Best Practices

Connection Management

1. Automatic Reconnection

   • Implement automatic reconnection mechanism

   • Use exponential backoff strategy

   • Handle network interruptions gracefully

2. Heartbeat

   • Use heartbeat to keep connection alive

   • Send "ping" messages periodically (e.g., every 30 seconds)

   • Handle "pong" responses to verify connection health

3. Connection State

   • Monitor connection state (OPEN, CLOSING, CLOSED)

   • Only send messages when connection is OPEN

   • Clean up resources when connection closes

Subscription Management

1. Subscribe Immediately

   • Subscribe to required data streams immediately after connection is established

   • Don't wait for connection to be fully ready before subscribing

2. Unsubscribe Before Disconnect

   • Unsubscribe from all subscriptions before disconnecting

   • This helps clean up server-side resources

3. Request ID Management

   • Use unique request IDs to track subscription status

   • Map request IDs to subscription types for easier management

   • Handle subscription responses to confirm successful subscriptions

4. Resubscribe on Reconnect

   • Track all active subscriptions

   • Resubscribe to all active subscriptions after reconnection

   • Maintain subscription state across reconnections

Data Processing

1. Data Validation

   • Validate received data format before processing

   • Check for required fields in data messages

   • Handle missing or malformed data gracefully

2. Update Frequency

   • Handle data update frequency to avoid excessive UI refreshes

   • Consider debouncing or throttling UI updates

   • Batch updates when possible

3. Portfolio Subscriptions

   • For portfolio subscriptions, actively fetch the latest data after receiving notifications

   • Don't rely solely on WebSocket notifications for portfolio data

   • Use REST API endpoints to get complete portfolio information

Performance Optimization

1. Selective Subscriptions

   • Only subscribe to needed data streams

   • Unsubscribe from unnecessary subscriptions promptly

   • Avoid subscribing to the same data multiple times

2. Data Caching

   • Use data caching appropriately

   • Cache instrument information and market data

   • Invalidate cache when receiving update notifications

3. Memory Management

   • Clean up old data to prevent memory leaks

   • Limit the size of data buffers

   • Remove unused subscriptions and listeners

Security Considerations

1. HTTPS/WSS

   • Always use wss:// (secure WebSocket) in production

   • Never use ws:// (unencrypted WebSocket) for sensitive data

2. Origin Validation

   • Set appropriate Origin header

   • Validate origin on client side if needed

3. Rate Limiting

   • Be aware of rate limits

   • Don't send excessive subscription/unsubscription requests

   • Implement client-side rate limiting if needed

Debugging Tips

1. Logging

   • Log all sent and received messages during development

   • Include timestamps and connection state in logs

   • Use different log levels for different types of messages

2. Error Tracking

   • Track connection errors and reconnection attempts

   • Monitor subscription success/failure rates

   • Alert on persistent connection issues

3. Testing

   • Test reconnection logic thoroughly

   • Test with network interruptions

   • Test subscription/unsubscription flows

   • Test with invalid messages to ensure error handling works