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If gold-market WebSocket ticks are missing, duplicated, or out of order, stop applying updates to the affected local state as soon as the provider’s sequence or offset stops being contiguous. Record the last accepted cursor, recover through the provider’s replay or backfill mechanism—or rebuild from a fresh snapshot—and resume only after the recovered stream reconciles with the live one. For gold feeds, also distinguish a stale closed-market price and an idle heartbeat from a new tick.
What does a sequence gap mean in a gold market stream?
A sequence gap means the stream’s continuity marker no longer follows the provider’s documented progression. That marker may be a sequence number, a range of sequence numbers, or an offset; it is not necessarily a timestamp. If your local consumer applies later updates as though nothing happened, it may build state from an incomplete history.
For a tick consumer, that can mean your record of observed prices is missing events. For an order-book consumer, missing a change can leave the local book inconsistent with the provider’s book. Those are related but distinct problems: a stream described as a tick feed is not automatically an order-book feed, and a sequence rule documented for one API should not be assumed to apply to another.
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1Repair Windows errors before they cause bigger problems2Scan for outdated or missing drivers - takes under a minute3Clear out junk files and repair common Windows errorsThe practical rule is to treat the cursor as a contract defined by the individual provider and feed. A sequence value from one connection, product, or API may not be interchangeable with one from another. For example, Bitvavo’s WebSocket Market Data Pro documentation says its nonce values are not shared with REST or the standard WebSocket API. Vike describes sequence behavior scoped to a feed. (Provider documentation crawled in 2026.)
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How can I tell a gap from a duplicate, reordering, or heartbeat?
Validate every frame against the last accepted cursor using the vendor’s exact rule. A discontinuity is a reason to stop mutating the affected state and investigate; it is not a cue to guess which message to discard.
Check the cursor type before comparing values
- Single-number sequence: if the provider documents consecutive numbering, the next value should equal the previous value plus one.
- Range sequence: compare the beginning of the new range with the end of the prior range. Bitvavo documents
mdSeqNo,startMdSeqNo, andendMdSeqNo; a frame covering 101–102 should be followed by one beginning at 103. - Offset: use the provider’s offset and its documented recovery procedure. Indodax, for example, documents resubscribing with
recover=trueand the last offset.
Do not apply the single-number rule to a range cursor, or infer that a timestamp is a sequence number. The protocol determines whether a frame may legitimately cover multiple updates and what “next” means.
Classify what you observed
- Forward jump: the new cursor is beyond the next valid value. One or more units may be missing, subject to the provider’s range semantics.
- Duplicate: the frame repeats a cursor already accepted. Do not apply it a second time unless the protocol explicitly defines a safe idempotent behavior.
- Backward or out-of-order frame: the cursor precedes the expected point. It may be delayed or duplicated; without protocol support for reordering, do not silently apply it.
- Malformed frame or symbol mismatch: the data cannot safely be reconciled with the state you are maintaining. Quarantine it rather than updating another symbol’s state.
- Heartbeat: a liveness message can show that the connection remains active, but it is not itself evidence of a price update or a missing tick.
Keep continuity checks separate from liveness checks. A connection can be alive while the market sends no new tick, and a connection can fail even when the last price displayed looks plausible.
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Why does a gold feed need special handling when the market is closed?
Some gold streams are not continuously publishing new prices. The goldprice.dev documentation for XAU-USD-SPOT describes available, unavailable, and closed state messages; when closed, a response can include the last price marked is_stale, a next_open field, and heartbeats until reopening. (Provider documentation crawled in 2026.)
That behavior matters because an unchanged or old price is not automatically a dropped tick. Treat the market-state message, the price’s stale marker, and the tick timestamp as separate pieces of information. The documentation says live ticks include computed_at; retain that field with the tick rather than replacing it with the time your client received the frame. A receive time is useful for transport diagnostics, but does not establish when the provider computed the price.
