From b082004318fe0a225b511bd7b926fe49f5723302 Mon Sep 17 00:00:00 2001 From: Alex Date: Mon, 16 Aug 2021 18:24:58 -0700 Subject: [PATCH] Keep order removals in Gemini order book deltas. --- src/ExchangeSharp/API/Exchanges/Gemini/ExchangeGeminiAPI.cs | 6 ++---- 1 file changed, 2 insertions(+), 4 deletions(-) diff --git a/src/ExchangeSharp/API/Exchanges/Gemini/ExchangeGeminiAPI.cs b/src/ExchangeSharp/API/Exchanges/Gemini/ExchangeGeminiAPI.cs index d8ea7c83..b814caa8 100644 --- 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(); SortedDictionary 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 }; } }