Packet Reordering describes the network phenomenon where data packets transmitted sequentially from a source arrive at their destination in an altered, non-sequential order. This is a common characteristic of best-effort, distributed crypto networks.
Mechanism
This arises from various network conditions, including dynamic routing decisions where packets take different paths, load balancing across multiple network devices, or transient congestion that causes varying delays for individual packets. Each packet’s journey is independent, leading to out-of-order arrival despite being part of the same data stream.
Methodology
While higher-level protocols typically handle reordering, mitigating its impact in latency-sensitive crypto applications requires specific architectural considerations. This includes implementing efficient buffering and resequencing mechanisms at the receiving end to restore original order before data processing. Maintaining strict temporal order is critical for accurate, real-time market data processing and preventing execution errors in high-frequency trading algorithms.
Quote filtering systems diligently correct market data gaps and reorder out-of-sequence packets, preserving the accurate market state for superior execution.
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