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Description
Describe the bug
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To Reproduce
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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 ofBookQuest.__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
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Cryptofeed Version
- please list the version you are using, and how it was installed (from source, pypi, etc).
2.4.0