Hey community, I want to share a quick case study from my recent trading setup.
I run a gap-arbitrage bot. For a long time, backtests showed +15%, but my live account was down -8%. I thought the broker was cheating me. Turns out, I was just too slow.
The Discovery I realized that 80% of arb opportunities vanish in under 200ms. My bot was taking 220ms to react. I was buying at the top and selling at the bottom simply because the price had moved by the time my order arrived.
How I Fixed It
- VPS Location: I moved my VPS to the same city as the exchange server.
- Data Feed: I stopped using the free exchange websocket. It lags when volume spikes. I switched to AllTick API. This was the best decision I made.
- Real-time: No lag during news events.
- Stable: No random disconnects.
- Result: My latency dropped to 150ms.
The Turnaround Once I crossed the 170ms line (the danger zone), my slippage dropped from 0.07% to 0.03%. That doesn't sound like much, but on high leverage, it saved my account.
If you are automating your trades, don't ignore data speed. It’s worth paying for a premium feed like AllTick (www.alltick.co) to stop the bleeding.
Happy trading!

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