Supermassive black holes (SMBHs) are ubiquitous in galaxies with a sizable mass. It is expected that a pair of SMBHs originally in the nuclei of two merging galaxies would form a binary and eventually coalesce via a burst of gravitational waves. So far theoretical models and simulations have been unable to predict directly the SMBH merger timescale from ab-initio galaxy formation theory, focusing only on limited phases of the orbital decay of SMBHs under idealized conditions of the galaxy hosts. The predicted SMBH merger timescales are long, of order Gyrs, which could be problematic for future gravitational wave searches. Here we present the first multi-scale $Lambda$CDM cosmological simulation that follows the orbital decay of a pair of SMBHs in a merger of two typical massive galaxies at $zsim3$, all the way to the final coalescence driven by gravitational wave emission. The two SMBHs, with masses $sim10^{8}$ M$_{odot}$, settle quickly in the nucleus of the merger remnant. The remnant is triaxial and extremely dense due to the dissipative nature of the merger and the intrinsic compactness of galaxies at high redshift. Such properties naturally allow a very efficient hardening of the SMBH binary. The SMBH merger occurs in only $sim10$ Myr after the galactic cores have merged, which is two orders of magnitude smaller than the Hubble time.
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