Golang WebSocket market data: stream real-time forex and crypto prices
Stream real-time forex and crypto prices in Go over WebSocket: authenticate, subscribe, parse tick frames, and handle pings and reconnects with working code.
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 give an AI agent market data: MCP server, REST tools, and WebSocket streaming
How to give an AI agent live and historical market data: an MCP server for Claude and Cursor, REST tool definitions, and WebSocket streaming for monitors.
Why two backtests of the same strategy disagree: the historical price data faults to check first
Five ways historical price data silently corrupts a backtest: adjustment method, venue-dependent highs and lows, gap policy, session cuts, and restated bars.
What price should a trading game settle on? Settlement rules for simulators and contests
How trading simulators and paper-trading apps should pick a settlement price: venue disagreement, stale quotes, adjusted history, and a rule players can read.
The market data behind an investor relations page
What an investor relations page needs from a market data API: delayed quotes, five-year OHLCV charts, self-updating XBRL financials, and a build checklist.
DEX swap cost basis: why the daily index price is not the price you got
Crypto tax software prices DEX swaps with daily index averages that exclude DEX data. What Form 1099-DA changes for 2026, and why the swap record is stronger.
Forex OHLCV data: how FX candles are built
Forex OHLCV data explained: how FX candles are built from aggregated quotes, why daily bars depend on the day boundary you pick, and how to pull them by API.
Live bid and ask price API: build a correct EURUSD and BTCUSD quote client
How to read live bid and ask prices for EURUSD and BTCUSD over REST and WebSocket: string-typed fields, epoch milliseconds, ping keepalive, and rate limits.
Adjusted vs unadjusted stock prices: why your backtest returns are wrong
Why backtest returns break when adjusted and unadjusted OHLCV bars get mixed, with the split and dividend factor math to fix them deterministically.