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Latency Arbitrage and Feed Lag Exploitation

Prohibited Trading Practices

Written by Oliver

Latency arbitrage means profiting from the time difference between a price change occurring on the live exchange feed and that same change appearing in the platform's execution environment. A trader who sees the true market price a fraction of a second before the platform processes it is not predicting anything. The outcome of the trade is already known at the moment of entry.

What counts as a violation:

  • Faster external feed: using a direct, third-party, or co-located market data feed to act on price movement before the Solo Clash platform reflects it.

  • Stale quote trading: filling against a price the platform is still displaying after the live market has moved.

  • Purpose-built tooling: any software, script, bot, or bridge designed to detect, measure, or exploit synchronisation delay between a live feed and the platform.

  • Deliberate order timing: routing, timing, or spacing orders specifically to benefit from execution delay or slower quote refresh.

  • Infrastructure advantage: hosting or co-locating trading infrastructure for the purpose of gaining feed-speed advantage over the platform.

What is allowed:

  • Trading from the platform's own data feed at whatever speed your connection provides = ALLOWED

  • Using external charting, analytics, or backtesting software to form a view = ALLOWED

  • Reading a second data source alongside the platform for context, without timing entries off the discrepancy = ALLOWED

  • Having a fast internet connection = ALLOWED (speed is not the issue; acting on a known price discrepancy is)

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