How to check if the aggregated trades data was a reduction order?

The goal is to get the open interest (long/short positions) in real time and this can be built if we can tell if the market trades data from /fapi/v1/aggTrades is a reduce only order.

Is there any way to subscribe to this or get any of the other mentioned data in real time?

With GET /fapi/v1/openInterest you can get the current open interest of a specific symbol.

Yes but it is not in real time. Is there a way to access it via websockets?