Update to our realtime API’s image delivery

In an effort to increase resource efficiency and reduce the likelihood of system overload, we are making a change to how we deliver images (partials) to newly established websocket subscriptions, for certain tables.

For clients working directly with our realtime API, images for new subscriptions to certain tables are now being delivered on an interval of 2.5 seconds. The following tables are affected:

– orderBookL2
– orderBookL2_25
– instrument

API clients can expect a latency of up to 2.5 seconds when subscribing to these tables before receiving a table image (a message with a ‘partial’ action).

This change only affects the first message for newly created subscriptions. Subsequent deltas (messages with an ‘update’, ‘insert’ or ‘delete’ action) will continue to be delivered in realtime and are not subject to an interval.

There are no changes to the schema of the API itself. Only the timing of the initial image is affected.