone is that?

Also, I just realized I'm using the BTCUSD feed. So I'm not counting trades in currencies other than USD. I'll see if I can correct that.

EDIT: Which feed are you using? The feed

I was just watching http://bitcoin.clarkmoody.com/, when I saw those trades appear on the right. Time-zone is GMT, and it's USD.

Cheers, Paul.
runeks
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June 12, 2013, 01:40:39 PM
 #23

Well, I can't really explain that. Mt. Gox' own REST API says only 23 trades happened in that second.

And I had my Websocket script running as well, and the log also agrees with 23 trades in that second:

Code:
15:04:52 110.0257 0.01 (110.39)
15:04:53 110.0257 0.01 (110.39)
15:04:53 110.0257 0.01 (110.39)
15:04:53 110.0257 0.01 (110.39)
15:04:53 110.0257 0.01 (110.39)
15:04:53 110.0257 0.01 (110.39)
15:04:53 110.0257 0.01 (110.39)
15:04:53 110.0257 0.01 (110.39)
15:04:53 110.0257 0.01 (110.39)
15:04:53 110.0257 0.01 (110.39)
15:04:53 110.0257 0.01 (110.39)
15:04:53 110.0257 0.01 (110.39)
15:04:53 110.0257 0.01 (110.39)
15:04:53 110.0257 0.01 (110.39)
15:04:53 110.0257 0.01 (110.39)
15:04:53 110.0257 0.01 (110.39)
15:04:53 110.0257 0.01 (110.39)
15:04:53 110.0257 0.01 (110.39)
15:04:53 110.0257 0.01 (110.39)
15:04:53 110.0257 0.01 (110.39)
15:04:53 110.0257 0.01 (110.39)
15:04:53 110.0257 0.01 (110.39)
15:04:53 110.02067 0.0201 (110.39)
15:04:53 110.0 3.3287 (110.38)
15:04:55 110.0 0.01 (110.38)
netrikare
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September 26, 2013, 11:18:35 PM
 #24

Vladimir, when are you launching the exchange?

Here is how LMAX exchange measures latency http://www.lmax.com/popup-how-we-measure-trade-latency What are your numbers with an average mtgox-sized orderbook?
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