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What to record for every market-data value
A value is only useful when you can tell what it measures and when it was observed. Store the exchange-provided event or interval time alongside the time your system received it. Keep the venue, symbol or instrument, quote currency, timestamp unit, and source endpoint with the observation. Normalize timestamp units before comparing sources: Binance Spot REST timestamps are milliseconds by default, and its documentation also describes requesting microseconds (Binance Spot REST API information).
Keep event time and receive time separate. Their difference helps show whether a feed is arriving late; a recent receive time alone does not prove the underlying market observation is recent. For candles, retain the exchange’s interval and candle end time rather than treating the most recently received candle as necessarily current.
How to detect and display missing or stale data
Missing observations
Represent an absent observation as absent, not as a zero price or volume. Keep the expected time bucket or requested field in your internal model so the system can distinguish an empty slot from a value that has not arrived. Where possible, distinguish “no observation,” “not yet received,” “unsupported symbol,” and “feed unavailable.” Whether a bucket without trades should produce a synthetic candle depends on the exchange’s interval semantics; do not imply that an invented candle came from the venue.
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Stale values
Set freshness thresholds to match the dashboard’s update cadence and intended use. There is no threshold established here that is correct for every endpoint, instrument, and exchange. Calculate data age from source time, and make the last successful update visible. If you keep a last-known value on screen, label it as stale and show its timestamp rather than presenting it as current.
A nonempty response is not proof of freshness. Kraken’s OHLC WebSocket documentation says a snapshot may contain the last valid candle even when there were no trades in the requested interval; its documented end time can identify that candle as old (Kraken OHLC WebSocket v1 documentation). That page documents a legacy WebSocket version, so check the current API version before implementing its behavior.
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What to do when a live feed is delayed or stops
Account for endpoint delay
Exchange APIs can return data with different delays. Binance describes its API system as asynchronous and identifies Matching Engine, Memory, and Database data sources with increasing potential for delay (Binance Spot REST API information). Treat a response as an observation from its stated source and time, not as a guaranteed real-time truth. Track the last successful update and show an explicit stale or delayed state when your freshness rule is exceeded.
Plan for WebSocket interruption
Monitor connection state and the exchange’s heartbeat behavior; a stream connection should not be assumed to last indefinitely. Binance Spot documentation specifies a 24-hour connection lifetime, server ping frames every 20 seconds, and a one-minute timeout if the server does not receive a pong. It requires clients to return a pong carrying the ping payload promptly (Binance Spot WebSocket streams). These are exchange-specific technical parameters and can change, so verify them against current documentation when configuring a client.
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- Detect a disconnect, missed heartbeat, or sequence gap, and mark affected data incomplete.
- Reconnect according to the exchange’s documented procedure; do not silently treat the new connection as a continuous feed.
- Fetch a fresh snapshot or backfill where the API supports it, then reconcile buffered stream events against the snapshot.
- Remove the incomplete status only after the gap is resolved and the data sequence is consistent.
Rebuild a Binance local order book after a sequence gap
Binance documents a specific snapshot-and-stream procedure for maintaining a local Spot order book. Buffer stream events, request a REST depth snapshot, discard buffered events already covered by the snapshot, and check that the first remaining event bridges the snapshot’s update ID. If a subsequent event starts beyond the local update ID plus one, the documented procedure says events were missed and the local book must be discarded and rebuilt (Binance: How to manage a local order book correctly). This procedure applies to that order-book feed; use the relevant exchange’s own recovery semantics for other data types.
How to explain conflicting prices
First check whether the values actually describe the same thing. A BTC/USD spot trade, a BTC/USDT ticker, an index value, and a candle close are different measurements, even if each is labeled with a Bitcoin price. Compare matching instruments, venues, quote currencies, intervals, and calculation methods. Keep source identity attached to every value and state which source supplies each displayed metric.
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If alternate sources disagree materially, show their provenance and “as of” times instead of averaging unlike values into a number that looks exact. Define a product tolerance if one is needed, but do not present it as a market-wide standard: the cited exchange documentation does not prescribe a universal disagreement tolerance or designate a canonical cross-exchange price. Binance also notes that API data sources can have different potential delays; Kraken’s candle timing rules are specific to its feed (Binance Spot REST API information; Kraken OHLC WebSocket v1 documentation).
Independent reader supportYour contribution helps us test, update, and keep practical guides available for everyone.Poll and recover without triggering exchange limits
Use the rate and retry rules for the precise exchange, endpoint, and account context. Binance documents HTTP 429 for request-rate violations, a Retry-After response header, and possible HTTP 418 IP bans for continued violations; back off when instructed rather than increasing request frequency (Binance Spot REST API limits).
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Kraken’s public Spot REST guidance says limits apply by IP, with additional currency-pair limits for Trades and OHLC. Its support page, last updated October 1, 2026, says public endpoint calls at one per second or less remain within its limits; higher frequency could be restricted. That guidance is for Kraken Spot public REST, not a universal WebSocket, Futures, endpoint, or account rule (Quick Recap
