My query is regarding syncing data fetched with historic API to the data fetched with websocket calls. Assume timescale is in minutes.
Case 1: If I fetch historic data lets say from 04-05-2017 to 05-05-2017 and at the time of sending get request time is lets say 11:00AM and I receive reply by 11:00:03AM and lets say in those elapsed 3 seconds 5000 trades have happened. What will I get in Historic API call?
Case 2: Lets say the user's net connection is slow....and he gets a reply by 11:00:30...what happens in that case?
Case 3: Lets say I fetched data from historic data till 11:02 and created candles till 11:02. Next candle is being created and displayed with websocket thereafter. How can it be ensured that I receive correct open price for this dynamic candle as I am using websocket calls to update it?