Updating local ordebook from Websocket #52
Description
The "incremental" updating local orderbook from websocket does not work correctly. Only first 100 items in orderbook are updated. The rest of orderbook has a discrepancies. If you compare two orderbooks one from REST and one builded from websocket updates (with same sequence number), You will find that only first 100 items is equal.
I am using spot.order_book_update channel, which is described here GateIO Websocket OrderBook Documentation