DEX-849 fixed orderbook bug

Author: Evgeniya Tsybrenko

dex/src/main/scala/com/wavesplatform/dex/api/ws/state/WsOrderBookState.scala

@@ -86,13 +86,21 @@ case class WsOrderBookState(
 
   def updatePrevTickState(asks: Map[Price, Amount], bids: Map[Price, Amount], lt: Option[LastTrade], lc: Option[Double]): WsState =
     prevTickState.copy(
-      asks = applyLevelChanges(prevTickState.asks, asks),
-      bids = applyLevelChanges(prevTickState.bids, bids),
+      asks = (prevTickState.asks ++ asks).filter(_._2 != 0),
+      bids = (prevTickState.bids ++ bids).filter(_._2 != 0),
       lastTrade = if (lt.isEmpty) prevTickState.lastTrade else lt,
       tickSize = if (lc.isEmpty) prevTickState.tickSize else lc
     )
 
-  def applyLevelChanges(m1: TreeMap[Price, Amount], m2: Map[Price, Amount]): TreeMap[Price, Amount] = (m1 ++ m2.map {
+  def updatePrevTickStateFromDiff(asks: Map[Price, Amount], bids: Map[Price, Amount], lt: Option[LastTrade], lc: Option[Double]): WsState =
+    prevTickState.copy(
+      asks = applyLevelDiff(prevTickState.asks, asks),
+      bids = applyLevelDiff(prevTickState.bids, bids),
+      lastTrade = if (lt.isEmpty) prevTickState.lastTrade else lt,
+      tickSize = if (lc.isEmpty) prevTickState.tickSize else lc
+    )
+
+  def applyLevelDiff(m1: TreeMap[Price, Amount], m2: Map[Price, Amount]): TreeMap[Price, Amount] = (m1 ++ m2.map {
     case (pr, am) =>
       (pr, m1.get(pr).fold(am)(_ + am))
   }).filter(_._2 != 0)
@@ -123,7 +131,7 @@ case class WsOrderBookState(
       )(this)
     else
       copy(
-        prevTickState = updatePrevTickState(lc.asks, lc.bids, lt, ts)
+        prevTickState = updatePrevTickStateFromDiff(lc.asks, lc.bids, lt, ts)
       )
 
 }