From 1b828b5ed087a6425d0bf2d6384127acfa33480e Mon Sep 17 00:00:00 2001 From: Thaddeus Date: Thu, 29 Aug 2024 10:40:43 +0200 Subject: [PATCH] fix: okex spreads - skip book ticker messages with timestamp == 0 --- src/mappers/okexspreads.ts | 8 +++++++- 1 file changed, 7 insertions(+), 1 deletion(-) diff --git a/src/mappers/okexspreads.ts b/src/mappers/okexspreads.ts index e56b6a9..bde0269 100644 --- a/src/mappers/okexspreads.ts +++ b/src/mappers/okexspreads.ts @@ -112,6 +112,12 @@ export class OkexSpreadsBookTickerMapper implements Mapper<'okex-spreads', BookT } for (const tbtTicker of message.data) { + const timestamp = new Date(Number(tbtTicker.ts)) + + if (timestamp.valueOf() === 0) { + continue + } + const bestAsk = tbtTicker.asks !== undefined && tbtTicker.asks[0] ? mapBookLevel(tbtTicker.asks[0]) : undefined const bestBid = tbtTicker.bids !== undefined && tbtTicker.bids[0] ? mapBookLevel(tbtTicker.bids[0]) : undefined @@ -124,7 +130,7 @@ export class OkexSpreadsBookTickerMapper implements Mapper<'okex-spreads', BookT bidPrice: bestBid?.price, bidAmount: bestBid?.amount, - timestamp: new Date(Number(tbtTicker.ts)), + timestamp, localTimestamp: localTimestamp }