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[Empirical] Relativistic Light-Cones in Microsecond Order Books #3

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@GIE-Official

Description:
Upon ingesting L1/ITCH depth data, tick density can easily exceed $10^5$ tk/s. At this sub-microsecond scale, network transmission latency is no longer a constant but a dominating relativistic effect.

We must introduce the "Light-cone" concept into the Adaptive Window Splitting Protocol (AWSP). If two trade events are outside each other's light-cones on the spacetime causal graph (i.e., latency > timestamp differential), their state updates in the topological phase space must be strictly isolated to prevent causality violations.

Checklist:

  • Introduce latency network topology into the $\hat{\tau}_{corr}$ stopping-time protocol.
  • Eliminate the ghost signals of superluminal, non-causal arbitrage.

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