Execution latency

Execution latency is the time between a signal being received and the corresponding order being accepted by the exchange or broker; it is made up of parsing, risk checks, network hops and the venue's own processing, and it decides how far from the intended entry your order actually lands.

Why it matters

A signal is priced at the moment it is written. Every second between that moment and your fill is time for the market to move, especially on volatile crypto pairs and around news releases, so latency shows up as slippage and as missed entries when a price zone is passed before the order arrives. Latency is not one number: intake (reading and parsing the message) is usually a few ms, while the order round-trip to the venue is the slow part and depends on the venue, the order type and how many separate calls (leverage change, entry, stop, take-profit) have to be made.

How AlgoVesta handles it

AlgoVesta publishes measured numbers rather than marketing figures. Intake and parsing of a webhook or Telegram message takes well under 100 ms. The full order path, including setting leverage, placing the entry and creating the protective stop and take-profit orders, averages about 4.1 seconds end to end on crypto exchanges and about 1.2 seconds on MetaTrader 5; forex orders on the demo page are recorded from real executions and shown in the 0.6 to 1.2 second band. Orders are sent from dedicated execution servers close to the venues rather than from your own machine, and the number of calls per order is kept fixed so latency does not grow with the number of signals. If a signal defines an entry zone, you can choose to skip the trade when the live price has already left that zone by the time the order would be placed. The measurement notes are on the TradingView bot page and the results page.

Example

A TradingView alert fires at 14:00:00.000 with ETHUSDT at 3,000.00. AlgoVesta receives and parses it within 60 ms, checks the bot's rules, sets 5x leverage and sends the market entry; the exchange confirms the fill at 14:00:02.8 at 3,000.90, and the stop and take-profit orders are confirmed a moment later. The 0.03% difference between the alert price and the fill is the slippage caused by those seconds of latency.

Common mistakes

• Believing a speed claim of a few ms; the venue round-trip alone is usually hundreds of ms, and protective orders add more.
• Measuring only the send call and reporting it as end-to-end latency.
• Ignoring that a limit entry has no latency problem but may never fill, while a market entry always fills but at the price of the moment.
• Placing execution on a home computer or a distant VPS and blaming the signal provider for slippage.