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maryhualabs
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Oct 30, 2024
cmd/tradeclient/loadtest/loadtest.go
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| responseTime := time.Now() | ||
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| localArrival := responseTime | ||
| latency := localArrival.Sub(sentTime) |
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this latency doesn't seem to be the time from sending the order to the execution report coming back. The flow is asynchronous. After the order is submitted, we need to capture its final response message (i.e. execution report when the order is either filled or cancelled) from the FIX log and check the time spent to fill the order.
| mu.Unlock() | ||
| }(i) | ||
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| time.Sleep(time.Second / time.Duration(cfg.OrdersPerSecond)) |
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Could the cadence be dynamic during a day or even 2 days?
maryhualabs
reviewed
Nov 7, 2024
maryhualabs
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maryhualabs
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Are you going to push the change to the public repo?
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