I have working code that sets up L2 subscriptions for trading pairs that I care about, according to CB websocket best practices. I’ve noticed that, on occasion, I’ll see new snapshot data for various trading pairs be sent over the socket well after the initial connection has been established. Has anyone else in the community noticed this?
For CB support: Is this normal, anticipated behavior? After a socket is initially established, a snapshot of data is sent, then all further data for a given trading pair are updates… but then this occasional snapshot of data again?