Is there any way that a small ad buyer (a few hundred thousand dollars a month) can participate in the auctions directly, bidding in real time rather than going through a middleman that does the work for him (which is what LeanMarket seems to do)?
Why would you want to directly participate? It's a lot of tech and overhead for what? I think what you really want is a good dsp that will help you leverage your first party data; maybe look at triggit?
We've been using Triggit for years. I can't say enough good things about them or the product. Well worth the call!