...which makes it immune to DDoS...
UDP isn't going to solve this problem, instead it make it harder for bots to trade.
I am not sure that trading bots and DDoS are considered the same problem from the view of the consensus here.
Do you know what UDP is? If they switched to UDP now all PHP/Python/java scripts would be useless and take now even more code to just connect. Also trading bots need reliable connections which UDP doesn't support by any means. UDP is great for the same information broadcast over and over, like said above a radio. Trading shouldn't use UDP it makes it very unreliable. They just need either a better network architecture clearly.