On 2020-11-09 there was a change to the User Data Stream to only push updates of balances and not whole portfolios anymore. I understand the idea to save traffic by not sending complete portfolios via the data stream. However, in hindsight, this led to our system calling the /api/v3/account endpoint much more often, in order to verify the state of portfolios. I wanted to ask if there are any plans to bring back this or a similar data stream of pushing whole portfolios (maybe ignoring small positions in order to save traffic). This would increase stability and save a lot of verification requests on our side.
Of course, we manage the state of the portfolio locally now, however, these verification requests cannot not be mitigated with this approach. I suppose other developers are also dealing with this circumstance.
Hi.
Could you provide some more information about this?
For example, how often did you call account information API for verification and how often did you find the inconsistency.
As i remember, we found inconsistencies after several minutes to hours. Probably caused by Websocket timeouts and / or different precision. We have fixed these issues on our side, however we still pull the portfolio periodically instead of just using the stream like before to be 100% sure. We pull the portfolio of each account every minute. Pulling the whole state / ground truth repeatedly from the server is the only way to avoid possible inconsistencies stacking up. This solution works for us, however, there is an overhead in API calls. Another alternative would be, if the user data stream publishes the whole portfolio periodically or better, after a certain amount of updates with another event type to avoid active pulling.