IOC/FAK canceled orders at near spot price doesn't call back OnDoneReceived. #291
Description
IOC/FAK canceled orders are never called back to
WebSocket_OnDoneReceived(object sender, WebfeedEventArgs e)
The Done.DoneReasonType.Canceled are not called in the cases where
the price is VERY close to the actual price.
For example, if current BTC price is 40,000,
and you create a BUY Limit IOC/FAK order at a few dollars short of 40,000,
say 39998. This order should be immediately not filled and canceled, which it DID
in Coinbase Pro. Coinbase Pro does show this canceled order, but the library
do not call back to WebSocket_OnDoneReceived(object sender, WebfeedEventArgs e)
with Done.DoneReasonType.Canceled.
However, if the price is much further apart say, > $50, then i get the canceled callback.
But NOT if the price is < ~$5.