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Quantitative Finance · Glossary

What is Stale-book flag, recovery latency?

Also known as: stale-book flag · recovery latency

Definition 18.2 Low-Latency Software · Chapter 18 — The Feed Handler

The stale-book flag is the handler’s public statement that the book built from its events may differ from the venue’s, raised when a gap is detected and lowered when it is closed. The recovery latency of a gap is the time from its detection to the moment the book is correct again: the other line’s delay, a retransmission round trip, or the wait for and the loading of a snapshot.

A simulated minute from the open. Top: messages published per 100 ms, sixteen times busier at the open than at midday. Bottom: the gaps that the other line could not fill, with the retransmission server (each closed within 3\, m s: a tick) and with snapshot recovery only (a snapshot a second: a bar from detection to recovery); the 4 224 gaps filled by the other line are too short to draw. Data: fig_stale.py (deterministic: the simulator and the handler are).
Figure 18.2. A simulated minute from the open. Top: messages published per 100 ms, sixteen times busier at the open than at midday. Bottom: the gaps that the other line could not fill, with the retransmission server (each closed within 3 ms3\,\mathrm{m}\mathrm{s}: a tick) and with snapshot recovery only (a snapshot a second: a bar from detection to recovery); the 4 224 gaps filled by the other line are too short to draw. Data: fig_stale.py (deterministic: the simulator and the handler are).
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