WebSocket Reconnection That Actually Works: Auto-Reconnect Guide for Trading Bots
The article, originally published on MatrixTrak.com, presents a comprehensive guide for implementing automatic WebSocket reconnection in trading bots. It emphasizes that disconnects are inevitable and the key is correct recovery. The guide recommends three core practices: automatic reconnection with exponential backoff and jitter, tracking sequence numbers to detect missed messages, and always verifying state via REST after reconnect. It provides a minimum viable implementation in TypeScript, showing a class `AutoReconnectWebSocket` with properties for the WebSocket instance, reconnect attempts, max retries (set to 10), and a flag for whether to reconnect. The `connect` method returns a promise that resolves on open and handles close events. The excerpt does not include the full implementation details or additional features like heartbeat or state recovery, but the guide promises coverage of these topics.
Trading bots require reliable WebSocket connections to avoid missing critical market data.