Between 16:00 and 17:00 UTC 30 May 2019 the websocket API experienced periods of substantial lag due to spikes of traffic generated by the trading engine during large market moves. During this period some websocket connections also experienced dropped market data updates as memory limits on an internal messaging layer were hit, forcing reconnections.
Our engineers are accelerating the development effort in an already-planned strategic upgrade of our market data distribution architecture to vastly increase its capacity and lower the overall latency of the websocket feed. This capacity upgrade is scheduled for Testnet release this week and we will update users once this has been released to the main platform.
If you have any further questions, please contact Support via our contact form: https://www.bitmex.com/app/support/contact.