David Ackroyd 0440f14179 Binance: Fix Orderbook Management (#506) ...

With the incorrect implementation currently, orderbooks have incorrect
 entries in them which never get removed. This results in an
 unsynchronised state, having issues such as bid prices greater than the
 lowest ask prices

The websocket depth updates must be subscribed to before getting a
 snapshot. Any updates from the websocket that have earlier update ids
 must be discarded.

https://binance-docs.github.io/apidocs/spot/en/#how-to-manage-a-local-order-book-correctly
Signed-off-by: David Ackroyd <daveo.ackroyd@gmail.com>

2020-05-18 16:16:09 +10:00

..

wshandler

Bump golangci-lint to v1.24.0, linter fixes and general code improvements (#478)

2020-04-09 13:07:32 +10:00

wsorderbook

Binance: Fix Orderbook Management (#506)

2020-05-18 16:16:09 +10:00