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quest backend receiving book with less depth that specified and crash
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it seems the reproduction depends on the live market condition, and not easily reproducible. The traceback is in the function of
BookQuest.__call__where the message is assembled, it reports either thebook.book.bidsorbook.book.askshas no index 8 or 9(I set depth to 10). After I changed theself.depthtolen(book.book.bids)andlen(book.book.asks), it does not report exception no more.
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Cryptofeed Version
- please list the version you are using, and how it was installed (from source, pypi, etc). 2.4.0
I dont think the implementation of quest backend is the sole reason, but rather the book fed to the backend is with less depth than specified. I am downloading binance data, I guess it probably has to do with the book synthesis algorithm?