improvement: handle invalid ascendex depth messages gracefully

tardis-dev · Aug 5, 2024 · 5ac74e2 · 5ac74e2
1 parent ce40795
commit 5ac74e2
Showing 1 changed file with 4 additions and 0 deletions.
diff --git a/src/mappers/ascendex.ts b/src/mappers/ascendex.ts
@@ -54,6 +54,10 @@ export class AscendexBookChangeMapper implements Mapper<'ascendex', BookChange>
   }
 
   *map(message: AscendexDepthRealTime | AscendexDepthRealTimeSnapshot, localTimestamp: Date): IterableIterator<BookChange> {
+    if (!message.symbol || !message.data.bids || !message.data.asks) {
+      return
+    }
+
     yield {
       type: 'book_change',
       symbol: message.symbol,