Yeah, I'm aware. The problem is that polling starts to choke pretty quickly when you've got a few brokers and when you're looking at arbitrage, a delay of 10ms is huge.

I suspect most of my problem is caused by the MT4 broker plugin itself though. I'm trying to write a FIX plugin to get around that. It should bring the BrokerAsset call down to no more time than copying a double from RAM.