LIMITBOOK_FULL
LIMITBOOK_FULL is a CoinAPI market data message type that represents a full limit order book snapshot, including the visible bid and ask levels at a point in time.
LIMITBOOK_FULL is a CoinAPI market data message type that provides the full visible limit order book for an instrument at a specific point in time. It contains bid and ask price levels rather than only the incremental changes that occurred since the previous message.
LIMITBOOK_FULL is used in CoinAPI contexts to describe a full limit order book message. It is especially important when initializing local order book state, recovering from missing incremental updates, auditing historical depth data, or starting a replay sequence from a known baseline.
Unlike an incremental order book update, which only communicates changes to specific levels or orders, a LIMITBOOK_FULL message gives the complete visible book snapshot available in the feed for that instrument and time.
How is LIMITBOOK_FULL different from incremental order book updates?
A LIMITBOOK_FULL message contains the full visible book state available in the message, while an incremental update contains only the specific changes that occurred. Incremental updates are usually applied after a full snapshot to keep the local book current.
When should developers use LIMITBOOK_FULL?
Developers use LIMITBOOK_FULL when they need a complete baseline book state, such as at the start of a replay, after reconnecting to a feed, after detecting a sequence gap, or when validating reconstructed order book data.
Real-World Example
A trading analytics system wants to replay an exchange order book for BTC/USD. It begins with a LIMITBOOK_FULL message at 12:00:00 that contains the visible bid and ask levels. The system then applies subsequent incremental updates in sequence. If it later detects a missing update, it can restart from a new LIMITBOOK_FULL snapshot rather than relying on an incomplete local book.
LIMITBOOK_FULL and CoinAPI Market Data API
CoinAPI market data products include order book data that may be consumed as full snapshots, incremental updates, or historical replay data depending on the feed, exchange, and endpoint. Understanding LIMITBOOK_FULL helps developers correctly interpret full book snapshot messages and distinguish them from delta-style order book events.
When building with CoinAPI, teams can use full book snapshots as seed points for local order book reconstruction, replay workflows, and data quality checks.