This API is in private preview. Endpoint availability and response schemas may change before general availability.
Subscribe to l2BookDiff. The first message for each market is the current book
snapshot with isSnapshot: true; install it as local state. Apply later diffs in
height order. The first diff for each market must carry prev_seq equal to that
market's snapshot seq; continue checking prev_seq against your local position on
every diff.
On a continuity break, discard local state for the affected markets and adopt the
pushed message with isSnapshot: true; bootstrap and recovery use the same
replacement mechanism.
For a snapshot shared by many consumers, or to let a slow client digest a large book while buffering live updates, use the REST snapshot read instead.
Advance a durable cursor only after downstream storage succeeds. Treat a gap, correction, or finality change as a reason to backfill and reconcile.