Only publish Gemini if ticker bid less than equal ask

jjxtra · jjxtra · commit 24f6ed8333a0 · 2021-04-23T09:45:30.000-06:00
diff --git a/src/ExchangeSharp/API/Exchanges/Gemini/ExchangeGeminiAPI.cs b/src/ExchangeSharp/API/Exchanges/Gemini/ExchangeGeminiAPI.cs
@@ -384,7 +384,7 @@ static void PublishTicker(ExchangeTicker ticker, string marketSymbol, Concurrent
 				Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> callback)
 			{
 				// if we are fully populated...
-				if (ticker.Bid > 0m && ticker.Ask > 0m &&
+				if (ticker.Bid > 0m && ticker.Ask > 0m && ticker.Bid <= ticker.Ask &&
 					_volumeDict.TryGetValue(marketSymbol, out decimal tickerVolume))
 				{
 					ticker.Volume.BaseCurrencyVolume = tickerVolume;

Original file line number	Diff line number	Diff line change
`@@ -384,7 +384,7 @@ static void PublishTicker(ExchangeTicker ticker, string marketSymbol, Concurrent`
`384`	`384`	`Action<IReadOnlyCollection<KeyValuePair<string, ExchangeTicker>>> callback)`
`385`	`385`	`{`
`386`	`386`	`// if we are fully populated...`
`387`		`- if (ticker.Bid > 0m && ticker.Ask > 0m &&`
	`387`	`+ if (ticker.Bid > 0m && ticker.Ask > 0m && ticker.Bid <= ticker.Ask &&`
`388`	`388`	`_volumeDict.TryGetValue(marketSymbol, out decimal tickerVolume))`
`389`	`389`	`{`
`390`	`390`	`ticker.Volume.BaseCurrencyVolume = tickerVolume;`