Follow-up signal synchronization mechanism: Wmax Tell you which is more reliable, timestamp or event-driven

Follow-up signal synchronization mechanism: Wmax Tell you which is more reliable, timestamp or event-driven

In copy trading, the reliability of signal synchronization directly determines the success or failure of the transaction - even a millisecond delay, a tiny signal omission or repetition, may cause the follower's income to deviate from that of the signal source, or even lead to losses. The current industry's mainstream copy signal synchronization logic is mainly divided into two types: timestamp-based synchronization and event-driven synchronization. Both have their own advantages and disadvantages and are suitable for different trading scenarios. As a platform deeply engaged in the optimization of trading technology, Wmax breaks out of the “either/or” choice dilemma and innovatively adopts the “event + timestamp double verification” mechanism to fundamentally solve the pain points of duplicate orders and missed orders. At the same time, it supports reliability through measured data and provides stable and efficient signal synchronization guarantee for copy traders. This article will make an in-depth comparison of the two synchronization logics, dismantle the core advantages of the Wmax double verification mechanism, publish measured performance indicators, and help traders understand the core logic of follow-up signal synchronization.

1. Core comparison: timestamp synchronization vs event-driven synchronization, the advantages and disadvantages are clear at a glance

The core logic of following signal synchronization based on timestamp is to mark the signal through a unified time node. The signal source and the copying end use the same timestamp as the basis to scan, match the signal and execute the order regularly. The core advantage of this mechanism is that the logic is simple and easy to implement, and it can effectively avoid timing confusion in the signal transmission process. It is especially suitable for scenarios where the signal frequency is stable and the trading rhythm is gentle, such as medium and long-term positions and orders. For example, the signal source sends a position adjustment signal every 5 minutes, and the timestamp will accurately mark the millisecond-level time when the signal is generated. The follower end receives and executes it in the order of the timestamp, without the need for complex logical judgments, and the development and maintenance costs are low.

However, the limitations of timestamp synchronization are also very obvious, and its reliability is highly dependent on time synchronization accuracy and scanning frequency. If there is a deviation between the signal source and the tracking time, even an error of tens of milliseconds, the signal may be missed or scanned repeatedly; if the scanning frequency is set too low, short-period high-frequency signals will be missed, resulting in tracking lag; if the frequency is too high, it will increase the system load and even cause signal congestion. In addition, when the market fluctuates violently and signals burst out intensively, the "periodic scanning" mode with time stamp synchronization cannot respond to sudden signals in a timely manner, and signal delays are prone to occur, resulting in slippage and affecting the effect of following orders.

2. Event-driven synchronization: accurately respond to signals, but need to avoid inherent shortcomings

Based on event-driven copying signal synchronization, the core logic is "response upon signal triggering". There is no need for regular scanning. Instead, when the signal source generates an "event" of a trading action (such as opening, closing, and stopping a position), the signal push is triggered immediately. After the copying end receives the event signal, the corresponding operation is executed synchronously. The core advantage of this mechanism is that it responds quickly and can achieve near-real-time synchronization between the signal source and the copying end. It is especially suitable for copying scenarios with extremely high timeliness requirements such as high-frequency trading and short-term arbitrage, and can minimize the profit loss caused by signal delays.

Although event-driven synchronization has significant advantages in timeliness, it also has inherent shortcomings that can easily lead to duplicate orders and missed orders. On the one hand, if the network fluctuates and packets are lost during signal transmission, the event signal may not be delivered to the copying party in time, and there is a lack of effective verification mechanism, resulting in missing orders; on the other hand, if the signal source is abnormal and the same event signal is pushed repeatedly, or the network delay causes the signal to be received repeatedly, the copying party will perform the same operation multiple times, resulting in duplicate orders, causing unnecessary losses to traders. In addition, event-driven synchronization has high requirements on system stability. Once the system freezes, it will lead to signal accumulation and synchronization chaos.

3. Wmax Innovative solution: event + timestamp double verification to eliminate duplication/missing orders

Faced with the advantages and disadvantages of the two synchronization logics, Wmax did not simply choose one, but innovatively integrated the advantages of both, using the "event + timestamp double verification" mechanism to build a reliable documentary signal synchronization system for the entire process. This mechanism is event-driven as the core to ensure the real-time nature of signal response. At the same time, it is assisted by timestamps to complete the verification and verification of signals, fundamentally solving the two major industry pain points of duplicate orders and missing orders, achieving the dual goals of "real-time response + accurate verification", and taking into account the efficiency and reliability of order tracking.

