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:
Thank you very much!
The RFA APIs are content-neutral and we don't generally recommend one threading model over another for specific exchanges or asset types etc.
It would be difficult for us to recommend a specific threading configuration without performing extensive testing using your 3k symbols, hardware and network, what processing you do with the payload once received etc - as all these factors can affect the performance and would be outside the scope of this Q&A Forum.
Generally speaking the threadModel : Single is normally recommended for lower latency - vs Dual for higher throughput.