WebSocket Throughput
WebSocket Throughput defines the volume of real-time market data, such as order books, trade updates, and ticker information, that can be transmitted over a persistent connection between an exchange and a client. Unlike traditional HTTP requests, WebSockets provide a full-duplex communication channel, allowing for continuous data streaming without the overhead of repeated handshakes.
High throughput is essential for maintaining an accurate, up-to-the-millisecond view of market conditions, which is necessary for reactive trading algorithms. If throughput is insufficient, a trader might receive delayed market data, leading to flawed decision-making.
Exchanges must manage their server capacity to handle spikes in traffic without degrading the data stream quality. Efficient throughput management is a key technical requirement for any high-performance trading platform.