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.
Yes, UDP stands for Useless Deprecated Protocol, it's that protocol that automatically detects and cunningly removes any information and redundancy you add to transmissions to help an application using it detect and recover from losses of datagrams, thereby making it useless as an upstream data source for scripts. It is also a protocol that is specialized in conveying data that, by virtue of having traveled via UDP, becomes impossible to republish on a TCP stream for the benefit of being consumed by scripts, to help increase the workload of script writers who of course will want to implement a UDP listener in their scripts directly. It is commonly known as an unreliable protocol, and it gets this reputation by sneakily altering important data in such a manner where it cannot be made reliable through other methods. In fact, it even warps the minds of people considering using it, such that they cease to even know what UDP is!