Glossary/Order book delta
Order book delta
An order book delta (or diff) updates a single price level: new size, or removal when size goes to zero. Applying deltas in sequence to a snapshot reconstructs the live book without resending every level each time.
How AymarData records it
GET /v1/book/deltas returns side, price, size, seq, and timestamps. Apply in seq order on top of a seeded snapshot. Guide: Order book deltas vs snapshots. Used across Polymarket, Binance, and other L2 sources.