Sometimes updates are pushed that are inconsistent. Below the price 0.0033123 is removed from the book:
later we get the same removal (due to a trade) even though in the mean time nothing was added for the same price:
{"data":{"sequenceStart":1550467891609,"symbol":"KCS-ETH","changes":{"asks":[],"bids":[["0.0033123","0","1550467891609"]]},"sequenceEnd":1550467891609},"subject":"trade.l2update","topic":"/market/level2:KCS-ETH","type":"message"}
{"data":{"sequenceStart":1550467891610,"symbol":"KCS-ETH","changes":{"asks":[],"bids":[["0","0","1550467891610"]]},"sequenceEnd":1550467891610},"subject":"trade.l2update","topic":"/market/level2:KCS-ETH","type":"message"}
{"data":{"sequenceStart":1550467891611,"symbol":"KCS-ETH","changes":{"asks":[],"bids":[["0.0033121","130.6118574","1550467891611"]]},"sequenceEnd":1550467891611},"subject":"trade.l2update","topic":"/market/level2:KCS-ETH","type":"message"}
{"data":{"sequenceStart":1550467891612,"symbol":"KCS-ETH","changes":{"asks":[["0","0","1550467891612"]],"bids":[]},"sequenceEnd":1550467891612},"subject":"trade.l2update","topic":"/market/level2:KCS-ETH","type":"message"}
{"data":{"sequenceStart":1550467891613,"symbol":"KCS-ETH","changes":{"asks":[["0.0033998","187.102","1550467891613"]],"bids":[]},"sequenceEnd":1550467891613},"subject":"trade.l2update","topic":"/market/level2:KCS-ETH","type":"message"}
{"data":{"sequenceStart":1550467891614,"symbol":"KCS-ETH","changes":{"asks":[["0","0","1550467891614"]],"bids":[]},"sequenceEnd":1550467891614},"subject":"trade.l2update","topic":"/market/level2:KCS-ETH","type":"message"}
{"data":{"sequenceStart":1550467891615,"symbol":"KCS-ETH","changes":{"asks":[["0.0033998","294.3309","1550467891615"]],"bids":[]},"sequenceEnd":1550467891615},"subject":"trade.l2update","topic":"/market/level2:KCS-ETH","type":"message"}
{"data":{"sequenceStart":1550467891616,"symbol":"KCS-ETH","changes":{"asks":[],"bids":[["0.0033124","0","1550467891616"]]},"sequenceEnd":1550467891616},"subject":"trade.l2update","topic":"/market/level2:KCS-ETH","type":"message"}
{"data":{"sequenceStart":1550467891617,"symbol":"KCS-ETH","changes":{"asks":[["0.0033999","0","1550467891617"]],"bids":[]},"sequenceEnd":1550467891617},"subject":"trade.l2update","topic":"/market/level2:KCS-ETH","type":"message"}
{"data":{"sequenceStart":1550467891618,"symbol":"KCS-ETH","changes":{"asks":[["0","0","1550467891618"]],"bids":[]},"sequenceEnd":1550467891618},"subject":"trade.l2update","topic":"/market/level2:KCS-ETH","type":"message"}
{"data":{"sequenceStart":1550467891619,"symbol":"KCS-ETH","changes":{"asks":[["0.0033997","66.4267","1550467891619"]],"bids":[]},"sequenceEnd":1550467891619},"subject":"trade.l2update","topic":"/market/level2:KCS-ETH","type":"message"}
{"data":{"sequenceStart":1550467891620,"symbol":"KCS-ETH","changes":{"asks":[["0","0","1550467891620"]],"bids":[]},"sequenceEnd":1550467891620},"subject":"trade.l2update","topic":"/market/level2:KCS-ETH","type":"message"}
{"data":{"sequenceStart":1550467891621,"symbol":"KCS-ETH","changes":{"asks":[["0.003402","1791.54542236","1550467891621"]],"bids":[]},"sequenceEnd":1550467891621},"subject":"trade.l2update","topic":"/market/level2:KCS-ETH","type":"message"}
{"data":{"sequenceStart":1550467891622,"symbol":"KCS-ETH","changes":{"asks":[["0.0033998","187.102","1550467891622"]],"bids":[]},"sequenceEnd":1550467891622},"subject":"trade.l2update","topic":"/market/level2:KCS-ETH","type":"message"}
{"data":{"sequenceStart":1550467891623,"symbol":"KCS-ETH","changes":{"asks":[["0","0","1550467891623"]],"bids":[]},"sequenceEnd":1550467891623},"subject":"trade.l2update","topic":"/market/level2:KCS-ETH","type":"message"}
