Is any way to get OrderBook snapshot by ws-methods?

[Georim]

Hello.
Using that library (method "onUpdateExchangeState") I subscribe to a market(for example: "BTC-BCC") and obtain updates of order book with id (nounce).
But, usually exchanges have sent snapshot of all orderBook before they start to send updates.
For example cex.io: https://cex.io/websocket-api-dsl
/-----------------------------------------------------------------------------------------------/
Incremental version id:

• is to be used to build client presentation of order book
• firstly, id is returned in the response with a snapshot of order book
• then, server is sending incremental updates (Market data update), id is incremented by 1 with each update
• suggested approach to build order-book locally is following:
• request snapshot with subscription and start collecting updates;
• when snapshot received, increment collected updates, starting from the id, next to the id in snapshot received;
• if one update is missed, the client presentation of order-book becomes inconsistent
  /-----------------------------------------------------------------------------------------------/

Without initial orderBook snapshot you have no guarantee that orderBook that you have constructed by updates is consistent.

@CCob may be do you know any method to obtain orderBookSnapshot by ws-connection?
I have tried to use orderBookSnapshot obtaining by REST-request. But unfortunately that snapshot isn't consistent with updates.

[Ceri Coburn]

Yes, after you have registered for order book snapshots you need to call queryExchangeState. This will give you the order book snapshot along with a nonce, then you apply all onUpdateExchange state nonces sequentially. It will return max 500 order book entries though. Also don't call this in a tight look as it's intensive and bittrex will ban you IP