Currently using a high-quality AWS server, the ping www.bitmex.com delay is less than 1 ms, but the API interface access, generally 16-40 ms delay, if you encounter a change in price, such as buy a 7000, jump to 7000.5, the delay will be 500 ms, what is the way to optimize?
The grassThis is difficult to optimize, you can try the websocket and rest latency contrast, as well as multiple servers simultaneously accepting data contrast, etc.