I want a rock-solid, low-latency trading bot written in Python that plugs straight into Delta Exchange’s API and runs a pure scalping strategy. The core idea is simple: listen to the order-book via websockets, react in milliseconds, and close positions just as fast. Everything has to be asynchronous, lean, and optimised for speed because every micro-move matters when the holding window is only a few seconds. Here’s the flow I have in mind. The bot authenticates, streams real-time market data, and maintains an in-memory order-book snapshot. Based on a configurable set of triggers—spread size, volume spikes, or a custom signal you suggest—it fires market or limit orders, immediately sets protective stops, then exits either by target or timeout. Connection drops, API errors, and partial fills must be handled automatically so the strategy never stalls. Logging needs to be concise and timestamped, with an option to echo to the console or write to a rotating file. Tools and approaches that make sense include: • Python 3.10+ with asyncio or Trio, • Delta Exchange REST & websocket endpoints, • ccxt (only if it won’t add latency), • numpy/pandas for quick maths, • uvloop, msgpack or similar speed-ups where appropriate. Deliverables 1. Fully commented Python source code (modular enough for future strategies). 2. A simple YAML/JSON config for keys, pairs, sizing, and risk limits. 3. README that walks me through setup, environment variables, and running a dry-run back-test. 4. Proof the bot can place and close a live trade on Delta Exchange in under the target latency you’ll quote. Once I can clone, install, set my keys, and watch it scalp a test market without manual intervention, the job is done. If this sounds like your idea of fun, let’s talk implementation details and timelines.