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Maintaining a local orderbook/Inconsistencies with Websocket Updates #247

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o5mo-lj opened this issue Sep 17, 2020 · 0 comments
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@o5mo-lj
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o5mo-lj commented Sep 17, 2020

I'm having problems maintaining an accurate local orderbook because the websocket often does not send explicit removal messages for a given price point. By looking at the orderbook on the GUI i can see that I should have removed some price/amounts

The websocket feed often does not send an explicit removal message at a given price point. how should we reason about when to remove price points in the absence of an explicit removal message?

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