pack more market events in a single packet to improve throughput

robaho / go-trader

financial exchange written in Go, designed for algorithmic trading tests

GNU General Public License v3.0

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pack more market events in a single packet to improve throughput #3

Closed robaho closed 5 years ago

robaho commented 5 years ago

using the market maker stress tests, the number of packets per second is upwards of 150k, which includes both client/server commands and market data multicast packets