Dmitry Petukhov

icon location Machine Learning Preacher, Cloud Solutions Architect, ex-Microsoft Most Valuable AI Professional && Coffee Addicted

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Building of Market depth is not trivial ([Binance docs](https://github.com/binance-exchange/binance-official-api-docs/blob/master/web-socket-streams.md#how-to-manage-a-local-order-book-correctly)). Looks like the `MarketDepthManager` class implementation is incorrect in some cases.