[Gllug] Imposing a delay in a pipeline

[- Tethys]

On Tue, Apr 13, 2010 at 5:34 PM, John G Walker
<johngeoffreywalker at yahoo.co.uk> wrote:

> If you explained a bit more what you want to use this for then maybe
> someone could use a bit of lateral thinking to solve your problem,

It's a feed of time-sensitive price information for high frequency
trading. That information is obviously extremely valuable, and becomes
progressively less valuable, the more out of date it is. So I want to
be able to configure a delay, the magnitude of the delay depending on
how much the consumer of the feed is paying.

The data is in the form of lines of ASCII text. At busy times, we're
talking about thousands of lines per second. The incoming data is
fairly continuous, but I might be able to tolerate quantizing the data
for output so we output a bunch of lines once per second, for example.

Tet

-- 
“It seems intuitively obvious to me, which means that it might be
wrong.” -- Chris Torek
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