Sounds like you want to react to the market when you see a certain price in the incoming stream.
The trigger doesn't happen often, you when it does, the naive implementation incurs a misprediction penalty.
I wonder if the solution here might be to avoid the branch altogether?
Write some boolean logic monster that isn't an if condition. It unconditionally creates the reaction (new/cancel order), but if the trigger was not present, the payload is invalid and downstream processing will not let it out of your system onto the network.
The trigger doesn't happen often, you when it does, the naive implementation incurs a misprediction penalty.
I wonder if the solution here might be to avoid the branch altogether?
Write some boolean logic monster that isn't an if condition. It unconditionally creates the reaction (new/cancel order), but if the trigger was not present, the payload is invalid and downstream processing will not let it out of your system onto the network.