针对高频金融数据延迟问题，提出轻量级混合模型提升预测鲁棒性。

Financial time-series forecasting in real-world high-frequency markets is often hindered by delayed or partially stale observations caused by asynchronous data acquisition and transmission latency. To better reflect such practical conditions, we investigate a simulated delay setting where a portion of historical signals is corrupted by a Zero-Order Hold (ZOH) mechanism, significantly increasing forecasting difficulty through stepwise stagnation artifacts. In this paper, we propose ReLaMix (Residual Latency-Aware Mixing Network), a lightweight extension of TimeMixer that integrates learnable bottleneck compression with residual refinement for robust signal recovery under delayed observations. ReLaMix explicitly suppresses redundancy from repeated stale values while preserving informative market dynamics via residual mixing enhancement. Experiments on a large-scale second-resolution PAXGUSDT benchmark demonstrate that ReLaMix consistently achieves state-of-the-art accuracy across multiple delay ratios and prediction horizons, outperforming strong mixer and Transformer baselines with substantially fewer parameters. Moreover, additional evaluations on BTCUSDT confirm the cross-asset generalization ability of the proposed framework. These results highlight the effectiveness of residual bottleneck mixing for high-frequency financial forecasting under realistic latency-induced staleness.