Latency Arbitrage Bot

A high-frequency latency arbitrage bot that profits from price feed delays between exchanges — the fastest prices win.

Latency Exploitation:

• Sub-millisecond price feed comparison
• Exchange feed delay profiling
• Stale quote detection and exploitation
• Price leader/follower identification
• Latency spike detection and opportunistic trading

Infrastructure:

• Co-location support (AWS/GCP near exchange DCs)
• Kernel bypass networking (DPDK/io_uring)
• Custom WebSocket implementation for speed
• TCP tuning and Nagle disable
• NTP sync with microsecond precision

Exchange Connectivity:

• Raw WebSocket feeds (no CCXT overhead)
• FIX protocol support for traditional markets
• Order pre-staging for instant execution
• Connection failover and redundancy
• Rate limit management

Speed Metrics:

• Tick-to-trade latency monitoring
• Exchange roundtrip measurement
• Feed-to-feed delay profiling
• Execution fill latency tracking

Risk Controls:

• Maximum position exposure limits
• Stale data protection
• Exchange outage detection
• P&L circuit breakers

Tech Stack:

• C++ core engine + Python orchestration
• Custom binary WebSocket parser
• Shared memory IPC
• Low-latency VPS optimized
• Docker deployment