A Boundary-First Benchmark for Low-Latency Crypto Trading Systems
Search "low-latency crypto trading framework," and you will find a lot of microsecond claims. Almost none of them tell you where the stopwatch started and where it stopped.
That omission is the whole game. "Sub-100µs" can mean the time from a network packet arriving at your NIC to an order acknowledgment coming back from the exchange, which would be extraordinary. It can also mean the time between two adjacent lines in a hot loop, which is a number you can manufacture at will. Both get written the same way in a README.
So before publishing anything about my framework’s speed, I wrote down the boundaries first and measured second. The result: on a laptop-class Intel Core i7-1360P, across five runs of 900 post-warm-up order cycles each, run-level median latency was 121.1–135.4 µs and run-level p99 was 434.8–662.0 µs.
Now, the part that matters more than the number.
What the...
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