Why would my order-router stop receiving user-data stream messages (ORDER_TRADE_UPDATE) for minutes a the time. This happens more frequently during busy markets?
Is there a way to confirm the web-socket user data stream is alive and well?
My order-router already sends ping on a timer basis (10 seconds).
You could send via websocket the payload
{“method”: “LIST_SUBSCRIPTIONS”,
“id”: 32}
and check if you get a result. Its like a high-level ping