fix: handle book1. messages with no best bid/ask info

tardis-dev · Nov 6, 2024 · a3eafce · a3eafce
1 parent fef8806
commit a3eafce
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Showing 3 changed files with 26 additions and 4 deletions.
diff --git a/src/mappers/bitget.ts b/src/mappers/bitget.ts
@@ -102,11 +102,11 @@ export class BitgetBookTickerMapper implements Mapper<'bitget' | 'bitget-futures
         symbol: message.arg.instId,
         exchange: this._exchange,
 
-        askAmount: Number(bboMessage.asks[0][1]),
-        askPrice: Number(bboMessage.asks[0][0]),
+        askAmount: bboMessage.asks[0] ? Number(bboMessage.asks[0][1]) : undefined,
+        askPrice: bboMessage.asks[0] ? Number(bboMessage.asks[0][0]) : undefined,
 
-        bidPrice: Number(bboMessage.bids[0][0]),
-        bidAmount: Number(bboMessage.bids[0][1]),
+        bidPrice: bboMessage.bids[0] ? Number(bboMessage.bids[0][0]) : undefined,
+        bidAmount: bboMessage.bids[0] ? Number(bboMessage.bids[0][1]) : undefined,
         timestamp: new Date(Number(bboMessage.ts)),
         localTimestamp: localTimestamp
       }

diff --git a/test/__snapshots__/mappers.test.ts.snap b/test/__snapshots__/mappers.test.ts.snap
@@ -368,6 +368,22 @@ Array [
 ]
 `;
 
+exports[`map bitget-futures messages 10`] = `
+Array [
+  Object {
+    "askAmount": 4.58,
+    "askPrice": 1.4138,
+    "bidAmount": undefined,
+    "bidPrice": undefined,
+    "exchange": "bitget-futures",
+    "localTimestamp": 2024-08-23T00:00:00.498Z,
+    "symbol": "AQTUSDT",
+    "timestamp": 2024-11-06T02:32:10.169Z,
+    "type": "book_ticker",
+  },
+]
+`;
+
 exports[`map bitnomial messages 1`] = `
 Array [
   Object {

diff --git a/test/mappers.test.ts b/test/mappers.test.ts
@@ -9279,6 +9279,12 @@ test('map bitget-futures messages', () => {
         }
       ],
       ts: 1730332823221
+    },
+    {
+      action: 'snapshot',
+      arg: { instType: 'SPOT', channel: 'books1', instId: 'AQTUSDT' },
+      data: [{ asks: [['1.4138', '4.58']], bids: [], checksum: 0, ts: '1730860330169' }],
+      ts: 1730860330170
     }
   ]