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try catch in mmQuotes loop

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This commit is contained in:
Nick Caradonna
2025-06-15 10:53:19 -04:00
parent 48c0b3ba75
commit c6c1ef2838
1 changed files with 83 additions and 79 deletions
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4
src/dlob-subscriber/DLOBSubscriberIO.ts
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@@ -155,6 +155,7 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
const nowMinus1000Ms = Date.now() - 1000; const nowMinus1000Ms = Date.now() - 1000;
for (const quote of mmQuotes) { for (const quote of mmQuotes) {
try {
if (Number(quote['ts']) > nowMinus1000Ms) { if (Number(quote['ts']) > nowMinus1000Ms) {
const indicativeBaseOrder: Order = { const indicativeBaseOrder: Order = {
status: OrderStatus.OPEN, status: OrderStatus.OPEN,
@@ -238,6 +239,9 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
indicativeOrderId += 1; indicativeOrderId += 1;
} }
} }
} catch (error) {
console.log('skipping mmQuote: ', error);
}
} }
} }
this.getL2AndSendMsg(marketArgs); this.getL2AndSendMsg(marketArgs);