Request Batching

Request Batching is the technique of grouping multiple individual API requests into a single message to be sent to the exchange. This reduces the overhead associated with sending multiple separate packets, such as network headers and handshakes, leading to more efficient bandwidth usage and lower latency.

It is particularly effective for scenarios where a trader needs to send many small updates, such as modifying multiple orders simultaneously. However, it requires careful implementation to ensure that the batching process does not introduce unnecessary delay in the execution of critical orders.

This technique is a cornerstone of optimizing communication in high-volume trading environments.