Channel selection
Ticker, trade and order-book streams serve different tasks. Order-book consumers need an agreed snapshot and incremental sequence procedure; a ticker stream should not be presented as sufficient to reconstruct a full book.
Market data · deployment planning
Crypto WebSocket API
Scope crypto streaming channels by venue, pair and event type, then make reconnection behavior part of the interface contract.
Load and recovery
Measure message bursts as well as average traffic. Define subscription limits, heartbeat interpretation and the behavior of a slow client; on reconnect, explicitly restore channels and any required starting snapshot.
Requirements to confirm
- Venue and channel catalogue
- Snapshot and sequence contract
- Burst and backpressure handling
- Reconnect subscription restoration
Bring the proposed instrument list, source documentation and consumer workflow to a technical discussion. The agreed integration specification defines coverage, fields, usage permissions and acceptance tests.
Integration brief
Crypto WebSocket API: what to agree before connecting
| Subscription scope | Specify symbol identifiers, supported fields and acknowledgement or rejection behaviour. |
|---|---|
| Quote semantics | Agree snapshot versus incremental updates, source timestamps and status fields. |
| Consumer pressure | Define application buffer limits and what happens when a consumer cannot process updates fast enough. |
| Reconnect rules | Agree authentication, resubscription, fresh snapshot and duplicate-message handling. |
Recover application state explicitly
For digital assets, define what a new subscriber receives before incremental updates begin. A connected socket does not prove a symbol is fresh. Separate heartbeat health from per-symbol timestamps and document the resubscription procedure after a disconnect.
What to test
- Disconnect during active updates and rebuild a current symbol state.
- Slow the consumer and observe the agreed buffering behaviour.
- Distinguish an inactive instrument from a stalled subscription.
{
"type": "quote",
"symbol": "BTCUSD",
"bid": "100.00",
"ask": "100.10",
"source_time": "2026-10-18T12:00:00.000Z",
"received_at": "2026-10-18T12:00:00.012Z",
"source_id": "example-source",
"status": "illustrative"
}Illustrative engineering example, not live prices or a published API contract. Confirm field names and delivery rules during integration.