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Keep order removals in Gemini order book deltas. (#629)
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src/ExchangeSharp/API/Exchanges/Gemini/ExchangeGeminiAPI.cs

Lines changed: 2 additions & 4 deletions
Original file line numberDiff line numberDiff line change
@@ -642,10 +642,8 @@ params string[] marketSymbols
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decimal amount = change[2].ConvertInvariant<decimal>();
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SortedDictionary<decimal, ExchangeOrderPrice> dict = (sell ? book.Asks : book.Bids);
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if (amount == 0m)
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dict.Remove(price);
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else
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dict[price] = new ExchangeOrderPrice { Amount = amount, Price = price };
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dict[price] = new ExchangeOrderPrice { Amount = amount, Price = price };
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}
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}
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