Semua buku

Profesional

Aplikasi Tentang Pelatih Masuk Mulai membaca

Quantitative Finance · Glosarium

Apa itu Incremental channel, snapshot channel?

Dikenal juga sebagai: incremental channel · snapshot channel

Definition 16.3 Low-Latency Software · Bab 16 — Protocols II: Binary Exchange Protocols

An incremental channel carries the feed’s messages, each a change to the book, in sequence. A snapshot channel publishes, at a regular interval, the full state of each instrument’s book together with the incremental sequence number it reflects, so that a receiver that has lost messages, or just started, can rebuild the book without replaying the day.

Baca dalam konteks →