AsyncIO for High-Frequency Data
Overview
In quantitative finance, speed is edge. Python's asyncio library allows for concurrency, letting your program handle multiple tasks (like fetching data from 10 different exchanges) at once, rather than waiting for one to finish before starting the next.
Why Async?
- Sync (Blocking): Request 1 (wait 1s) -> Request 2 (wait 1s) = 2s total.
- Async (Non-blocking): Request 1 (start) -> Request 2 (start) -> Wait for both = ~1s total.
Usage
Run the script to compare the execution speed/flow.