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Bid Higher than Ask #9

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Black-Angus opened this issue Feb 9, 2022 · 2 comments
Open

Bid Higher than Ask #9

Black-Angus opened this issue Feb 9, 2022 · 2 comments
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@Black-Angus
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Hi,

I see that you implemented an exception in case the highest bid is greater than the lowest ask. (constructor of MarketDepthPair)
I raised a few times this exception while running the code, do you have any idea why this happens ? If yes I'd be happy to help you solving it

@codez0mb1e codez0mb1e added the bug Something isn't working label Feb 11, 2022
@codez0mb1e
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Building of Market depth is not trivial (Binance docs).
Looks like the MarketDepthManager class implementation is incorrect in some cases.

@maxsyst
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maxsyst commented Feb 24, 2022

Hi, Nice to meet all...!

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