@DegenQuant Why not handle all data in one thread, save to shared state and set flag (not necessarily on every tick), then busy wait in strat thread and query state
Research has been complete and the code has been open-sourced on github (see below)
Inter-Process:
- Async & busy-spin
Intra-Process:
- Async (single & multi thread)
(+ adjustable payload size)
Latencies in both time-to-send and time-to-receive
Results below π§΅
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