A multi-broker trading latency measurement and analysis for Taiwan securities markets.
| Broker | Market | Implementation | Status |
|---|---|---|---|
| Sinotrade | Stock | Python | Done |
| Concords | Stock | C++, Python | Done |
| Fubon Neo | Stock | C++ | In Progress |
| Fubon Neo(Fugle) | Stock | Python | In Progress |
| Masterlink Nova(Fugle) | Stock | Python | In Progress |
┌─────────┐ ┌─────────────────┐ ┌──────────┐
│ SDK │◀───▶│ Broker Server │◀───▶│ Exchange │
└─────────┘ └─────────────────┘ └──────────┘