I made a blog post for you broker plugin programmers out there. (Are shameless plugs allowed?)

In many (most?) cases, a simple call-and-response model is fine for a REST API plugin.

But what if you have many assets to track and your broker has a nasty rate limit? Or what if you have highly leveraged positions and every last tick counts? What if there's a high likelihood of a flash crash for your assets?

If any of these are true, you should consider streaming the data. Just some food for thought.

https://www.vitaltrades.com/2018/12/28/reading-an-http-stream-using-c-boost-beast/

In this blog post, I stream from the Oanda API in demo mode. Enjoy!