Why crypto arbitrage windows close before your REST poll completes

Short summary

Crypto arbitrage windows on liquid pairs now close in 30–100 ms, but REST API polling takes 1–1.5 seconds round-trip. WebSocket delivers orderbook updates in 20–100 ms, making REST fundamentally too slow for modern trading strategies. This post provides benchmarks, detailed math on the latency gap, and production-grade Python code for WebSocket-based orderbook streaming.

• •Arbitrage windows (30–100 ms) are 10–50× faster than REST poll cycles (1–1.5 sec)
• •WebSocket latency (20–100 ms) is now the only viable approach for crypto trading infrastructure
• •REST overhead includes TCP/TLS handshakes, rate limits, and JSON parsing; WebSocket eliminates all of it

Generated with AI, which can make mistakes.