Liberal use of libraries written in c (e.g. pandas, pytorch, numpy), some use of cython (not in the current version, but I have done so), and relying on time frames and strategies which have some tolerance for latency. If you trade five minutes after the start of a 1 day candle on the basis of where you expect it to be at close, it's not such a big problem.
It's a losing game to try and out-pace the big end of town.
I'd be interested in the github repo. I don't even know where to start with algo trading. I know there were some specific subreddits dedicated to it, but understanding the best strategy would be cool. Would be interesting to dissect what you're doing.
Yes, I've used it live. I ended up coming to the conclusion that Binance was rigged and that they were forward trading me.
If you want to learn a bit about algo-trading, a good place to start is John Ehler's books. Caveat: You'll need to have a decent foundation of maths under your belt, or be prepared to learn it.