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roq-trading / roq-issues

Issue tracker for Roq's software solutions.
https://roq-trading.com/
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[roq-ftx] Validate order-book checksum every period #57

Closed thraneh closed 2 years ago

thraneh commented 3 years ago

There is currently an option to validate order-books only on every N update (and skip validation for N-1 updates).

A suggestion is to validate based on time between the updates.

thraneh commented 2 years ago

This was never mentioned again. Closing for now.