fix: ignore malformed orderbook realtime payloads

src/project_x_py/orderbook/realtime.py

@@ -190,6 +190,10 @@ async def _on_market_depth_update(self, data: dict[str, Any]) -> None:
             depth entry contains DomType information for proper processing.
         """
         try:
+            if not isinstance(data, dict):
+                self.logger.debug("Ignoring malformed market depth update")
+                return
+
             self.logger.debug(f"Market depth callback received: {list(data.keys())}")
             # The data comes structured as {"contract_id": ..., "data": ...}
             contract_id = data.get("contract_id", "")
@@ -234,6 +238,10 @@ async def _on_quote_update(self, data: dict[str, Any]) -> None:
             trigger quote-specific callbacks for client applications.
         """
         try:
+            if not isinstance(data, dict):
+                self.logger.debug("Ignoring malformed quote update")
+                return
+
             # The data comes structured as {"contract_id": ..., "data": ...}
             contract_id = data.get("contract_id", "")
             if not self._is_relevant_contract(contract_id):
@@ -287,6 +295,9 @@ def _is_relevant_contract(self, contract_id: str) -> bool:
             >>> handler._is_relevant_contract("CON.F.US.NQ.H25")  # ES orderbook
             False
         """
+        if not isinstance(contract_id, str) or not contract_id:
+            return False
+
         if contract_id == self.orderbook.instrument:
             return True
 
@@ -328,7 +339,14 @@ async def _process_market_depth(self, data: dict[str, Any]) -> None:
             This method acquires the orderbook lock and processes all updates
             atomically to ensure data consistency.
         """
+        if not isinstance(data, dict):
+            self.logger.debug("Ignoring malformed market depth payload")
+            return
+
         market_data = data.get("data", [])
+        if not isinstance(market_data, list):
+            self.logger.debug("Ignoring market depth payload with non-list data")
+            return
         if not market_data:
             return
 
@@ -396,6 +414,10 @@ async def _process_single_depth_entry(
             This method should only be called from within _process_market_depth
             while the orderbook lock is already held.
         """
+        if not isinstance(entry, dict):
+            self.logger.debug("Ignoring malformed market depth entry")
+            return
+
         try:
             trade_type = entry.get("type", 0)
             price = float(entry.get("price", 0))

tests/orderbook/test_realtime.py

@@ -246,10 +246,7 @@ def test_is_relevant_contract_edge_cases(self, realtime_handler):
         # Empty contract IDs
         assert realtime_handler._is_relevant_contract("") is False
 
-        # BUG DISCOVERED: None contract ID causes AttributeError
-        # Should handle None gracefully but currently crashes
-        with pytest.raises(AttributeError):
-            realtime_handler._is_relevant_contract(None)
+        assert realtime_handler._is_relevant_contract(None) is False
 
         # Fixed: Partial matches should not qualify - using exact match instead of startswith
         assert realtime_handler._is_relevant_contract("MNQH25") is False
@@ -522,21 +519,32 @@ async def test_handle_missing_required_fields(self, realtime_handler, mock_order
     @pytest.mark.asyncio
     async def test_handle_none_data(self, realtime_handler, mock_orderbook_base):
         """Test handling of None data."""
-        # BUG DISCOVERED: The code doesn't handle None data properly
-        # _process_market_depth crashes with AttributeError: 'NoneType' object has no attribute 'get'
-        # _is_relevant_contract crashes with AttributeError: 'NoneType' object has no attribute 'replace'
-        # These should be fixed to handle None gracefully
-
-        # For now, we expect these to raise exceptions (documenting the bugs)
-        with pytest.raises(AttributeError):
-            await realtime_handler._process_market_depth(None)
-
-        # Quote update might handle None better - let's test
-        try:
-            await realtime_handler._on_quote_update(None)
-        except (AttributeError, TypeError):
-            # Expected due to None handling bug
-            pass
+        await realtime_handler._process_market_depth(None)
+        await realtime_handler._on_market_depth_update(None)
+        await realtime_handler._on_quote_update(None)
+        assert realtime_handler._is_relevant_contract(None) is False
+
+    @pytest.mark.asyncio
+    async def test_handle_none_depth_entries(self, realtime_handler, mock_orderbook_base):
+        """Test handling of None entries inside market depth data."""
+        depth_data = {
+            "contract_id": "CON.F.US.MNQ.U25",
+            "data": [
+                None,
+                {
+                    "contractId": "CON.F.US.MNQ.U25",
+                    "type": DomType.BID.value,
+                    "price": 21000.0,
+                    "size": 10,
+                    "side": "Bid",
+                    "timestamp": datetime.now(UTC).isoformat(),
+                },
+            ],
+        }
+
+        await realtime_handler._on_market_depth_update(depth_data)
+
+        assert mock_orderbook_base._trigger_callbacks.called
 
 
 class TestThreadSafety: