Uncontrolling growth of elements in lists of asks and bids in Depth Cache Manager

[chubatrik]

Description

When I create a DC and taking out bids and asks, an amount of elements in theese lists are growing without any border. The amount always starts about 1000 and growing up.

Results:

When I start the program:

After 15 minutes of working:

Source code:

ubldc = BinanceLocalDepthCacheManager(exchange="binance.com-futures", depth_cache_update_interval=100)
ubldc.create_depthcache(coin)

while True:
    try:
        try:
            asks = ubldc.get_asks(coin)
            bids = ubldc.get_bids(coin)
        except DepthCacheOutOfSync:
            asks = "Out of sync!"
            bids = "Out of sync!"
        print(f"Bids: {len(bids)}, asks: {len(asks)}")
        time.sleep(1)
    except (Exception, KeyboardInterrupt) as k:
        print(k)
        ubldc.stop_manager()
        print(f"finished")
        exit()

[oliver-zehentleitner]

Continue here: #45