WebSocket Feed

Clients connect to GET /ws and receive fill events in real time across all server instances.

How It Works

flowchart TD
    R["Redis Pub/Sub<br/>fills:events"] --> RS["redis_subscriber<br/>one per API instance"]
    RS --> TX["broadcast::Sender<br/>shared in AppState"]
    TX --> RX1["rx.recv — WS Client 1"]
    TX --> RX2["rx.recv — WS Client 2"]
    TX --> RX3["rx.recv — WS Client 3"]
    RX1 --> W1["WebSocket send"]
    RX2 --> W2["WebSocket send"]
    RX3 --> W3["WebSocket send"]

    style R fill:#dc382c,color:#fff
    style TX fill:#1565c0,color:#fff

Server-Side Handler

The key pattern: subscribe to the broadcast channel before the WebSocket upgrade to avoid missing fills during the handshake.

#![allow(unused)]
fn main() {
pub async fn ws_handler(
    ws: WebSocketUpgrade,
    State(state): State<AppState>,
) -> Response {
    let rx = state.fills_tx.subscribe(); // Subscribe BEFORE upgrade
    ws.on_upgrade(|socket| handle_socket(socket, rx))
}
}

Each socket runs two concurrent tasks via tokio::select!:

#![allow(unused)]
fn main() {
// Task 1: broadcast → WebSocket (send fills to client)
// Task 2: WebSocket → drain (detect disconnection)
tokio::select! {
    _ = &mut send_task => recv_task.abort(),
    _ = &mut recv_task => send_task.abort(),
}
}

Cross-Instance Fan-Out

When the engine worker (on Instance A) publishes a fill to Redis Pub/Sub, every API instance receives it and forwards to their local WebSocket clients. A client connected to Instance B sees fills generated by Instance A.

Connecting

# Using websocat
websocat ws://localhost:8080/ws

# Using wscat
wscat -c ws://localhost:8080/ws

# Programmatically (JavaScript)
const ws = new WebSocket("ws://localhost:8080/ws");
ws.onmessage = (e) => console.log(JSON.parse(e.data));