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Quantitative Finance · Glossaire

Qu'est-ce que « Line arbitration » ?

Definition 16.4 Low-Latency Software · Chapitre 16 — Protocols II: Binary Exchange Protocols

Line arbitration merges the identical packets of redundant feed lines (One Quant Book 10, chapter 26) into one stream: each sequence number is processed from whichever line delivers it first and discarded when the other line delivers it again, and a gap is declared only when a later sequence number arrives before any line has delivered the missing ones.

Gaps on each line and on the arbitrated stream over 60 seconds of the simulator’s feed (about 32 000 packets), with 0.1% independent loss per line, Gilbert–Elliott bursts, and outages of 60 milliseconds on each line overlapping by 25. Each mark is one gap. Data: fig_gaps.py (deterministic: the simulator is seeded).
Figure 16.2. Gaps on each line and on the arbitrated stream over 60 seconds of the simulator’s feed (about 32 000 packets), with 0.1% independent loss per line, Gilbert–Elliott bursts, and outages of 60 milliseconds on each line overlapping by 25. Each mark is one gap. Data: fig_gaps.py (deterministic: the simulator is seeded).
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