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quest backend receiving book with less depth that specified and crash

Open mirageAlchemy opened this issue 1 year ago • 1 comments

Describe the bug A clear and concise description of what the bug is.

To Reproduce Steps to reproduce the behavior:

  • Provide small code sample that reproduces the issue
  • Provide any tracebacks, if applicable 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 the book.book.bids or book.book.asks has no index 8 or 9(I set depth to 10). After I changed the self.depth to len(book.book.bids) and len(book.book.asks), it does not report exception no more.

Expected behavior A clear and concise description of what you expected to happen.

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Operating System:

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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

mirageAlchemy avatar Jun 08 '24 09:06 mirageAlchemy

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?

mirageAlchemy avatar Jun 08 '24 09:06 mirageAlchemy