Bid Higher than Ask

[Black-Angus]

Hi,

I see that you implemented an exception in case the highest bid is greater than the lowest ask. (constructor of MarketDepthPair)
I raised a few times this exception while running the code, do you have any idea why this happens ? If yes I'd be happy to help you solving it

[codez0mb1e]

Building of Market depth is not trivial (Binance docs).
Looks like the MarketDepthManager class implementation is incorrect in some cases.

[maxsyst]

Hi, Nice to meet all...!