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quest backend receiving book with less depth that specified and crash #1042

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mirageAlchemy opened this issue Jun 8, 2024 · 1 comment
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@mirageAlchemy
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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 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.

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Cryptofeed Version

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    2.4.0
@mirageAlchemy
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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?

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