Tuesday, March 14, 2017

Using a circular buffer to deal with slow exchange APIs

Using something like com.google.common.collect.EvictingQueue and only requesting the missing "tail" of your historical price data is much quicker for many broker APIs. This will help for brokers that sometimes return stale data and only supports polling i.e. you'd only poll for a limited amount of data.

In Clojure this would go something like this:

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