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Introducing OrderType WARM – Eliminate Cold-Start Latency
October 29, 2025 - Reading time: 10 minutes

In high-performance trading, consistency matters more than anything. Even a small burst of cold-start latency after idle periods can lead to missed fills, slippage, and reduced execution quality. To solve this, we’re introducing a new feature inside the NanoConda API:

✅ OrderType WARM

WARM is a special internal order type used to warm the sending cache after periods of inactivity—without sending anything to the exchange. This ensures that the order path remains hot and ready for microsecond-level performance when trading activity resumes.

o->type = nanoconda::orderType::WARM;
session->newOrder(o);

🔧 Key Characteristics

Feature Description
✅ Stays internal WARM orders never leave the server
✅ Zero market impact No messages are sent to any exchange
✅ Cache warming Keeps the order sending path hot
✅ Fast confirmation Each WARM order triggers an immediate confirm + cancel internally
✅ Lightweight Does not affect risk, position, or session state

💡 When to Use WARM

Use WARM orders whenever you need to avoid latency caused by idle session paths, branch predictions resetting, or CPU cache eviction:

  • ✅ After any idle period longer than 1 minute

  • ✅ Before sending a real order after inactivity

  • ✅ Periodically inside market-making or event-driven strategies

  • ✅ Anytime you want to eliminate cold path latency

🔥 Why It Matters

Cold-start latency is a silent killer in DMA systems. When your session hasn’t sent orders for a while, CPUs de-optimize execution paths and caches get evicted. The next order wakes up the pipeline—but too late.

WARM solves this by simulating an order traversal internally—keeping the latency path hot with zero market footprint.

This feature is live now in NanoConda API builds. If you're already using algo sessions, there's nothing extra to configure—just send a WARM order like any other.

✅ Best Practice

Send a WARM order:

// Keep the session hot after idle time
if(inactive_for > 60_seconds) {
...
o->type = nanoconda::orderType::WARM;
session->newOrder(o);
}
For aggressive strategies, consider sending WARM every 30–45 seconds during low volume to prevent session cooldown.

Final Thoughts

OrderType WARM is a simple but powerful tool for maintaining consistent low latency under real trading conditions. Instead of waiting for your next live order to re-activate internal execution paths, WARM lets you stay proactively hot and ready—without signaling intent to the market and without generating exchange traffic.

This feature is now available in the NanoConda API and is compatible with all existing session types. If you’re optimizing for predictability, determinism, and speed, we highly recommend integrating WARM into your trading loop or algo framework.