We have a single-threaded feed application (same as rmdstestclient) that is currently experiencing huge latency when subscribing to ~3k Shenzhen symbols.
We were looking into the possibility that our app is a slow consumer, and that we may need to perform some changes on our end.
We believe that the single-threaded model should be ok for the said amount of subscriptions, but is there any recommendation on what threading model should be used per market?
Is there any difference between the Shenzhen market and the other markets in terms of:
- Threading configuration required?
- Volume of Data?
- Manner by which the data was sent?
Thank you very much!