Websocket Updates
I thought this was a great question someone asked from our Facebook community. I just wanted to share the response here.
Q
Are web sockets the way to go for ensuring state updates on every tick, brother? It's definitely a crucial aspect of dynamic functionality.
A
I think on cryptocurrency exchanges websockets are maybe your only choice. Some exchanges do offer fix. But to ensure correctness you should take periodic snapshots and compare that with whatever you have been maintaining with a websocket.
Another good practice is to keep track of the sequence number in your updates have small checks in your code to ensure they are correct.
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Steven Maharaj
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Websocket Updates
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