How to Replace Stock Price Polling with WebSocket Streaming in Trading Apps
A developer building a stock price dashboard discovered that polling an API every second caused lag and stale data, prompting a switch to WebSocket-based streaming. Modern trading APIs from providers such as Alpaca, Binance, and Polygon offer WebSocket endpoints that push market data instantly as trades and quotes occur. Unlike repeated GET requests, a persistent WebSocket connection lets the server deliver updates the moment they are available, eliminating polling delays. The article walks through a practical Python implementation using the websocket-client library to stream live AAPL trade ticks from Alpaca's data feed. Key challenges highlighted include managing reconnections, handling heartbeat signals, and avoiding missed ticks when a connection drops.
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