From Snapshot Aggregation to Tick‑by‑Tick WebSocket Streams
Switch from polling REST to a WebSocket tick stream, offload message handling to a queue, and throttle UI updates to 4‑5 times per second.
Configure your application to use a WebSocket tick stream, offload message handling to a queue, and throttle UI updates to 4‑5 times per second.
Summary
Snapshot aggregation collapses dozens of discrete trades into a single OHLCV tuple, losing trade size distribution, the sequence of fills, and microsecond timestamps.
HTTP polling with setInterval or while True loops can only fetch 5‑10 samples per second, missing high‑frequency events and incurring TLS handshake overhead.
WebSocket provides a persistent, full‑duplex channel where each message is a tick, dramatically reducing latency and CPU usage.
AllTick’s WebSocket stream normalizes exchange feeds into a consistent JSON schema, allowing a minimal listener to decode each tick and log symbol, price, volume, and timestamp.
Offloading message processing to a queue keeps the WebSocket callback non‑blocking, while throttling UI updates to 4‑5 times per second preserves responsiveness.
With a true tick stream you can build real‑time micro‑analytics, alerting systems, and derived indices without the data gaps of snapshots.
Key changes
- Snapshot aggregation discards trade size distribution, fill sequence, and microsecond timestamps
- HTTP polling limited to 5‑10 samples per second, missing high‑frequency events
- WebSocket provides a persistent channel where each message is a tick
- AllTick normalizes exchange feeds into a consistent JSON schema
- Offloading processing to a queue keeps callbacks non‑blocking
- Throttling UI updates to 4‑5 times per second preserves responsiveness