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).