Out of curiosity what was the full timing - since the moment we get data till the moment when we sent request to exchange?
>> I had a lot of fun trying to optimize round trip time with various datacenters around the world.
To be honest - I am thinking crypto exchanges are not at this state yet: many of them relying on public clouds,
some of them still send non-compressed plain text json data, etc.
So I was trading between a market in Ukraine (Liqui.io, now defunct) and one in Japan (Binance.com). My server was in the US in the mid-west on a cheap provider. I found it was the best to reach either side. The round-trip to each was about 100-120ms. It's quite high, but my tests showed me that going anywhere else would increase one side so the best is to have the same time on each side.
I am sure there is a lot of optimization to be done to my bot, but it had a good balance of sales/buy and I would rarely lose money.
>> I had a lot of fun trying to optimize round trip time with various datacenters around the world.
To be honest - I am thinking crypto exchanges are not at this state yet: many of them relying on public clouds, some of them still send non-compressed plain text json data, etc.