The point is that when merely using UDP, unlike TCP, the source can block ALL incoming traffic which makes it immune to DDoS. As casascius points out, UDP is like a radio broadcast signal. TCP is like the postal service with delivery confirmation.
At what level do you propose blocking the incoming traffic?
Before it comes within miles of the host sending it. After not informing the public who the UDP is coming from.
The UDP sending address doesn't have to be public knowledge, since not anyone can necessarily subscribe to it. It would be a private UDP feed only offered to specific known sites. The UDP feed would be used to drive the services of other sites who currently get it via websocket now, who in turn could provide that data to other downstream TCP websocket clients.
UDP isn't going to solve this problem, instead it make it harder for bots to trade. If they really wanted to solve this issue it is so simple. The trading engine should be ran completely offline, and use a database, like redis to store all information so the rest api can still have access to the information. Also the trade engine should be written in java or python.