Questions from Discord user @MisterG#6950

Questions are originally posted here: Discord Chat

  1. Where can i find the performance stats (time to market, round trip latency, execution engine processing time)?

  2. What information exchange protocols does Hummingbot use to communicate with the many exchanges? Is it FIX protocol, non-FIX? where can i find the Rules of Exchange?

  3. I also would love some feedback on the Pricing Models that Hummingbot uses e.g. Black Scholes

Hey there, it looks like you come from the fiat HFT world.

Crypto HFT is much less mature:

  • Exchange servers are mostly on AWS. Latency is important but measured in tenths of seconds.
  • Every exchange API is different. No industry momentum to adopt FIX.

Re: Black-Scholes, Hummingbot is a tool that helps you build crypto trading bots (think simple computer programs), not an options pricing model.