While processing the recovery messages by calling the REST API, should I still process the odds_change messages?

You can process all the regular odds change messages and recovery messages together in the order according to their timestamps. Or, you can optimise the load by processing only the regular messages that come after the recovery response messages’ timestamps, as the info of the prior messages should already be included in the recovery response messages. Stateful messages (bet_settlement, bet_cancel, etc.) are not so time-sensitive, so it is recommended to queue them and then process them after the recovery processing of the stateless messages has finished (i.e., after the snapshot_complete message).