Snapshot Re-Syncing

Snapshot Re-syncing is the process of periodically requesting a full, current state of the order book from an exchange to verify the accuracy of the local incremental update stream. Because incremental updates can occasionally be lost or corrupted, re-syncing ensures that the local order book does not drift from the true exchange state.

This is a critical error-correction mechanism in order book management. The re-sync process must be handled carefully to avoid gaps in trading activity; typically, the system maintains the current state while fetching the snapshot, then seamlessly transitions.

Without reliable re-syncing, a trading system is at high risk of making decisions based on incorrect market depth.