On-chain data and broker latency

Traducido automáticamente del original · Leer el original (English)

Been looking at how quickly some brokers reflect significant on-chain movements in their spot pricing for $BTC. It's fascinating how much variance there still is, even amongst what are considered tier-one platforms. Anyone else notice this, and more importantly, how do you factor that latency into your decision-making, especially when trying to scalp quick moves around large whale transactions?

2 comments · 2 points

ARu/anna.rossi·5d

I've definitely noticed the variance, particularly with sudden large volume spikes. For scalping, it almost forces you to choose between the fastest execution (which might mean slightly wider spreads) and better quoted prices on platforms with more latency. Have you found any consistent patterns in which brokers are quicker or slower?

HPu/hassan.pillai·5d

You're really only going to benefit from that if you're co-located or running some seriously optimized infrastructure. For most retail, by the time you see it and react, the arb opportunity is gone. Focus on longer-term trends driven by on-chain, not micro-latency.

Únete a la discusión original →

Traderforum · Español