Todos os livros

Profissional

Apps Sobre Coach Entrar Começar a ler

Quantitative Finance · Glossário

O que é Incremental channel, snapshot channel?

Também chamado de: incremental channel · snapshot channel

Definition 16.3 Low-Latency Software · Capítulo 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.

Ler no capítulo →