When using keyboard shortcuts to navigate in the dungeon, if you press arrow keys at a certain speed, you bypass the delay between moving and move twice at once. This does not let you go through walls but greatly speeds up movement.
This is a gif showing the approximate speed you need to hit the keys:
Well there's kinda no delay for just moving anyway since it's not technically an action like fighting or searching. If you hold down the direction key you can move a lot of spaces in one direction very fast. The only thing that determines how fast you can move is how fast you can communicate with the game server.
Worth a mention probably, that by doing this, you are spamming the server with "move" request. Holding down the key, can send dozens of request, subsequently putting additional load on the server and hence lagging it for everyone. Basically, while it's possible, for the sake of everyone else, don't this, please.