high-frequency | high-frequency intertemporal arbitrage 高频跨期套利策略 | Cryptocurrency library

I think latency refers to execution "speed" when bounded by some time constant (this function cannot take more than X milliseconds to finish execution), but I don't really understand the different between both. Doesn't a faster function have a lower latency? Doesn't lowering the latency increases its speed? Doesn't those concepts imply each other?

I have tried reading definitions of both concepts but haven't really get it yet, so, in order to understand better the difference between both, could you provide a real-world problem where (and why):

• Trying to increase the speed of a solution increases its latency?
• Trying to reduce the latency of a solution decreases its speed?

Also, I have the feeling that both concepts are used with slightly different meanings in the world of networking and traditional "execution speed" (in high-frequency trading for example). Is that right?

A "dark mode" feature has been implemented on my Next.js application using React's Context api.

Everything works fine during development, however, Context provider-related problems have arisen on the built version — global states show as undefined and cannot be handled.

_app.tsx is wrapped with the ThemeProvider as such:

I have a Millikey Response Box with a 1 000 Hz sampling rate and a light sensor with a 10 000 Hz sampling rate. I would like to measure end-to-end response time from the moment of a button press to a change on the screen triggered by the button press in my C++ program. I'm struggling to understand how to do it.

My idea was that, ideally, I would have the button press create a keypress event that holds a timestamp of when it was created at a 1 000 Hz sampling rate. My C++ program would handle this event at its own frequency by recording the high-frequency timestamp and triggering the brightness change on the screen. Next, the light sensor would pick up the change and generate its own keypress event at a sampling rate of 10 000 Hz. At the next cycle, my C++ program would pick up this event and get the actual end-to-end time by comparing the two high-resolution timestamps.

Is this idea sensible? If yes, how can I implement it?

So far I used GLFW to capture keyboard events and to get the timestamp in the key callback, but as far as I understand, that is not exactly the time when the key was pressed.

I am sorry for this kind of newbie question, but it is quite hard for me. My MySQL table holds high-frequency stock prices. On each trading date, data starts from day 1 18:00 to day 2 17:00. I want to count the data occurrence for each trading day between the above trading hour. I know how to count for a single day just as following code

After playing with some "defect" scenarios with celery (Redis being a broker for whatever it worth) we came to understanding that there is effectively no sense in setting acks_late=true without simultaneous setting of task_reject_on_worker_lost=true because the task won't be rescheduled (again, in our tests) -- task stays in the "unacked" category forever.

At the same time everybody says that acks_late will make the task being subject for rescheduling on the same / another worker, so the question is: when does it happen?

The official docs say that

Note that the worker will acknowledge the message if the child process executing the task is terminated (either by the task calling sys.exit(), or by signal) even when acks_late is enabled. This behavior is intentional as…

• We don’t want to rerun tasks that forces the kernel to send a SIGSEGV (segmentation fault) or similar signals to the process.

• We assume that a system administrator deliberately killing the task does not want it to automatically restart.

• A task that allocates too much memory is in danger of triggering the kernel OOM killer, the same may happen again.

• A task that always fails when redelivered may cause a high-frequency message loop taking down the system.

If you really want a task to be redelivered in these scenarios you should consider enabling the task_reject_on_worker_lost setting.

What are possible examples of "something went wrong" that don't fall into the "worker terminated deliberately or due to a signal caught" category?

I'm tryng to develop an high-frequency message dispatching application and i'm observing for the behavior of the SDK about message reading from the ModuleClient connected to the edgeHub by using "MQTT on TCP Only" transport settings.

Seems that there is no way to read multiple messages at time (batch) from the edgeHub (I think is something related to the underlying protocol). So the result is that one must sequentially read a message, process it and give the ack to the hub.

Does exist a way to process multiple message at time without waiting for the processing of the previous? Is this "limitation" tied to the underlyng protocol?

I'm using Microsoft.Azure.Devices.Client 1.37.2 on a .NET Core 3.1 application deployed on Azure Kubernetes (AKS) by using Azure IoT Edge on Kubernetes workload.

Suppose I have the following dataframe (here in simplified version):

I'm trying to implement the functionality for emulating a Mifare One (1K/S50, ISO14443A) chip to be able to use a phone with NFC capability instead of a physical Mifare card or, if possible sending only the data to the reader.

I have this type of reader/writer: https://www.evelta.com/er302-high-frequency-nfc-writer-usb/

After looking around on forums, stackoverflow questions I found this article to be the best example:

https://medium.com/the-almanac/how-to-build-a-simple-smart-card-emulator-reader-for-android-7975fae4040f

I implemented the HCE part, run the program, and the reader beleives my phone is a Mifare chip, so far so good.

My problems:

• No matter what "standard" Authentication key I tried to use...it gives me Auth error. I read this question about Auth: Authentication failure for Mifare 1K NFC tag using ACR122U NFC reader, it works on a physical Mifare card...but I don't know how to set or get to know the keys for the emulated one.

• I don't get why this example emulates that exact Mifare chip type...even breakpoints don't work in the APDUService, but the reader detecting a Mifare cheap somehow.

After reading about it, I get I can't 100% emulate a physical card, so I have to send all the data I want in my APDU response with the service somehow (I beleive it's the transreceive part).

However I can't even authenticate.

I tried to look for other possible solutions:

• AndroidBeam: Android - Android p2p...sounds simple, relatively high-level API, but it's being deprecated, moreover it's not guaranted that the reader will even use Android...it might be a 'simple' USB reader hardware like the one I use.

• SecureElement: Ironically...it seems to be the most recommended, I read that 'yes, it's possible for mifare' and things like that, yet I couldn't find a good example of it and the official Google docs don't have any good example. I read that it's for "ISO/IEC 7816-4", but Mifare 1K is ISO14443A, so I'm a bit sceptic about this API.

• "Simply" sending the data to the reader: If I could just simply "push" the data out to the reader when it's reading the phone without complicating the matter or emulating anything...it would be great but I don't know if it's even possible. This whole NFC topic seems to be more and more complex.

So alltogether I only need to do one thing: taking the data and send it to the reader.

I realized it's a fairy tale like illusion to beleive it's as simple as it sounds, still, I hope there is a way to do it.

If I could send the data in it's own, without emulating Mifare or anything...after all what matters is that the data on the card, not the type of the chip, the more simple the solution will be, the better.

Sorry for possible English grammar mistakes.

My script ingests a real-time stream of high-frequency data.

Each row of data for a given timestamp has 7 possible parameters.

However, those 7 parameters may not come through on every single timestamp. For example: