My setup is low-latency, since it implements SET_HWND for immediate reactions to incoming data. However, I have not done any latency tests, so I cannot comment on whether or not it is sub-ms.
(Note: This project will remain in beta until I rewrite the backend.)
That still sounds very good. Do you know if Zorro runs at that low latency in general (aside from your plugin)?
Also, there is no problem with sending limit orders to the BitMEX exchange? I read something about limit orders earlier in this thread but I could not understand the discussion.
