For the slow-session replay, I would also check what the client displays after it skips intermediate book updates. Give each replacement snapshot a sequence marker and an explicit fresh/stale state, then test an old queued delta arriving after that snapshot. A fast fan-out can still leave one screen wrong if it accepts that old delta.
Arnold Holm
Challenge Pre-Check: know before you risk. Your rules, tested against prop limits. Historical simulation, not a forecast.
For the slow-session replay, I would also check what the client displays after it skips intermediate book updates. Give each replacement snapshot a sequence marker and an explicit fresh/stale state, then test an old queued delta arriving after that snapshot. A fast fan-out can still leave one screen wrong if it accepts that old delta.