Great article! You mentioned reducing API latency and anyone looking to implement this should look to move their code to AWS and set up the server in or close to Japan. Also websockets provide a much finer price feed. For anyone interested in how to quickly implement a binance websocket, check out my article on cross-exchange arbitrage implementation: https://medium.com/@roman.sharykin/cross-exchange-arbitrage-with-python-9ac82ff46d0a