Performance Considerations

WebSocket Efficiency

WebSocket connections maintain a persistent TCP socket, making them inherently faster than repeated HTTP requests. With WebSockets, the benefits of batching are less pronounced since the connection is already established and the overhead per message is minimal.

Optimal Order Book Updates

For rapid order book changes, use the OB_L1_DIFF WebSocket feed. This feed sends only the differences (deltas) rather than the full order book snapshot, resulting in significantly smaller data packets and lower latency.

Real-Time Order Execution

WebSocket is the fastest method for receiving order execution status updates. While HTTP endpoints serve order status from memory, the WebSocket feed delivers updates as they happen, making it the superior choice for time-sensitive trading applications.

Estimated Latency

A rough estimate for WebSocket order placement to outcome is approximately 8ms round trip. This is an approximate figure and actual latency will vary based on network conditions, server load, and order complexity.