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

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.

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