Streaming Websocket connection break

AbdullahMuhammad

I am using the LSEG ELECTRON_DD to get data through a WebSocket connection.

Everything works fine at first, and I receive the data correctly. However, after some time, the WebSocket connection automatically disconnects. When I restart it, it works again, but the same problem happens after a while.

The error message I see is: “connection to remote host was lost.”

I also noticed that if I subscribe to many RICs, the connection breaks faster than when I use fewer RICs.

Right now, I am using two or three exchanges and subscribing to all their RICs using a single connection.

Could you please guide me on:

• What is the best way to use WebSocket connections?
• Is it better to use multiple WebSocket connections with fewer RICs each, or one connection with many RICs?
• What could be causing the connection to break?

Jirapongse

@AbdullahMuhammad

Thank you for reaching out to us.

Typically, WebSocket connections do not perform as well as socket connections. You can refer to this Real-Time SDKs Performance Test Summary article.

If the server cuts the connections, you can check the server log for the reason of disconnections.

In most cases, the server will terminate the connection when it detects that the client is a slow consumer. For example, a client may subscribe to a large number of RICs with an average update rate of 1,000 updates per second, while only being able to process 500 updates per second. The remaining 500 updates are queued in the server’s output buffer, causing the backlog to grow over time. Because the output buffer size is limited per connection, the server will close the connection once the buffer becomes full.

Therefore, the application must process messages as fast as possible to avoid the slow consumer issue. The application can use the view request to limit the number of fields processed by the application.

    mp_req_json = {

        'ID': 2,

        'Key': {

            'Name': [

                'TRI.N',

                'IBM.N',

                'T.N'

            ],

        },
       'View': [

            'BID',

            'ASK',

            'BIDSIZE'

        ]

    }

Using multiple connections may help, provided that each connection can handle the update rate it receives.

You can also refer to this Choosing a Real-time Streaming API article.