链上数据与经纪商延迟

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?

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.