Crypto Order Book Snapshots: How Often Do Real-Time APIs Update?

TL;DR AI
2 min readKey summary
Crypto order books are best maintained with one initial REST snapshot plus frequent WebSocket diffs.
Repeated full snapshot polling is too slow and inefficient for real-time trading.
This snapshot-plus-incremental model helps trading bots keep low-latency, accurate market data.
It reduces stale order book state and improves live strategy execution.
