Ahhh - I understand - usually it's someone with deep-pockets -...

Ahhh - I understand - usually it's someone with deep-pockets - the ASX charges a bomb for colocation services.  To stop the speed race, they make sure every rack has the same length cable run to the matching engines - it's pretty cool.

Anyway - even the most modest bot system will cost over $100k per month - so, there are a few brokers will process algo for a retail investor, but they have to declare themselves "sophisticated investors" to get around a bunch of consumer protection laws - which also requires a fair whack of net worth.

In the US market, you can as a retail guy buy a bot that runs your own code.  I haven't seen that offering on our exchange, but I'm sure it exists.