Is there a way to take advantage of multi threading by API bridge to process simultaneous signals?

I run my system on Nifty futures with execution being done via Synthetic Futures. It is a SAR system which is always in trade. So, for any given signal I would have a LX, SX of my previous option structure of Synthetic Futures and a new LE and SE for the new signal. I have observed the signals to be processing one after the other with each of them taking about 1.5 seconds on average. So it is a good 5-6 seconds between my first exit to last entry. Is there anyway to improve this flow?