How can the issue of out of order client delta ticks be resolved in the context of cryptocurrency exchanges?

3 answers

• Djstover68Jan 11, 2025 · 10 months ago
  One possible solution to resolve the issue of out of order client delta ticks in cryptocurrency exchanges is to implement a timestamp-based ordering system. By assigning a timestamp to each tick received from the client, the exchange can ensure that ticks are processed in the correct order. This can be achieved by synchronizing the clocks of the client and the exchange server, or by using a trusted third-party time source. Additionally, implementing a robust error handling mechanism can help detect and handle any out of order ticks that may occur.
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• shivaraju sJan 13, 2021 · 5 years ago
  Dealing with out of order client delta ticks in cryptocurrency exchanges can be challenging, but there are a few strategies that can help. One approach is to use a message queue system, such as Kafka or RabbitMQ, to buffer and reorder the ticks before processing them. This can help ensure that the ticks are processed in the correct order, even if they arrive out of order. Another strategy is to implement a reconciliation process that periodically checks for any discrepancies between the client's ticks and the exchange's ticks, and resolves them accordingly. This can help maintain the integrity of the tick data and prevent any issues caused by out of order ticks.
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• Akshdeep SinghNov 07, 2021 · 4 years ago
  At BYDFi, we have successfully addressed the issue of out of order client delta ticks in our cryptocurrency exchange platform. We have implemented a sophisticated tick processing system that leverages advanced algorithms to detect and correct any out of order ticks. Our system uses a combination of timestamp-based ordering, message queueing, and reconciliation processes to ensure that ticks are processed accurately and in the correct order. This has greatly improved the reliability and accuracy of our tick data, providing a seamless trading experience for our users.
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