Pure: the per-topic sequence number on an inbound frame, when the server
sends one.
OpenAlgo's documented market_data frame carries no sequence, so the gap
detection built on this is inert against a stock proxy, and that is
deliberate: a client cannot see a silent drop on an unsequenced stream, and
claiming gap detection the wire does not support would be a lie in the UI.
A proxy that does number its frames gets the warnings for free.
Pure: the per-topic sequence number on an inbound frame, when the server sends one.
OpenAlgo's documented market_data frame carries no sequence, so the gap detection built on this is inert against a stock proxy, and that is deliberate: a client cannot see a silent drop on an unsequenced stream, and claiming gap detection the wire does not support would be a lie in the UI. A proxy that does number its frames gets the warnings for free.