There will always be some latency between calling setParameter and the instrument starting to play, as it is physically impossible for a consequence and its cause to be simultaneous. Usually this delay isn’t significant enough to cause problems, as it’s small enough that an end user won’t notice it.
That said, if it’s important to your project to reduce this delay, there are ways to do so, but each way has its own limitations. What behavior are you trying to achieve in-game, and why is having low latency on a parameter value change important for that behavior? If you give us more information about what you want, we’ll be better positioned to suggest solutions.