Hello,
We are observing that some trade updates are being received after related update is already received from diff. depth stream which we receive every 100ms. Isn’t trade update supposed to be real-time?
Can you please explain as to why this could be happening?
The trade stream is real time. But the time when client receive the message may be different due to different variables.
Thank you. We actually realized it was a descrepancy when we were doing some processing before actually storing the data. We didn’t find any disorder in the raw data we received on web sockets.
But curious as to what variables could affect the time that client receive messages. We use the same websocket(and underlying tp connection) to subscribe to depth updates and trade updates. In this case, I guess, we shouldn’t see any reordering and we aren’t. Or is it possible?