MMT API Best Practices

Rules for building reliable, performant applications with the MMT market data API.

Connection Management

• WebSocket Lifecycle: connect/disconnect flow, heartbeat, connection states, cleanup
• Authentication: API key via header (REST) vs query param (WS), server-side proxy for browser apps
• Reconnection Strategy: exponential backoff, resubscription, state recovery

Rate Limiting

• Weight Management: weight costs per endpoint, budget allocation, monitoring
• Tier Awareness: Strict/Standard/Premium limits, feature gating
• Burst Strategy: burst bucket mechanics, pre-flight checks, graceful degradation

Data Handling

• CBOR Optimization: when and how to use CBOR, bandwidth savings, decoding
• Symbol Normalization: base/quote format, /markets discovery, inverse contracts
• Timeframe Rules: validation rules, calendar timeframes, UTC alignment
• Type Handling: public type field maps for all data types