Skip to content

fix: ignore malformed orderbook realtime payloads#91

Open
rupurt wants to merge 1 commit into
TexasCoding:mainfrom
rupurt:codex/orderbook-ignore-null-depth
Open

fix: ignore malformed orderbook realtime payloads#91
rupurt wants to merge 1 commit into
TexasCoding:mainfrom
rupurt:codex/orderbook-ignore-null-depth

Conversation

@rupurt

@rupurt rupurt commented Jun 29, 2026

Copy link
Copy Markdown

Summary

  • ignore non-dict market depth and quote updates before processing
  • ignore non-list market depth payloads and malformed depth entries
  • update realtime orderbook tests to cover null payloads and null depth entries

Tests

  • uv run pytest tests/orderbook/test_realtime.py -q
  • uv run ruff check src/project_x_py/orderbook/realtime.py tests/orderbook/test_realtime.py

@rupurt rupurt changed the title Ignore malformed orderbook realtime payloads fix: ignore malformed orderbook realtime payloads Jun 30, 2026
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Labels

None yet

Projects

None yet

Development

Successfully merging this pull request may close these issues.

1 participant