WebSocket API - understanding Conflation

Hi,

Please confirm if the below understanding is correct -

Websocket API operates with a 3 sec tradesafe conflation. This would mean quotes will be conflated i.e., API consumer will get 3 updates every second. Is this right?

If so, when we get data every .333ms - are we receiving the latest bid/ask quote or the data will be collated and sent out?

And, there is no conflation on trade ( i.e., consumer will receive all trades).


Thanks

Sheetal

Welcome!

It looks like you're new here. Sign in or register to get started.

Best Answer

  • Gurpreet
    Gurpreet admin
    Answer ✓

    Hi @bansalshah I have received the reply from the product team, and they inform that if a Trade Event occurs, it flushes the events queue, thereby sending out all the quote events which might have been collected - waiting to be conflated.

    So, the Quote updates will be conflated, only if there are no Trade updates in that 330 ms interval. Hope this helps.

Answers

Welcome!

It looks like you're new here. Sign in or register to get started.

Welcome!

It looks like you're new here. Sign in or register to get started.