Aggregate Stream Optimizations
Jan 29, 2018
We have made an update to both real-time aggregate data streams:
A.* - Per Second Aggregates
AM.* - Per Minute Aggregates
Before, we would broadcast all symbols, every second/minute, regardless if a trade happened in that timespan. This was easily determined by the
meaning there was no volume.
This means it would broadcast ~8000 ticks/second on the per second aggregate channel.
We have changed both channels to only broadcast updates on the tickers which have actually had trades in that timespan. Which means the average is ~1000 ticks/second instead of ~8000. This allows better throughput, and less processing messages of tickers that have not changed.