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General Info
An application that reads market data from Binance livenet to execute BTC/USD trades on Binance testnet by utilizing websockets and Boost, accompanied by latency benchmarking and background logging.
The main thread utilizes two other threads to maintain the connections to the testnet and livenet. It cancels/shifts existing orders to follow the new pricing determined by the strategy.
Learning outcomes
- Benchmarking latencies, execution times with RDTSC
- Dealing with websockets and Binance’s API