bmoscon / cryptofeed

Cryptocurrency Exchange Websocket Data Feed Handler
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BITMEX: Failed to parse symbol information #1035

Open maddrid opened 1 month ago

maddrid commented 1 month ago

Describe the bug master@PC MINGW64 /i/k/cryptofeed/examples $ python demo_questdb.py 2024-05-15 13:22:49,608 : ERROR : BITMEX: Failed to parse symbol information: 'expiry' Traceback (most recent call last): File "C:\Users\master\AppData\Roaming\Python\Python39\site-packages\cryptofeed\exchange.py", line 105, in symbol_mapping syms, info = cls._parse_symbol_data(data if len(data) > 1 else data[0]) File "C:\Users\master\AppData\Roaming\Python\Python39\site-packages\cryptofeed\exchanges\bitmex.py", line 61, in _parse_symbol_data s = Symbol(base, quote, type=stype, expiry_date=entry['expiry']) KeyError: 'expiry' Traceback (most recent call last): File "I:\k\cryptofeed\examples\demo_questdb.py", line 29, in main() File "I:\k\cryptofeed\examples\demo_questdb.py", line 20, in main f.add_feed(Bitmex(channels=[FUNDING, L2_BOOK], symbols=['BTC-USD-PERP'], callbacks={FUNDING: FundingQuest(host=QUEST_HOST, port=QUEST_PORT), L2_BOOK: BookQuest(host=QUEST_HOST, port=QUEST_PORT)})) File "C:\Users\master\AppData\Roaming\Python\Python39\site-packages\cryptofeed\feed.py", line 63, in init super().init(**kwargs) File "C:\Users\master\AppData\Roaming\Python\Python39\site-packages\cryptofeed\exchange.py", line 49, in init self.symbol_mapping() File "C:\Users\master\AppData\Roaming\Python\Python39\site-packages\cryptofeed\exchange.py", line 105, in symbol_mapping syms, info = cls._parse_symbol_data(data if len(data) > 1 else data[0]) File "C:\Users\master\AppData\Roaming\Python\Python39\site-packages\cryptofeed\exchanges\bitmex.py", line 61, in _parse_symbol_data s = Symbol(base, quote, type=stype, expiry_date=entry['expiry']) KeyError: 'expiry'

To Reproduce run demo_questdb.py

Operating System: wsl2 , windows 10

Cryptofeed Version pip install cryptofeed