try catch in mmQuotes loop

2025-06-15 10:53:19 -04:00
parent 48c0b3ba75
commit c6c1ef2838
1 changed files with 83 additions and 79 deletions
--- a/src/dlob-subscriber/DLOBSubscriberIO.ts
+++ b/src/dlob-subscriber/DLOBSubscriberIO.ts
@@ -155,6 +155,7 @@ export class DLOBSubscriberIO extends DLOBSubscriber {

 					const nowMinus1000Ms = Date.now() - 1000;
 					for (const quote of mmQuotes) {
+						try {
 							if (Number(quote['ts']) > nowMinus1000Ms) {
 								const indicativeBaseOrder: Order = {
 									status: OrderStatus.OPEN,
@@ -238,6 +239,9 @@ export class DLOBSubscriberIO extends DLOBSubscriber {
 									indicativeOrderId += 1;
 								}
 							}
+						} catch (error) {
+							console.log('skipping mmQuote: ', error);
+						}
 					}
 				}
 				this.getL2AndSendMsg(marketArgs);