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Add client demonstrating how Kraken websocket give negative spread. #6

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petterreinholdtsen
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After a fairly short time, the code will produce an error, for example
looking like this:

error: Improbable negative spread lastupdate=1614966172.542893
ask=(Decimal('47973.30000'), Decimal('0.10000000'))
bid=(Decimal('47975.10000'), Decimal('1.00000000'))

After a fairly short time, the code will produce an error, for example
looking like this:

  error: Improbable negative spread lastupdate=1614966172.542893
     ask=(Decimal('47973.30000'), Decimal('0.10000000'))
     bid=(Decimal('47975.10000'), Decimal('1.00000000'))
@petterreinholdtsen
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Not sure what is going on here, but just wanted to draw the attention to a problem with the Kraken websocket orderbook stream, which seem to end up with negative spread sooner or later at the moment. Is there some way to avoid this?

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