Building historical trading data faces problems from the unreliability of crypto API endpoints, especially WebSockets. This hinders the retrieval of accurate high-frequency data, like pricing information. Our mission is to calculate a precise rolling 5-minute VWAP by ticker, correcting historical data for trade errors and ensuring accuracy

The article focus on generating unique order IDs in a SQL trade history database that is being updated by multiple parallel scripts. The challenge is to prevent collisions and ensure the integrity of the order ID generation process