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Model the stream’s market state explicitly alongside its transport state. For example, “connected and heartbeat received” answers whether the session appears alive; “market closed and last price stale” describes whether the displayed price is current. Do not turn a heartbeat into a synthetic tick, clear a stale marker merely because the socket is open, or infer a new price from a state transition unless the provider sends one.
What should I do immediately when the cursor breaks?
Stop updating the affected symbol or feed state before attempting recovery. Preserve enough context to diagnose the discontinuity and rebuild without mixing unverified data into the live state.
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- Record the boundary. Save the last accepted cursor and the first unexpected cursor, plus symbol, feed scope, provider, transport, connection ID, and connection epoch. Keep raw frames when your retention and privacy policies allow it.
- Choose the strongest documented recovery path. Prefer replay or offset recovery when the API supports it. If a matching REST history endpoint exists, request the missing time interval. If neither method can establish continuity, reconnect and rebuild from a fresh snapshot.
- Reconcile before publishing. Process recovered material in order, check that it reaches the live stream’s handoff cursor, and swap the reconstructed state into production atomically. If the boundary does not reconcile, repeat recovery or fail closed.
A cursor jump, duplicate, backward frame, malformed message, or symbol mismatch should all lead to a controlled state transition—not a best-effort update. The point of quarantine is to prevent an uncertain local state from appearing trustworthy to downstream consumers.
Which recovery method should I use?
Use the method that the provider documents for that feed and cursor. Replay preserves available stream events most directly; backfill and snapshots can restore usable state but do not necessarily recover every intermediate tick.
| Method | Use it when | What it offers | Important limitation |
|---|---|---|---|
| Provider replay or offset recovery | The API exposes a replay cursor or recovery request. | Can return missed publications in the provider’s sequence. | Retention and cursor scope depend on the provider. Indodax documents recover=true with the last offset, followed by returned publications and an updated offset. |
| REST time-window backfill | A historical endpoint matches the stream’s series and missed interval. | Provides an auditable way to request data for a bounded time window. | Time-based reconstruction may not preserve every tick or reproduce the stream’s exact event sequence. Vike documents a same-series, missed-window backfill strategy for sequence gaps. |
| Fresh snapshot plus deltas | Replay is unavailable, expired, or cannot bridge the gap. | Creates a new known baseline from which to apply subsequent updates. | Events between the old state and the snapshot may be unrecoverable. SiftingIO documents a fresh snapshot on reconnect. |
| FIX session recovery | Your integration uses a supported enterprise FIX session. | Provides session-level sequence recovery and explicit gap-fill semantics. | It is not a universal WebSocket technique. SiftingIO documents ResendRequest recovery using SequenceReset-GapFill for perishable market-data messages. |
These are not interchangeable implementation details. A REST response may help reconstruct a series but cannot be presumed equivalent to replaying every original event. Likewise, FIX gap fill has session semantics that do not define how a separate WebSocket API should behave.
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How should I design the resynchronization state machine?
Make “live,” “gap,” and “snapshot required” explicit states. A frame should change local data only when the state is live and its cursor satisfies the provider’s continuity rule.
1. Bootstrap with a defined baseline
Open the connection, authenticate, subscribe to the intended feed, and obtain the provider’s initial snapshot or first valid cursor. Store the cursor together with symbol, feed identity, and connection epoch. Do not reuse a cursor from a different feed or API unless the provider says the scopes are shared.
2. Validate before applying
For each frame, first confirm that it belongs to the expected symbol and feed. Then validate its cursor against the last accepted cursor. Only after both checks pass should the consumer apply the frame and advance its stored cursor.
3. Quarantine on any continuity failure
On a gap, duplicate, backward value, malformed frame, or identity mismatch, move the affected state out of live mode. Record the boundary and request the supported recovery path. Frames that arrive while recovery is in progress should be buffered only if you can bound, order, and reconcile them; otherwise discard them and obtain a fresh baseline.
4. Reconcile and hand off atomically
Apply replayed events in sequence, or rebuild from a snapshot and then apply valid deltas. Verify that the reconstructed cursor reaches the handoff point with the live feed. Replace the production state and mark it live as one controlled operation, so consumers do not see a partial rebuild.
