I don't think there's a specific frequency that qualifies as "high." All the qualities of hft stay the same so long as you are fast relative to "normal."

Wrong. Most exchanges support Websocket (well that's HTTP but am assuming you are talking about Rest) and some exchanges support FIX.

Most exchanges support real-time Websocket and some even FIX protocol. Even HTTP-only for order entry is doable with advanced HTTP client frameworks (I use Akka-http).

HFT is when you are faster than most other traders. ;)

I saw your other top-level comment as well. Are you using Akka Websockets to interface with exchanges as well? Would love to share. See: https://github.com/blbradley/kafka-cryptocoin

Looks nice! My own code is much messier (currently rewriting with akka-streams). Yes, I'm using WS client from akka-http.

Liked how you pattern match directly on JSON messages, I should di it more. :)

Thanks! Feel free to continue the conversation through my listed GitHub e-mail.

Are any of them doing multicast market data yet?

Usually, multicast market data is used within a single local network (single optical cross-connect / multiple consumers). Even in professional environment, it is not yet necessary for Bitcoin and other cryptocurrencies, as the amount of trading instruments is small (compared to e.g. US equities).

There are institutional-grade solutions (cross-connect, colocation in NY4, FIX feeds / order placement), available e.g. from Gemini (https://gemini.com), however, I am not sure that current overall Bitcoin trading volume is enough to warrant this. Both one-time setup and monthly fees for direct links are significant.