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Domain · Technical Depth

As an engineer on a trading platform, walk me through the constraints of building a low-latency order-execution system and why correctness under speed is so unforgiving here.

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The defining constraint is that latency is measured in microseconds and every one costs money — in market-making or arbitrage, being slower than a competitor means you get adversely selected on stale quotes.

The full answer: structure, worked example, likely follow-up.

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