Snapshot Synchronization

Snapshot synchronization is the process of resetting a local order book to match the exact state of an exchange's book at a specific moment. This is usually done when a system starts up or when a desynchronization error is detected.

The exchange provides a full view of all open orders, which the client uses to rebuild their local state. This is a resource-intensive operation that can temporarily pause trading activity.

Once the snapshot is loaded, the system then applies all subsequent incremental updates to stay current. Maintaining a smooth transition between snapshots and incremental streams is crucial for continuous trading.

It ensures that the participant always has a valid view of market liquidity. This process is a safeguard against the risks of incremental data loss.