[Gllug] Imposing a delay in a pipeline

- Tethys tethys at gmail.com
Tue Apr 13 17:30:13 UTC 2010

On Tue, Apr 13, 2010 at 6:14 PM, Richard Jones <rich at annexia.org> wrote:

> This is more complex than it seems.
> I had a go at coding this up in Perl using nonblocking reads,
> select(2), and timestamping each message as it comes in.  Well I got
> bored and gave up :-(  But you'll need all of that, and non-blocking
> writes, and an expandable buffer of messages (what if the write side
> blocks?)

Yes, I know, that's why I was asking if anyone else had already done
it. If I have to write it myself, it'll be in C.

> Since this is for delaying trades, isn't there a legal requirement to
> get this right?  Maybe look at a real messaging system ...

Fortunately, no. This isn't something the FSA (currently) regulates.


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