MassiveDotNet.WebSocket 0.2.0

MassiveDotNet.WebSocket

WebSocket streaming client for the Massive market data platform (formerly Polygon.io), for .NET 10.

dotnet add package MassiveDotNet.WebSocket

Quick start

using MassiveDotNet.WebSocket;
using MassiveDotNet.WebSocket.Events;

await using MassiveStreamClient client = new(new MassiveStreamOptions { ApiKey = apiKey });
await using MassiveStockStream stream = await client.ConnectStocksAsync();

MassiveTopicSubscription<StockTrade> trades = await stream.SubscribeTradesAsync(["AAPL"]);

await foreach (StockTrade trade in trades)
{
    Console.WriteLine($"{trade.Ticker}  {trade.Price:N2} x {trade.Size}  at {trade.SipTimestamp}");
}

Six stock topics, each returning a MassiveTopicSubscription<T> over its own event type: SubscribeTradesAsync, SubscribeQuotesAsync, SubscribeSecondAggregatesAsync, SubscribeMinuteAggregatesAsync, SubscribeImbalancesAsync, SubscribeLimitUpLimitDownAsync.

Two things worth knowing

Topics are a typed enum, not a string. The server silently drops a topic code it does not recognise — no acknowledgement, no error — so a caller who mistyped a string would see a healthy connection producing nothing, indefinitely. Every subscribe is acknowledgement-counted for the same reason and throws MassiveStreamSubscriptionException when the server accepted fewer pairs than were asked for. When the server refuses out loud, the exception carries what it actually said.

A slow consumer drops the oldest event, and never blocks. Each topic owns one bounded buffer (1024 events by default). Every topic shares one socket, so a writer that waited would stall the read loop and cost you the topics that were keeping up. Drops are counted exactly on DroppedCount and raised as an event; the DI package bridges that count to ILogger.

Reconnect is automatic, with backoff, and replays every subscription. If the replay's acknowledgements fall short, SubscriptionsLost names the pairs that went unanswered rather than leaving you with a connection that looks healthy.

Native AOT clean, hand-written event converters reading straight off Utf8JsonReader, and parsing a frame allocates nothing beyond the event itself.

Licensed MIT. Issues and source at github.com/jerbersoft/massivedotnet.