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High-frequency strategies require milliseconds of the latest contract price, which interface is right?

Author: Karox, Created: 2022-01-05 01:17:41, Updated:

Mainly doing binary contracts, looking at the API documentation of this site, exchange.GetTicker))) does not mention how long it takes to update once, the actual debugging found that two queries separated by a few hundred milliseconds, prices and transaction volume often do not change, the feeling is almost more than a second to update once, which is not suitable for high frequency.

So what interface is best for high frequency contracting? websocket? how long is the WS update cycle?

In addition, exchange.GetTicker did not mention how many transactions were received in the last 24 hours?


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The grassGenerally, the wss is updated once every 100ms, but the delay is lower, GetTicker is updated in real time, changes whenever there is an update, theoretically more frequently, but the delay is higher.

The grassLook at the rules of the exchange.

KaroxThanks for the reply, how long is the GetTicker transaction cycle?