{"data":{"sequenceStart":1550467891624,"symbol":"KCS-ETH","changes":{"asks":[["0.0033996","107.2289","1550467891624"]],"bids":[]},"sequenceEnd":1550467891624},"subject":"trade.l2update","topic":"/market/level2:KCS-ETH","type":"message"}
{"data":{"sequenceStart":1550467891625,"symbol":"KCS-ETH","changes":{"asks":[["0","0","1550467891625"]],"bids":[]},"sequenceEnd":1550467891625},"subject":"trade.l2update","topic":"/market/level2:KCS-ETH","type":"message"}
{"data":{"sequenceStart":1550467891626,"symbol":"KCS-ETH","changes":{"asks":[["0.0033996","107.8328","1550467891626"]],"bids":[]},"sequenceEnd":1550467891626},"subject":"trade.l2update","topic":"/market/level2:KCS-ETH","type":"message"}
{"data":{"sequenceStart":1550467891627,"symbol":"KCS-ETH","changes":{"asks":[["0.0033998","0","1550467891627"]],"bids":[]},"sequenceEnd":1550467891627},"subject":"trade.l2update","topic":"/market/level2:KCS-ETH","type":"message"}
{"data":{"sequenceStart":1550467891628,"symbol":"KCS-ETH","changes":{"asks":[["0","0","1550467891628"]],"bids":[]},"sequenceEnd":1550467891628},"subject":"trade.l2update","topic":"/market/level2:KCS-ETH","type":"message"}
{"data":{"sequenceStart":1550467891629,"symbol":"KCS-ETH","changes":{"asks":[["0.0033996","294.9348","1550467891629"]],"bids":[]},"sequenceEnd":1550467891629},"subject":"trade.l2update","topic":"/market/level2:KCS-ETH","type":"message"}
{"data":{"sequenceStart":1550467891630,"symbol":"KCS-ETH","changes":{"asks":[["0.0033997","0","1550467891630"]],"bids":[]},"sequenceEnd":1550467891630},"subject":"trade.l2update","topic":"/market/level2:KCS-ETH","type":"message"}
{"data":{"sequenceStart":1550467891631,"symbol":"KCS-ETH","changes":{"asks":[["0","0","1550467891631"]],"bids":[]},"sequenceEnd":1550467891631},"subject":"trade.l2update","topic":"/market/level2:KCS-ETH","type":"message"}
{"data":{"sequenceStart":1550467891632,"symbol":"KCS-ETH","changes":{"asks":[["0.0033995","66.4279","1550467891632"]],"bids":[]},"sequenceEnd":1550467891632},"subject":"trade.l2update","topic":"/market/level2:KCS-ETH","type":"message"}
{"data":{"sequenceStart":1550467891633,"symbol":"KCS-ETH","changes":{"asks":[["0.0033996","187.7059","1550467891633"]],"bids":[]},"sequenceEnd":1550467891633},"subject":"trade.l2update","topic":"/market/level2:KCS-ETH","type":"message"}
{"data":{"sequenceStart":1550467891634,"symbol":"KCS-ETH","changes":{"asks":[["0","0","1550467891634"]],"bids":[]},"sequenceEnd":1550467891634},"subject":"trade.l2update","topic":"/market/level2:KCS-ETH","type":"message"}
{"data":{"sequenceStart":1550467891635,"symbol":"KCS-ETH","changes":{"asks":[["0.0033994","107.2289","1550467891635"]],"bids":[]},"sequenceEnd":1550467891635},"subject":"trade.l2update","topic":"/market/level2:KCS-ETH","type":"message"}
{"data":{"sequenceStart":1550467891636,"symbol":"KCS-ETH","changes":{"asks":[["0.0033995","0","1550467891636"]],"bids":[]},"sequenceEnd":1550467891636},"subject":"trade.l2update","topic":"/market/level2:KCS-ETH","type":"message"}
{"data":{"sequenceStart":1550467891637,"symbol":"KCS-ETH","changes":{"asks":[["0","0","1550467891637"]],"bids":[]},"sequenceEnd":1550467891637},"subject":"trade.l2update","topic":"/market/level2:KCS-ETH","type":"message"}
{"data":{"sequenceStart":1550467891638,"symbol":"KCS-ETH","changes":{"asks":[["0.0033993","66.4328","1550467891638"]],"bids":[]},"sequenceEnd":1550467891638},"subject":"trade.l2update","topic":"/market/level2:KCS-ETH","type":"message"}
{"data":{"sequenceStart":1550467891639,"symbol":"KCS-ETH","changes":{"asks":[["0.0033994","0","1550467891639"]],"bids":[]},"sequenceEnd":1550467891639},"subject":"trade.l2update","topic":"/market/level2:KCS-ETH","type":"message"}
{"data":{"sequenceStart":1550467891640,"symbol":"KCS-ETH","changes":{"asks":[["0","0","1550467891640"]],"bids":[]},"sequenceEnd":1550467891640},"subject":"trade.l2update","topic":"/market/level2:KCS-ETH","type":"message"}