Wmax The core logic of the double verification mechanism is divided into two steps: the first step, when the signal source generates a transaction event, it immediately pushes the event signal, and gives each signal a unique millisecond time stamp, and attaches a unique signal identifier (Nonce) to ensure the uniqueness of each signal; the second step, after receiving the event signal from the single end, it immediately In response, the corresponding operation is performed. On the other hand, the signal timing is checked through the timestamp, and the unique identifier is used to verify whether the signal is repeated. At the same time, the deviation between the signal reception time and the timestamp is compared. If the deviation exceeds the preset threshold (Wmax, the default is 10 milliseconds), a second verification is triggered to avoid missed orders or incorrect executions due to time deviation. In addition, Wmax has also built a signal retransmission mechanism. If signal loss is detected, it will backtrack based on the timestamp and automatically request retransmission, further reducing the probability of missed orders.

双重曝光的桌面与电脑的背景和技术主题绘图。大数据的概念。

4. Supported by actual measured data: Wmax The reliability of the synchronization mechanism, let the data speak for itself

The core of reliability lies in quantification. Wmax Through long-term actual testing, the performance of the follow-up signal synchronization mechanism is comprehensively verified, core measured indicators are published, and data is used to prove the advantages of the double verification mechanism, allowing traders to intuitively understand the platform's synchronization capabilities. The actual measurement scenarios cover a variety of complex scenarios such as high-frequency trading, medium and long-term follow-up, and violent market fluctuations, simulating the synchronization effect under different network environments and signal frequencies, ensuring the authenticity and reference of indicators, and breaking the industry's pain point of "only talking about advantages but not showing data".

According to Wmax actual measured data, the platform’s tracking signal synchronization packet loss rate is <0.01%, which is far lower than the industry average security threshold of 0.1%, which means that for every 10,000 signals, no more than 1 signal is lost, effectively avoiding the risk of missing orders; the average signal synchronization delay is ≤8 milliseconds, and the peak value does not exceed 15 milliseconds, which can achieve near-real-time synchronization between the signal source and the tracking end. It meets the timeliness requirements of high-frequency order copying; the occurrence rate of repeated orders is 0. Through the double verification of timestamps and unique identifiers, the problem of repeated push and repeated execution is completely eliminated; in the scenario of sudden market fluctuations (such as instantaneous jumps in gold prices and large fluctuations in cryptocurrency), the synchronization stability remains 99.99%, and there will be no signal accumulation or synchronization interruption, ensuring the consistent execution of the copying strategy.

5. Wmax Technical support: full-link optimization, building a solid line of defense for synchronization reliability

In addition to the double verification mechanism, Wmax also optimizes the full-link technology to further improve the reliability of follow-up signal synchronization. The platform uses a high-performance server cluster to build a global distributed signal transmission network to reduce the delay of cross-regional signal transmission. It also optimizes the network protocol and adopts core logic similar to the BBR congestion control algorithm to avoid signal packet loss and delay caused by network congestion and ensure the stability of signal transmission. In addition, Wmax has established a full signal log retention mechanism. The generation, push, reception and execution process of each signal will be recorded in detail to facilitate subsequent traceability and verification. If an abnormality occurs, the cause can be quickly identified.

At the same time, Wmax combines AI algorithms to dynamically optimize the synchronization mechanism, and automatically adjusts the timestamp verification threshold and signal retransmission strategy according to signal frequency and market fluctuations to adapt to the needs of different copying scenarios. For example, for high-frequency follow-up scenarios, the signal response priority is automatically increased and the verification time is shortened; for medium- and long-term follow-up scenarios, timestamp synchronization accuracy is optimized to reduce system load. In addition, Wmax also provides traders with a real-time monitoring function of synchronization status. Traders can check the signal synchronization situation at any time and grasp synchronization delay, signal status and other information in a timely manner to be aware of it.

In summary, the time stamp-based and event-driven order signal synchronization logic each has its own advantages and disadvantages, and there are reliability shortcomings when used alone. The innovative "event + timestamp double verification" mechanism adopted by Wmax perfectly combines the advantages of the two, which not only ensures the real-time nature of signal synchronization, but also completely solves the problem of duplicate orders and missing orders. Combined with measured data such as packet loss rate <0.01% and synchronization delay ≤8 milliseconds, it is enough to prove its synchronization reliability. In the future, Wmax will continue to delve into copying technology, continue to optimize the synchronization mechanism, and combine AI and big data technology to provide traders with a more stable and efficient copying experience, helping traders better follow signals and achieve trading goals.



Leave a Reply

en_USEnglish