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TL;DR: WebSocket connections now enforce per-API-key rate limiting with configurable messages/s thresholds. Fast-trade streams support outlier filtering to exclude anomalous trades, improving data quality for trading algorithms.

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API Key WebSocket Rate Limiting

Per-API-key rate limiting is now enforced on all WebSocket connections. API keys can be configured with custom messages/s limits to prevent abuse and ensure fair usage across organizations.
  • Enforce per-key WebSocket messages/s rate limiting
  • Add WebSocket messages/s limit configuration to API keys
  • Prevent abuse with granular rate control per organization

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Fast Trade Outlier Filtering

Fast-trade streams now support filtering anomalous trades that deviate significantly from market price. This improves data quality for trading algorithms and analytics by excluding potentially erroneous trades.
  • Add filterOutliers flag to fast-trade subscriptions
  • Exclude outlier trades that deviate significantly from market price
  • Improves data quality for trading algorithms and analytics
Shipped by Sacha, Sandy, Florent, Florian, Cyril