Describe the bug
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To Reproduce
Steps to reproduce the behavior:
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- 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
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Screenshots
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Operating System:
Cryptofeed Version
- please list the version you are using, and how it was installed (from source, pypi, etc).
2.4.0
Describe the bug
A clear and concise description of what the bug is.
To Reproduce
Steps to reproduce the behavior:
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 thebook.book.bidsorbook.book.askshas no index 8 or 9(I set depth to 10). After I changed theself.depthtolen(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
2.4.0