You simply shouldn't be day trading bitcoin.  The infrastructure isn't in place.  The volume isn't there.  Massive slippage occurs.  When you see tens of millions in USD traded for BTC every minute the story will be different (right now only thousands are traded every minute, very small volume comparing to assets which are actively day traded).  The reason the lag is there is because bitcoin has grown a lot in the past few weeks / months, and the correct tech isn't in place to handle this heavy trading that will eventually be normal for bitcoin.  At this point in the game, it isn't normal.  People who trade stocks often compare bitcoin volume and price behavior to penny stocks (i.e. something that is heavily manipulated).

If you want to day trade there are plenty of other better assets / markets to day trade.