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improvement: handle invalid ascendex depth messages gracefully
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src/mappers/ascendex.ts

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Original file line numberDiff line numberDiff line change
@@ -54,6 +54,10 @@ export class AscendexBookChangeMapper implements Mapper<'ascendex', BookChange>
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}
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*map(message: AscendexDepthRealTime | AscendexDepthRealTimeSnapshot, localTimestamp: Date): IterableIterator<BookChange> {
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if (!message.symbol || !message.data.bids || !message.data.asks) {
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return
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}
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yield {
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type: 'book_change',
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symbol: message.symbol,

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