No depth update to process after snapshot Last Update ID

I am requesting a snapshot to build a local orderbook (Spot). However, the first/last update IDs I receive don’t match the guidance written on the API page.


For a symbol (Spot) I receive the following depth updates:

  1. First update ID 382 last update ID: 382
  2. Request snapshot, snapshot last update ID is 394
  3. First update ID 383 last update ID: 383
  4. First update ID 384 last update ID: 384
  5. First update ID 553 last update ID: 556

I assume the snapshot should be processed and then depth update with 556?

However, the API page gives this inequality to determine which depth update to process first:

The first processed event should have U <= lastUpdateId+1 AND u >= lastUpdateId+1.

and the problem is 556 fails the above inequality.

Am I doing something wrong?
Or is the above inequality wrong?
Or are the messages in the feed wrong?

(I see this problem across many different symbols)

Here is another example for a different symbol:

  1. Received depth update. First update ID 1832 last update ID 1832
  2. Request snapshot. Last update ID is 1867
  3. Received depth update. First update ID 1833 last update ID 1834
  4. Received depth update. First update ID 1835 last update ID 1835
  5. Received depth update. First update ID 1836 last update ID 1836
  6. Received depth update. First update ID 2120 last update ID 2120

Again, 2120 fails the inequality stated on the API page.

which symbol and which stream are you working on?