From daffee3172c199851dbbc7de0091f6fb3e1f76f3 Mon Sep 17 00:00:00 2001 From: Gabor Lekeny Date: Sun, 28 Jun 2020 21:39:54 +0200 Subject: [PATCH] fix: eliminate erroneous polyfeed aggregates --- contrib/polygon/handlers/handlers.go | 8 ++++++++ 1 file changed, 8 insertions(+) diff --git a/contrib/polygon/handlers/handlers.go b/contrib/polygon/handlers/handlers.go index 0ee610ac6..fadbce751 100644 --- a/contrib/polygon/handlers/handlers.go +++ b/contrib/polygon/handlers/handlers.go @@ -117,6 +117,7 @@ func BarsHandler(msg []byte, addTickCount bool) { if msg == nil { return } + am := make([]api.PolyAggregate, 0) err := json.Unmarshal(msg, &am) if err != nil { @@ -125,7 +126,14 @@ func BarsHandler(msg []byte, addTickCount bool) { "error", err.Error()) return } + for _, bar := range am { + // TODO: do additional checks on bar fields? + if bar.Symbol == "" { + log.Warn("[polygon] symbol name of bar is empty: %v", bar) + continue + } + timestamp := time.Unix(0, int64(1000*1000*float64(bar.EpochMillis))) lagOnReceipt := time.Now().Sub(timestamp).Seconds()