Feeder shall emit Exhausted event when timestamp of the received message is <x> seconds behind local time

petr-fedorov / oberon

Order Book Events ReconstructiON from empirical data

https://petr-fedorov.github.io/oberon/

GNU General Public License v2.0

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Closed petr-fedorov closed 3 years ago

petr-fedorov commented 3 years ago

i.e. the feed should be deemed exhausted when it starts delaying messages

petr-fedorov commented 3 years ago

It can't be done this way - sometimes just a single message is delayed while the others are delivered timely