MarketData issue : bid-ask discrepancy between spread and bookorder

[jkorf]

MarketData issue : bid-ask discrepancy between spread and bookorder

[gx-7]

FYI : I have this issue with Bitfinex too.

[gx-7]

FYI : the SymbolOrderBook looks good using BinanceSymbolOrderBook.

[MatheusGrijo]

Any solution?

[JKorf]

Hi, I think I've fixed this issue. Please let me know if the latest version is working for you.

For anyone interested;
I've fixed the possibility of multiple threads waiting for a lock to update the order book. This can cause the wrong thread to go first as waiting for a look isn't necessarily FIFO. I've added a queue for the updates which fixes this issue.

[MatheusGrijo]

Hi, I think I've fixed this issue. Please let me know if the latest version is working for you.

For anyone interested;
I've fixed the possibility of multiple threads waiting for a lock to update the order book. This can cause the wrong thread to go first as waiting for a look isn't necessarily FIFO. I've added a queue for the updates which fixes this issue.

First thing, I love you man! hahahah

I just downloaded the version v 1.0.6 of Kraken on Nugget, I think this is already updated correct?

I would like to donate BTC to you, but I don't know which wallet to send! Do you have skype or telegram?

Strong hug!

[MatheusGrijo]

I just tested Kraken, but I still have the same problem = (

I am using the SymbolOrderbook and at some point the orderbook shows that it is synced but the bids data is out of date = (

[JKorf]

Kraken has added a checksum to every order book update, which I've implemented in the KrakenSymbolOrderBook implementation. The order book will reconnect if the checksums don't match, so it should always have correct data in the latest version. Let me know if there are any issues.