The Great Gatsby is not really a great source for information about bootlegging or the market for Canadian whiskey in the united states during Prohibition.  The main connection is really a rather circumspect one as it is suspected and in some ways revealed that Gatsby himself made his money through the illegal liqour industry.  This of course is looked down upon rather heavily by the same people who pay a great deal of money for that very same illegal liqour.  This may be used perhaps as a commentary on the very duplicitous nature of the power structure in the US that led to prohibition while also helping to support a very vibrant market for illegal liqour once the law went into effect.