We need a way to send delta updates for only levels that have changed - [ ] add `bool is_snapshot` to `OrderBookResponse` - [ ] add `uint64 sequence_number` to `OrderBookResponse` so clients can detect missed packets - [ ] update streaming logic: - the first message in a stream should be a full snapshot - subsequent msgs should be deltas containing only price levels where qty has changed - a qty of 0 in a delta ==> level should be removed
We need a way to send delta updates for only levels that have changed
bool is_snapshottoOrderBookResponseuint64 sequence_numbertoOrderBookResponseso clients can detect missed packets