Open mirageAlchemy opened 1 month ago
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?
Describe the bug A clear and concise description of what the bug is.
To Reproduce Steps to reproduce the behavior:
BookQuest.__call__
where the message is assembled, it reports either thebook.book.bids
orbook.book.asks
has no index 8 or 9(I set depth to 10). After I changed theself.depth
tolen(book.book.bids)
andlen(book.book.asks)
, it does not report exception no more.Expected behavior A clear and concise description of what you expected to happen.
Screenshots If applicable, add screenshots to help explain your problem.
Operating System:
Cryptofeed Version