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Published 20 hours ago • verified publisher icon phil8192

priceLevelVolume() overlooks price change of order so their volume remains in 'depth' indefinitely

Open petr-fedorov opened this issue 6 years ago • 0 comments

These orders are shown as long stripes:

default

The picture showing correct 'depth': default

petr-fedorov avatar Oct 09 '18 15:10 petr-fedorov