{"data":{"sequenceStart":1550467891641,"symbol":"KCS-ETH","changes":{"asks":[["0.0033992","107.2289","1550467891641"]],"bids":[]},"sequenceEnd":1550467891641},"subject":"trade.l2update","topic":"/market/level2:KCS-ETH","type":"message"}
{"data":{"sequenceStart":1550467891642,"symbol":"KCS-ETH","changes":{"asks":[["0","0","1550467891642"]],"bids":[]},"sequenceEnd":1550467891642},"subject":"trade.l2update","topic":"/market/level2:KCS-ETH","type":"message"}
{"data":{"sequenceStart":1550467891643,"symbol":"KCS-ETH","changes":{"asks":[["0.0033996","0.6039","1550467891643"]],"bids":[]},"sequenceEnd":1550467891643},"subject":"trade.l2update","topic":"/market/level2:KCS-ETH","type":"message"}
{"data":{"sequenceStart":1550467891644,"symbol":"KCS-ETH","changes":{"asks":[["0","0","1550467891644"]],"bids":[]},"sequenceEnd":1550467891644},"subject":"trade.l2update","topic":"/market/level2:KCS-ETH","type":"message"}
{"data":{"sequenceStart":1550467891645,"symbol":"KCS-ETH","changes":{"asks":[["0.0033992","294.3309","1550467891645"]],"bids":[]},"sequenceEnd":1550467891645},"subject":"trade.l2update","topic":"/market/level2:KCS-ETH","type":"message"}
{"data":{"sequenceStart":1550467891646,"symbol":"KCS-ETH","changes":{"asks":[["0.0033993","0","1550467891646"]],"bids":[]},"sequenceEnd":1550467891646},"subject":"trade.l2update","topic":"/market/level2:KCS-ETH","type":"message"}
{"data":{"sequenceStart":1550467891647,"symbol":"KCS-ETH","changes":{"asks":[],"bids":[["0","0","1550467891647"]]},"sequenceEnd":1550467891647},"subject":"trade.l2update","topic":"/market/level2:KCS-ETH","type":"message"}
{"data":{"sequenceStart":1550467891648,"symbol":"KCS-ETH","changes":{"asks":[],"bids":[["0.0033122","12.2115762","1550467891648"]]},"sequenceEnd":1550467891648},"subject":"trade.l2update","topic":"/market/level2:KCS-ETH","type":"message"}
{"data":{"sequenceStart":1550467891649,"symbol":"KCS-ETH","changes":{"asks":[["0.0033996","0","1550467891649"]],"bids":[]},"sequenceEnd":1550467891649},"subject":"trade.l2update","topic":"/market/level2:KCS-ETH","type":"message"}
{"data":{"sequenceStart":1550467891650,"symbol":"KCS-ETH","changes":{"asks":[["0","0","1550467891650"]],"bids":[]},"sequenceEnd":1550467891650},"subject":"trade.l2update","topic":"/market/level2:KCS-ETH","type":"message"}
{"data":{"sequenceStart":1550467891651,"symbol":"KCS-ETH","changes":{"asks":[["0.0033991","66.4397","1550467891651"]],"bids":[]},"sequenceEnd":1550467891651},"subject":"trade.l2update","topic":"/market/level2:KCS-ETH","type":"message"}
{"data":{"sequenceStart":1550467891652,"symbol":"KCS-ETH","changes":{"asks":[["0","0","1550467891652"]],"bids":[]},"sequenceEnd":1550467891652},"subject":"trade.l2update","topic":"/market/level2:KCS-ETH","type":"message"}
{"data":{"sequenceStart":1550467891653,"symbol":"KCS-ETH","changes":{"asks":[["0.0033991","67.0253","1550467891653"]],"bids":[]},"sequenceEnd":1550467891653},"subject":"trade.l2update","topic":"/market/level2:KCS-ETH","type":"message"}
{"data":{"sequenceStart":1550467891654,"symbol":"KCS-ETH","changes":{"asks":[["0.0033992","187.102","1550467891654"]],"bids":[]},"sequenceEnd":1550467891654},"subject":"trade.l2update","topic":"/market/level2:KCS-ETH","type":"message"}
{"data":{"sequenceStart":1550467891655,"symbol":"KCS-ETH","changes":{"asks":[],"bids":[["0","0","1550467891655"]]},"sequenceEnd":1550467891655},"subject":"trade.l2update","topic":"/market/level2:KCS-ETH","type":"message"}
{"data":{"sequenceStart":1550467891656,"symbol":"KCS-ETH","changes":{"asks":[],"bids":[["0","0","1550467891656"]]},"sequenceEnd":1550467891656},"subject":"trade.l2update","topic":"/market/level2:KCS-ETH","type":"message"}
