Read Realtime Ticks from Exchanges - Not Just Polling

[guytp]

The data feed reader should combine tick reading as well as back-syncing and merge into a single DB feed depending on where we are with sync process.

• Start syncing feed via WS. Store in memory as soon as we're synced up to -1hr
• Back-fill via Web API
• Once back fill reached an order we've received over WS stop backfilling and replay all web API ticks then play them back in real-time.
• If WS ceases to tick for a certain period of time double-check orders via HTTP
• If WS disconnects revert to back-fill technique
• Needs to go into a queue when received between data feed reader and dispatch to clients who are connected

[guytp]

Needs to be Alpha, web polling is just too far behind with the combinations we're polling

[guytp]

We also need to look at using this with a queue system. Need to plan this out more looking around Azure SB, Rabbit MQ, etc. to deal with distributing ticks to DB, to backend polling system (so we can check when we're up to date without further DB hits) as well as to client over TCP/IP feed (and eventually web sockets)

[guytp]

Moved to beta, only benefit for now is more pairs and slightly faster sync - this can wait until first big release for beta allowing us to expand datasets within beta, not required for initial alpha work