Tomorrow I will test this code change to the MarketDepth.java
case Update:
if (position < levels) {
MarketDepthItem item = items.get(position);
item.setSize(size);
item.setPrice(price);
for (int i = 0; i < levels; i++) {
if (item.getPrice() == items.get(i).getPrice() &&
i != position) {
items.get(i).setSize(0);
}
}
}
I also disabled part of the validator that checks for multiple levels.
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