imbalanced

[imbalanced @imbalanced_flow]

The Goal and The Method.

[imbalanced @imbalanced_flow]

@HullCharley @Passes Spoiled nepo baby piece of shit.

[imbalanced @imbalanced_flow]

@DeepDishEnjoyer Was told I was hiring Alexander Wang the IMO gold medalist to run my AI lab but I got Alexandr Wang the yapper?

[imbalanced @imbalanced_flow]

@systematicls Someone else wrote about this recently and speculated that’s why they develop the “it’s not just X, it’s Y” speech pattern among others.

[imbalanced @imbalanced_flow]

@Xenoimpulse Never. American politics is frozen by polarization. We’ve lost our uniparty that pandered to the plebs but made logical technocratic decisions. Now it’s populism, and people are stupid. Do Xi and the Politburo ask what the plebs want? They bulldoze them and build the empire.

[imbalanced @imbalanced_flow]

Reminds of JS, the new packet is exiting the FPGA NIC at the same time the old one is still entering and being processed.

[SK @StepOneAi]

高频做市基建二下单和风控

聊完服务器层面，说下单。
下单层踩过最大的坑是以为下单就是发请求。其实不是的。下单是一个完整的链路，从策略决定报价到交易所确认成交，中间每一环都有延迟，每一环都可能出事。

我们现在的架构底线：
第一，核心报价走 WS，不用 REST。REST 是给你查余额用的，不是给你抢单的。哪怕是批量下单，也必须走 WS。利用本地 buffer 把这一次需要下单和撤单的指令打包存好，然后一次性 flush 出去，速度比走 REST 快得多。
第二，API 限流（Rate Limit）的硬隔离。不做市可能不知道，交易所的限流分两种情况：锁 API Key 和锁 IP。这两者的解决方案完全不一样。如果交易所是锁 API Key，用基础的令牌桶（Token Bucket）就可以了，给每个服务分配额度，防止一个策略抽风把 token 跑满导致全家卡死。但如果是锁 IP，光靠基础令牌桶就不管用了，你必须在底层建一个 IP 桶（IP Pool），一旦触及阈值立刻做动态切换。
第三，执行 p50 控制在 30us 以内。什么概念？从策略发出指令到网卡把包推出去，中间不超过30微秒。超过这个数，你的单子在盘面上就是慢的。
第四，网络分离。策略的发单绑定 EIP 发送订单组，这跟接收行情的 ENI 必须分开。不然遇到极端大行情，海量数据瞬间把带宽打满，你的撤单指令根本挤不出去，只能看着单子被吃。

再说风控。
风控和策略一定要分开。
我们的做法：行情延迟超过阈值（比如 500 毫秒），直接熔断不下单，并且立刻撤单。
为什么？不仅是因为“信息过期”500ms 的延迟意味着交易所服务器本身丢包或者通道严重卡顿。这个时候，交易所内部大概率已经发生了撮合，只是数据包还没推给你。如果你继续按手里的残影去强行定价，算出来的价格必然是错的，挂出去就是坏价。所以这种时候不仅不能挂单，还要立刻撤单防守。这不是策略问题，是底线风控问题。
Kill switch 单独管理最大回撤，和策略层完全解耦。策略层管赚钱，风控管别亏死。两个不能混在一起写，因为策略出 bug 的时候，你得能一键拔掉，而不是去策略代码里找开关。

[imbalanced @imbalanced_flow]

@SVcrazycatlady @Wambulogy Moron.

[imbalanced @imbalanced_flow]

@crypto_condom @laurashin @lindaxie This is a good point, these people are deeply stupid.

[imbalanced @imbalanced_flow]

It is the age of acquiescence. The plebs have lost the language necessary to frame this. They think of themselves as a rung on a meritocratic ladder, able to affect change only by climbing. Elites have cybernetic means of control that will never be usurped and feel no shame.

[The Intellectualist @highbrow_nobrow]

The U.S. has worse wealth distribution than pre-revolutionary France.

[imbalanced @imbalanced_flow]

@orrdavid He’s a paid propagandist.

[imbalanced @imbalanced_flow]

@kirancodes Formal verification is unironically blowing up.

[imbalanced @imbalanced_flow]

@mathieutrades @tradertheory Respect. Good luck in the trenches.

[Boyd @0xBOYD]

Twelve years ago an Adult Swim sketch on Cartoon Network accurately predicted the future of programming.

[imbalanced @imbalanced_flow]

Smart people will resists AI the most. Their self worth is built on their ability to think and to know.

[imbalanced @imbalanced_flow]

@mathieutrades @tradertheory There are no day traders for whom it is an actual career. Day traders have no edge. There are some monkeys for whom the coin keeps landing on heads. But the tails is coming for them and they’ll learn.

[imbalanced @imbalanced_flow]

@DeepDishEnjoyer “So what did you build honey?”
“Build?”

[imbalanced @imbalanced_flow]

It’s already begun but this next year will mark the real transition from thinking the models produce slop, to internalizing that actually people do. Researchers will increasingly ruthlessly compare outputs and find humans severely lacking.

[imbalanced @imbalanced_flow]

@buccocapital @CliffordSosin None of your friends could score above a 10% on humanity’s last exam. The models have gone from 2% to 60%. It’s true humans still have quite a bit the models do not. But in the years to come we are going to increasingly face the uncomfortable truth that humans are slop.

[imbalanced @imbalanced_flow]

@ryyry90 @America1stWorks @creation247 AI generated propaganda is now a regular part of the content stream. We’re so fucking cooked.

[imbalanced @imbalanced_flow]

@sadvalueinvestr The assassin was Nate Anderson until Hindenburg wound down.

[imbalanced @imbalanced_flow]

Will the Chinese educate the self-interested Americans about the greater good?

[orph @orphcorp]

Kimi employee btw