One thing that made a huge difference for me was switching from REST polling to WebSockets. I’m parsing order books from the nearest servers, and the latency improvement was massive — not just faster, but way less load on the exchanges. Also interesting: running everything on Linux (Ubuntu) felt noticeably more stable than Windows for long-running connections. Biggest unexpected challenge wasn’t the arbitrage logic — it was payments. Integrating them cleanly (especially as a non-US founder) took more time than the trading side.
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