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Binance updates are throttled and fairly complex. The existing logic to create a limited depth update from full depth update was faulty for certain scenarios.
The solution was a complete rewrite including simplifications.
The text was updated successfully, but these errors were encountered:
Binance updates are throttled and fairly complex. The existing logic to create a limited depth update from full depth update was faulty for certain scenarios.
The solution was a complete rewrite including simplifications.
The text was updated successfully, but these errors were encountered: