A WebSocket feed needs an application message contract in addition to the persistent transport connection.
Document authentication, subscriptions, acknowledgements, quote fields and error responses. Decide whether clients receive snapshots, incremental events or conflated prices; WebSocket itself does not choose those semantics for the provider.
Test reconnects, heartbeat timeouts and slow-consumer behavior. Restore the subscription set and starting state explicitly, then enforce per-symbol freshness checks so a connected socket cannot disguise a stopped instrument stream.
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.
| 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. |
For your instrument universe, 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.
{
"type": "quote",
"symbol": "EURUSD",
"bid": "1.10000",
"ask": "1.10010",
"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.