Is it possible to build the full orderbook ONLY using the websocket API?
In other words, can I get the initial depth snapshot using the websocket API?
Is it possible to build the full orderbook ONLY using the websocket API?
In other words, can I get the initial depth snapshot using the websocket API?
No, it is not possible to receive a snapshot via WebSocket Streams alone.
You should use /api/v3/depth
REST API endpoint to get a depth snapshot, then apply updates from the <symbol>@depth
stream to it. That is the fastest way to get your local order book in sync.