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fix: eliminate erroneous polygon aggregates #341

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fix: eliminate erroneous polygon aggregates #341

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8 changes: 8 additions & 0 deletions contrib/polygon/handlers/handlers.go
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Original file line number Diff line number Diff line change
Expand Up @@ -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 {
Expand All @@ -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()

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