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Maintaining Order Book via WebSocket

To maintain a local copy of the order book with minimal latency, use the WebSocket API to receive both snapshots and delta updates. This enables your trading logic to react to real-time market changes efficiently. Steps to Maintain a Local Order Book:
  1. Connect to the WebSocket and subscribe to the Order Book Stream to receive real-time updates.
  2. Initialize your local order book by sending an emitPublicOrderBook request to obtain a full snapshot.
  3. Apply each subsequent publicOrderBookDelta update in the order received to keep your local copy synchronized.

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Refreshing via REST

To refresh your local order book snapshot without disconnecting, use the Get Order Book REST endpoint as needed.