{"data":{"sequenceStart":1550467891657,"symbol":"KCS-ETH","changes":{"asks":[],"bids":[["0","0","1550467891657"]]},"sequenceEnd":1550467891657},"subject":"trade.l2update","topic":"/market/level2:KCS-ETH","type":"message"}
{"data":{"sequenceStart":1550467891658,"symbol":"KCS-ETH","changes":{"asks":[["0","0","1550467891658"]],"bids":[]},"sequenceEnd":1550467891658},"subject":"trade.l2update","topic":"/market/level2:KCS-ETH","type":"message"}
{"data":{"sequenceStart":1550467891659,"symbol":"KCS-ETH","changes":{"asks":[["0.003399","107.2289","1550467891659"]],"bids":[]},"sequenceEnd":1550467891659},"subject":"trade.l2update","topic":"/market/level2:KCS-ETH","type":"message"}
{"data":{"sequenceStart":1550467891660,"symbol":"KCS-ETH","changes":{"asks":[],"bids":[["0","0","1550467891660"]]},"sequenceEnd":1550467891660},"subject":"trade.l2update","topic":"/market/level2:KCS-ETH","type":"message"}
{"data":{"sequenceStart":1550467891661,"symbol":"KCS-ETH","changes":{"asks":[],"bids":[["0","0","1550467891661"]]},"sequenceEnd":1550467891661},"subject":"trade.l2update","topic":"/market/level2:KCS-ETH","type":"message"}
{"data":{"sequenceStart":1550467891662,"symbol":"KCS-ETH","changes":{"asks":[["0.0033991","0.5856","1550467891662"]],"bids":[]},"sequenceEnd":1550467891662},"subject":"trade.l2update","topic":"/market/level2:KCS-ETH","type":"message"}
{"data":{"sequenceStart":1550467891663,"symbol":"KCS-ETH","changes":{"asks":[["0.0033992","0","1550467891663"]],"bids":[]},"sequenceEnd":1550467891663},"subject":"trade.l2update","topic":"/market/level2:KCS-ETH","type":"message"}
{"data":{"sequenceStart":1550467891664,"symbol":"KCS-ETH","changes":{"asks":[["0","0","1550467891664"]],"bids":[]},"sequenceEnd":1550467891664},"subject":"trade.l2update","topic":"/market/level2:KCS-ETH","type":"message"}
{"data":{"sequenceStart":1550467891665,"symbol":"KCS-ETH","changes":{"asks":[["0.0033989","187.102","1550467891665"]],"bids":[]},"sequenceEnd":1550467891665},"subject":"trade.l2update","topic":"/market/level2:KCS-ETH","type":"message"}
{"data":{"sequenceStart":1550467891666,"symbol":"KCS-ETH","changes":{"asks":[["0.003399","0","1550467891666"]],"bids":[]},"sequenceEnd":1550467891666},"subject":"trade.l2update","topic":"/market/level2:KCS-ETH","type":"message"}
{"data":{"sequenceStart":1550467891667,"symbol":"KCS-ETH","changes":{"asks":[["0","0","1550467891667"]],"bids":[]},"sequenceEnd":1550467891667},"subject":"trade.l2update","topic":"/market/level2:KCS-ETH","type":"message"}
{"data":{"sequenceStart":1550467891668,"symbol":"KCS-ETH","changes":{"asks":[["0.0033988","107.2289","1550467891668"]],"bids":[]},"sequenceEnd":1550467891668},"subject":"trade.l2update","topic":"/market/level2:KCS-ETH","type":"message"}
{"data":{"sequenceStart":1550467891669,"symbol":"KCS-ETH","changes":{"asks":[["0","0","1550467891669"]],"bids":[]},"sequenceEnd":1550467891669},"subject":"trade.l2update","topic":"/market/level2:KCS-ETH","type":"message"}
{"data":{"sequenceStart":1550467891670,"symbol":"KCS-ETH","changes":{"asks":[["0.0033988","173.6792","1550467891670"]],"bids":[]},"sequenceEnd":1550467891670},"subject":"trade.l2update","topic":"/market/level2:KCS-ETH","type":"message"}
{"data":{"sequenceStart":1550467891671,"symbol":"KCS-ETH","changes":{"asks":[["0","0","1550467891671"]],"bids":[]},"sequenceEnd":1550467891671},"subject":"trade.l2update","topic":"/market/level2:KCS-ETH","type":"message"}
{"data":{"sequenceStart":1550467891672,"symbol":"KCS-ETH","changes":{"asks":[],"bids":[["0.0033123","0","1550467891672"]]},"sequenceEnd":1550467891672},"subject":"trade.l2update","topic":"/market/level2:KCS-ETH","type":"message"}
What is going on? Obviously I don't dare to trade if the books I get are incorrect.