Most crypto traders don't realize how much latency is actually costing them
Something most people never think about - by the time u see a price update on ur screen that data has already been through multiple hops. Exchange servers, data provider, normalization layer, then finally ur app. Every hop adds delay and for anyone running bots or active strategies that gap between the price u wanted and the price u got is usually right there.
Few things that actually matter at the data layer that nobody talks about:
WebSocket vs REST is not even a debate. REST ur sending a request and waiting for a response over and over. WebSocket keeps a connection open and pushes updates the second they happen. For live order book data REST just cant keep up.
Raw feeds from Binance, Bybit, OKX, Coinbase, Kraken all look completely different. Different schemas, different timestamp formats, different reconnect behavior. Most people either stick to one exchange or spend weeks writing their own normalization code just to compare prices across a few exchanges.
The sneaky one - Binance order book deltas use sequence numbers. Miss one update and ur entire order book state is silently corrupted. No error, nothing. Ur just trading on bad data without knowing it.
Anyone building bots or running strategies across multiple exchanges ... what does ur current data setup look like? Have u run into any of this?
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from Bitcoin - The Currency of the Internet https://ift.tt/KvxJfTX
