Connect and decode
Create a key, request a single-use ticket and use the returned URL, credentials and feed subprotocol. See the official Node.js and Python examples for complete clients. Our service is hosted in Ireland. Deploy your client in a European region to help reduce network latency. Actual latency depends on network routing.
Prepare data before decisions
Deduplicate transactions and fills; retain decimal precision. Integrate your own market catalog and order book, and do not treat pending observations as final trades.
Recover and reconcile
Close code 4001 means the connection was replaced; do not compete to reconnect. Gaps are not replayed, and the service sends no later confirmation events. Verify final trades independently.