Data Flow Architecture

Real-Time Data Pipeline

WebSocket Streams → Buffered Processor → Redis Pub/Sub → Consumers
                      ↓
               Redis Storage ← REST API Updates
                      ↓
            Arbitrage Engine ← Dashboard Queries

Connection Management

WebSocket Connection Handling

The system implements robust connection management:

Connection States:

• CONNECTING: Initial connection attempt

• CONNECTED: Active data streaming

• RECONNECTING: Automatic reconnection after failure

• FAILED: Maximum retry attempts exceeded

Reconnection Logic:

• Exponential backoff: 1s, 2s, 4s, 8s, 16s, 32s, 60s max

• Maximum 10 reconnection attempts

• Circuit breaker for persistent failures

Latency Metrics

System performance is optimized for low latency:

• WebSocket Latency: <50ms message processing

• Redis Operations: <1ms key lookups

• Pub/Sub Delivery: <10ms message distribution

• Batch Processing: <100ms for 50-message batches

This Redis-based architecture provides the foundation for real-time arbitrage detection across multiple cryptocurrency exchanges, balancing performance, reliability, and extensibility for continuous trading operations.