Fix QuestDB BookQuest IndexError when depth exceeds book levels (#1042)#1110
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dimitryLMEX wants to merge 1 commit into
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Fix QuestDB BookQuest IndexError when depth exceeds book levels (#1042)#1110dimitryLMEX wants to merge 1 commit into
dimitryLMEX wants to merge 1 commit into
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bmoscon#1042) When self.depth is greater than the number of available bid or ask levels, calling book.book.bids.index(i) raises an IndexError. Fix by clamping the iteration range to min(self.depth, len(...)) for both bids and asks.
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Problem
BookQuest.__call__iteratesrange(self.depth)unconditionally for both bids and asks. When the order book has fewer levels thanself.depth, callingbook.book.bids.index(i)raises anIndexError.Closes #1042.
Fix
Clamp the iteration range using
min(self.depth, len(...))for both sides before building the field list:This is a minimal, non-breaking change — when the book is fully populated the behaviour is identical to before.
Testing
Verified with
flake8 cryptofeed/backends/quest.py(no warnings).🤖 Generated with Claude Code