Streaming on-chain DEX swaps over WebSocket without reconnect bugs
Build a resilient WebSocket subscriber for the SiftingIO dex product: chain:PAIR symbols, the auth handshake, last-cached-then-live emits, and a 60s ping.
The SiftingIO Blog
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Engineering deep-dives, market analysis, and product updates from the SiftingIO team. How we build real-time market data infrastructure across crypto, FX, and equities.
Latest posts
How to Get Real-Time Forex Prices in Python
Get real-time forex prices in Python: a requests call for a snapshot, a websockets feed for live updates, the official siftingio SDK with sync and async clients, and buffering ticks into a pandas DataFrame.
How to Get Gold and Oil Spot Prices via API
Gold and oil spot prices from one API call. How SiftingIO symbols commodities (XAUUSD, WTIUSD), how to read a last trade or quote, and how the published price is aggregated across venues.
How to Get the Latest Price and Volume From a DEX Without the On-Chain Math
A DEX has no last-price field. Getting a usable price and volume means pool math, decimals, token ordering, and swap-log parsing behind an RPC node. Here is what that takes and the one-call alternative.
REST vs WebSocket for Real-Time Market Data: When to Use Each
REST or WebSocket for live market data? A plain guide to how each works, when to pull on demand versus stream, why fast polling scales badly, and how to use both together.
Tracking institutional position changes across 13F filings
How to diff 13F-HR holdings between reporting cycles using SiftingIO, find new positions, exits, and meaningful size changes.
What are the 7 C commodities?
The 7 C commodities are coffee, corn, cotton, copper, crude oil, cocoa, and cattle. A plain guide to what the seven mean, why they are grouped, and how to track their prices.
How to get real-time forex prices from SiftingIO
A plain guide to getting live forex prices from SiftingIO: a single request for the current rate, or a live feed that updates on its own as the market moves.
Aligning economic calendar events with your backtest's bar timeline
How to pull scheduled US economic events from one endpoint and align them with OHLCV bars so a backtest knows when CPI, NFP, and FOMC actually hit.