First of all, this is the most thorough websocket implementation I've seen. It works like a charm. What I'm trying to do now is to remove an entry from the order book immediately after sending a trade for it (assuming I hit it).
Do you know what the risks associated with that are - if I don't hit it the book entry that I want, will the order book become resync-ed automatically
Hi there,
First of all, this is the most thorough websocket implementation I've seen. It works like a charm. What I'm trying to do now is to remove an entry from the order book immediately after sending a trade for it (assuming I hit it).
Do you know what the risks associated with that are - if I don't hit it the book entry that I want, will the order book become resync-ed automatically
Thank you