When a WebSocket connection drops and reconnects, the system may appear healthy, but data during the disconnection window is lost. This article presents a comprehensive compensation strategy for real-time data systems, particularly relevant for financial market data feeds. The solution involves three key components: gap detection to identify missing data intervals, idempotent REST backfill to fetch lost data without duplication, and a gap_report mechanism to log every compensation detail for auditability. The author also covers failure handling, state determination, and scenarios where data loss is irrecoverable. This pattern is essential for any system requiring reliable real-time data, such as trading platforms, monitoring dashboards, or live analytics. The approach is framework-agnostic and can be integrated into existing WebSocket clients with minimal overhead.
A deep dive into solving data continuity after WebSocket reconnection using gap detection, idempotent REST backfill, and audit logging.