Low-latency financial market data push optimization: WebSocket heartbeats, reconnects, and traffic control best practices (with Python code)

A technical post outlines WebSocket optimizations for real-time market data in stocks, futures, and FX.

It recommends application-level heartbeats to detect half-open connections more reliably than standard keepalives.

It also uses exponential backoff with random jitter to prevent reconnect storms during outages.

For data continuity, the design restores missed messages after disconnects using sequence numbers (seq).