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Overview

The Drift Common library provides several specialized client modules for interacting with market data feeds and executing orders:

CandleClient

Fetch and subscribe to candlestick data from the Drift Data API

MarketDataFeed

Singleton websocket manager for candles and trades with subscription sharing

DlobWebsocketClient

Real-time orderbook data via websocket with reactive streams

SwiftClient

Fast order execution via the Swift server with confirmation tracking

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Key Features

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Market Data

  • Historical & Real-time Candles: Fetch historical candle data and subscribe to live updates
  • Trade Feeds: Subscribe to real-time trade execution data
  • Orderbook Streaming: Real-time L2 orderbook depth data
  • Subscription Sharing: Efficient websocket connection pooling

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Order Execution

  • Swift Orders: Lightning-fast order execution via specialized infrastructure
  • Order Confirmation: Multiple confirmation strategies (polling, websocket)
  • Event Streams: Observable-based order lifecycle events

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Common Patterns

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Websocket Management

All clients use sophisticated websocket management:
  • Automatic reconnection handling
  • Subscription multiplexing (multiple subscribers share connections)
  • Message filtering and routing
  • Heartbeat monitoring

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Reactive Streams

Clients use RxJS observables for data streaming: 
// Subscribe to data stream
const subscription = dataStream.subscribe({
  next: (data) => handleData(data),
  error: (err) => handleError(err),
  complete: () => handleComplete()
});

// Clean up when done
subscription.unsubscribe();

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Caching Strategies

Clients implement intelligent caching:
  • CandleClient: Caches recent 1000 candles for instant retrieval
  • URL Caching: Prevents repeated string concatenation overhead
  • String Interning: Reduces memory allocation for frequently used keys

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Usage Guidelines

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Initialization

Most clients require initialization before use: 
// SwiftClient requires initialization
SwiftClient.init('https://swift.drift.trade', 'my-app');

// Other clients are instantiated
const candleClient = new CandleClient();
const dlobClient = new DlobWebsocketClient(config);

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Resource Cleanup

Always clean up resources when done: 
// Unsubscribe from specific subscriptions
candleClient.unsubscribe(subscriptionKey);

// Or unsubscribe from all
candleClient.unsubscribeAll();
dlobClient.destroy();

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Error Handling

Clients use different error handling strategies:
  • Promises: Standard try/catch for async operations
  • Observables: Error handlers in subscription callbacks
  • Callbacks: Optional onError configuration parameters

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Next Steps

CandleClient API

Learn about fetching and subscribing to candle data

MarketDataFeed API

Understand websocket subscription management

DlobWebsocketClient API

Stream real-time orderbook data

SwiftClient API

Execute orders with Swift infrastructure

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