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ignore non-orderbook trades from binance
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-10
lines changed
  • v_exchanges/src/binance

1 file changed

+7
-10
lines changed

v_exchanges/src/binance/ws.rs

Lines changed: 7 additions & 10 deletions
Original file line numberDiff line numberDiff line change
@@ -50,16 +50,13 @@ impl ExchangeStream for TradesConnection {
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_ => unimplemented!(),
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};
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if trade.price == 0.0 || trade.qty_asset == 0.0 {
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fn warn_zeroed_trade(event: &adapters::generics::ws::ContentEvent, trade: Trade) {
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tracing::warn!(
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raw_json = %event.data,
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topic = %event.topic,
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event_type = %event.event_type,
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event_time = %event.time,
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"Binance sent a zero-valued trade, skipping.\nWas deserialized to: {trade:?}",
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);
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}
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warn_zeroed_trade(&content_event, trade);
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tracing::debug!(
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raw_json = %content_event.data,
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topic = %content_event.topic,
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event_type = %content_event.event_type,
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event_time = %content_event.time,
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"Binance sent a zero-valued trade, skipping.\nWas deserialized to: {trade:?}\nReportedly, means non-orderbook trades. Look at `X` value for more info (could be in: {{ADL, INSURANCE_FUND, NA}})",
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);
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continue;
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}
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return Ok(trade);

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