Fixing WebSocket Silent Disconnects for Financial Market Data

Short summary

Single persistent WebSocket connections with independent heartbeat monitoring prevent reconnection storms, ghost subscriptions, and silent disconnects in financial data pipelines. This architecture uses dynamic symbol subscription on one connection and daemon thread monitoring to eliminate infrastructure problems from rapid per-symbol reconnections.

• •Single connection with dynamic subscription prevents reconnection storms and resource waste
• •Independent heartbeat monitor thread detects silent failures that status checks alone miss
• •Includes production-ready Python code with state management, validation, and error handling

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