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state = SNAPSHOT_REQUIRED
last_cursor = null
on_snapshot(snapshot, cursor):
local_state = snapshot
last_cursor = cursor
state = LIVE
on_update(frame):
if state != LIVE:
buffer_or_drop(frame)
return
if not contiguous(last_cursor, frame.cursor):
state = GAP
record_gap(last_cursor, frame.cursor, frame.symbol, frame.connection_id)
request_replay_or_backfill(last_cursor, frame.cursor)
return
apply(frame)
last_cursor = frame.cursor
on_recovery(replayed_frames, terminal_cursor):
rebuild_from_snapshot_or_checkpoint(replayed_frames)
assert contiguous_through(terminal_cursor)
last_cursor = terminal_cursor
state = LIVEThis is provider-neutral pseudocode, not a drop-in client. In particular, contiguous must implement the vendor’s actual cursor rule. Bitvavo’s documented range example and Indodax’s offset recovery illustrate why one generic increment rule is not enough.
How do I handle connection errors and reconnects?
Separate authentication, entitlement, rate or connection limits, and service availability; each needs a different operational response. For the goldprice.dev stream, the documented response codes map as follows: 401 indicates invalid credentials, 403 indicates the plan is not entitled to streaming, 429 indicates a connection limit, and 503 indicates that the live feed is unavailable. (Provider documentation crawled in 2026.)
- 401: verify the credential being used and correct authentication before retrying.
- 403: confirm streaming entitlement for the account rather than repeatedly reconnecting.
- 429: check whether the client has exceeded the documented connection limit and reduce or consolidate connections as appropriate.
- 503: treat the live feed as unavailable; do not interpret a failed request as proof that no market update occurred.
After a disconnect, assume continuity is unproven until the provider’s recovery contract establishes it. Reconnect may deliver a snapshot, replay, or only new live messages; these outcomes are not equivalent. If the feed provides no replay and the client cannot demonstrate a clean handoff, mark the local state as rebuilt from a new baseline rather than claiming it contains every intervening tick.
Independent reader supportYour contribution helps us test, update, and keep practical guides available for everyone.What should I log to diagnose recurring gaps?
Capture enough information to distinguish a provider-side discontinuity from a client-side parsing, scheduling, or reconnect problem. For each recovery incident, log provider and symbol, feed scope, connection ID and epoch, last accepted cursor, first observed cursor after the break, estimated missing units where the cursor semantics permit that calculation, recovery method, request ID, snapshot timestamp, and final reconciled cursor.
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Bitvavo describes its Market Data Pro feed as non-conflated Level 2 market data with sequence numbering intended to help track order-book changes and detect gaps. It also reports approximately 52.5 ms average delay for Market Data Pro versus approximately 100 ms for its standard WebSocket, and about 9.1 messages per 100 ms versus 1 message per 100 ms. Those are Bitvavo-reported figures in documentation crawled in 2026, not independent measurements or guarantees for a gold feed. Lower reported delay or higher message volume does not remove the need to validate continuity.
Frequently Asked Questions
Can I use the WebSocket receive timestamp to fill a missing gold tick?
No. A receive timestamp records when your client saw data, not the provider’s omitted event or its original event time. It can help measure transport delay, but it cannot prove which price updates occurred during a gap.
Will every sequence gap mean the gold price is wrong?
Not necessarily: the local data may still be usable for some purposes, but its completeness is no longer established. Whether that matters depends on whether a downstream calculation requires every event, a current snapshot, or only an approximate historical series.
How do I know whether a sequence counter is global across symbols?
Do not infer scope from the number’s appearance or from another API on the same platform. Check the feed documentation and test your consumer against the documented subscription behavior; absent an explicit guarantee, keep cursors isolated by feed and symbol.
Can I safely discard duplicate messages?
Only after identifying them according to the provider’s cursor semantics and confirming that a repeated range or offset does not represent additional updates. Record duplicate counts: a rising rate can reveal reconnect, buffering, or delivery issues even when your application avoids applying a frame twice.
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