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REST OHLCV does not return live candle + WebSocket does not support multi-symbol candles subscription #24

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@Alfavisioner

Hello,

While integrating WhiteBit market data, I encountered two limitations compared to other major exchanges (Binance, Bybit, Coinbase):

1️⃣ REST fetch_ohlcv does not return the current (live) candle

The REST endpoint returns only closed candles.
The current forming candle is not included.

This makes it impossible to:

  • obtain real-time volume via REST
  • rely solely on REST polling for live strategies

All major exchanges return the currently forming candle via REST OHLCV.

It would be very helpful if WhiteBit REST OHLCV included the current (live) candle.

2️⃣ WebSocket candles subscription does not support multi-symbol per connection

When subscribing to candles via WebSocket:

Each subscription replaces the previous one for the same data type.

This forces creating one WebSocket connection per symbol.

In contrast:

  • Binance
  • Bybit
  • Coinbase

allow multiple symbols to be subscribed within a single WebSocket connection.

This significantly simplifies infrastructure and reduces connection overhead.

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