Feeds need to be notified about a broken connection and should fill missing data (from last received tick until first new tick) with candles. Check for backfill param.
Data feed should set it state to connection broken while there is no connection / stream available. After restoring connection it should backfill and when done it should set it state back to live.
Feeds need to be notified about a broken connection and should fill missing data (from last received tick until first new tick) with candles. Check for backfill param.
Data feed should set it state to connection broken while there is no connection / stream available. After restoring connection it should backfill and when done it should set it state back to live.