Keep order removals in Gemini order book deltas. (#629)

DigitalRuby · Aug 17, 2021 · ed59719 · ed59719
1 parent 9bb12d3
commit ed59719
Showing 1 changed file with 2 additions and 4 deletions.
diff --git a/src/ExchangeSharp/API/Exchanges/Gemini/ExchangeGeminiAPI.cs b/src/ExchangeSharp/API/Exchanges/Gemini/ExchangeGeminiAPI.cs
@@ -642,10 +642,8 @@ params string[] marketSymbols
 							decimal amount = change[2].ConvertInvariant<decimal>();
 
 							SortedDictionary<decimal, ExchangeOrderPrice> dict = (sell ? book.Asks : book.Bids);
-							if (amount == 0m)
-								dict.Remove(price);
-							else
-								dict[price] = new ExchangeOrderPrice { Amount = amount, Price = price };
+
+							dict[price] = new ExchangeOrderPrice { Amount = amount, Price = price };
 						}
 					}