Apply a named latency profile¶

flox::LatencyProfiles is a small library of named ack-latency defaults calibrated for common venues. Each profile mutates a BacktestConfig (C++) or applies to a SimulatedExecutor directly (bindings) by name string.

Available profiles¶

name	submit ack p50	cancel ack p50	replace ack p50
`binance_um_futures`	5 ms ± 3	8 ms ± 3	12 ms ± 4
`bybit_linear`	7 ms ± 4	10 ms ± 4	14 ms ± 5
`okx_swap`	6 ms ± 3	9 ms ± 3	13 ms ± 4
`deribit`	12 ms ± 5	15 ms ± 5	20 ms ± 6
`idealized`	0	0	0
`adversarial`	100 ms ± 30	150 ms ± 30	200 ms ± 40

Numbers come from public exchange latency reports and observed p50 medians in 2025. They are starting points; tune from observed latency in your own environment.

Apply from a strategy¶

PythonNode.jsQuickJSCodonC++

"""Apply a named latency profile to a SimulatedExecutor."""
import flox_py as flox

exec = flox.SimulatedExecutor()
exec.set_queue_model("tob", 1)
exec.apply_latency_profile("binance_um_futures")

# Equivalent fine-grained calls:
# exec.set_submit_ack_latency(5_000_000, 3_000_000)
# exec.set_cancel_ack_latency(8_000_000, 3_000_000)
# exec.set_replace_ack_latency(12_000_000, 4_000_000)

const exec = new flox.SimulatedExecutor();
exec.applyLatencyProfile("binance_um_futures");

__flox_simulated_executor_apply_latency_profile(handle, "binance_um_futures");

from flox.backtest import SimulatedExecutor
exec = SimulatedExecutor()
exec.apply_latency_profile("binance_um_futures")

#include "flox/backtest/latency_profiles.h"
flox::BacktestConfig cfg;
flox::LatencyProfiles::binance_um_futures(cfg);
flox::BacktestRunner runner(cfg);

Notes¶

Applying a profile touches only the three ack-latency knob pairs (submit / cancel / replace). Queue model, slippage profile, and other config fields stay as they were.
Unknown profile names are silently no-op rather than throwing. Researchers should sanity-check by reading back the latency knobs after applying a profile in their first run.
Profiles use static numbers, not live measurements. A calibration tool that learns from a tape is filed as a future enhancement.