Finish Implementing WebSocket Streaming for Market and Account Data, and Add HTTP Streaming

[joaquinbejar]

Description

Objective:

Complete the implementation of streaming functionality for:

1. WebSockets:

   • Market data.
   • Account data.

2. HTTP Streaming:

   • Add support for streaming over HTTP once WebSocket functionality is finalized.

Details:

• The WebSocket implementation should handle:
  • Market data updates (e.g., prices, order book changes).
  • Account data events (e.g., balance updates, order executions).
• HTTP streaming should serve as an alternative mechanism for clients that cannot use WebSockets.

Expected Outcomes:

• Fully functional WebSocket streams for market and account data.
• Initial version of HTTP streaming functionality integrated and tested.

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Tasks

WebSocket Streaming:

• Review current WebSocket implementation for gaps. #14
• Implement handlers for market data updates.
• Implement handlers for account data events.
• Write tests for WebSocket handlers.

HTTP Streaming:

• Design the structure for HTTP streaming.
• Implement the HTTP streaming mechanism.
• Add tests for HTTP streaming.

Documentation:

• Update README or relevant documentation to explain the usage of WebSocket and HTTP streaming.

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Additional Notes

• Feel free to discuss the design or suggest improvements in this issue before diving into implementation.

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Labels

enhancement, streaming, WebSocket, HTTP