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

TL;DR AI

Key summary

2 min read
  1. Crypto order books are best maintained with one initial REST snapshot plus frequent WebSocket diffs.

  2. Repeated full snapshot polling is too slow and inefficient for real-time trading.

  3. This snapshot-plus-incremental model helps trading bots keep low-latency, accurate market data.

  4. It reduces stale order book state and improves live strategy execution.

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