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Published 20 hours ago • verified publisher icon codez0mb1e

Bid Higher than Ask

Open Black-Angus opened this issue 3 years ago • 2 comments
trafficstars

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

Black-Angus avatar Feb 09 '22 16:02 Black-Angus

Building of Market depth is not trivial (Binance docs). Looks like the MarketDepthManager class implementation is incorrect in some cases.

codez0mb1e avatar Feb 11 '22 13:02 codez0mb1e

Hi, Nice to meet all...!

maxsyst avatar Feb 24 '22 08:02 maxsyst