Sequencing & replay

Every data frame carries a per-channel sequence so you can prove you received every event in order — and recover exactly the ones you missed after a disconnect. This is the machinery behind Drazill’s no missed fills guarantee.

The frame shape

Each event Drazill pushes is a JSON frame with a fixed envelope:

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{
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  "type": "order_filled",
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  "channel": "user:018f-you",
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  "data": { "order_id": "018f…", "status": "FILLED", "fill_quantity": "10.00", "…": "…" },
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  "ts": 1767225600.123,
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  "sequence": 42
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}

• sequence is a monotonic per-channel counter (assigned by a Redis INCR, not a database lock, so a hot market never serializes). It increases by exactly 1 per event on that channel.
• correlation_id may also be present, tying the event back to the request that caused it.

Detect a gap

Track the last sequence you saw per channel. If a live frame arrives with sequence > last_seen + 1, you missed events in between. Do not process the gapped frame yet — request a replay first, then apply the in-order replayed events.

Resync (paginated replay)

Ask the server to replay everything after your last-seen sequence on the affected channels. Replay is paginated, so drain it until has_more is false:

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{
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  "type": "resync",
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  "channels": ["user:018f-you"],
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  "last_seen_sequences": { "user:018f-you": 41 }
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}

The server first sends the missed frames (each flagged "replayed": true), then a summary per channel:

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{
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  "type": "resync",
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  "channels": ["user:018f-you"],
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  "replayed": { "user:018f-you": { "count": 200, "has_more": true, "last_sequence": 241 } }
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}

If has_more is true, send another resync from the new last_sequence (here 241) and repeat until it is false. You can also pass last_seen_sequences on a subscribe frame to replay from a known cursor the moment you (re)subscribe.

What is durably replayable

Not every event survives for replay. Retention is classed per event:

A missed fill is never lost: it is CRITICAL, so resync will replay it. A missed price tick may not replay — but the next tick carries the current price anyway, so you lose nothing that matters. When in doubt after a long gap on an ephemeral channel, refetch the current state over REST.