Session Management
Session Management in the context of FIX or WebSocket protocols involves the lifecycle of a persistent connection, including initiation, authentication, heartbeats, and termination. Maintaining a stable session is essential for continuous trading, as reconnections can introduce significant latency and data gaps.
The system must be capable of detecting session drops and initiating rapid reconnections without losing order state. Heartbeat mechanisms are used to verify the connection status and prevent timeouts.
Effective session management includes robust logging and alerting to quickly address connectivity issues. It is a fundamental operational task for any system relying on persistent streaming data.