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Fix TypeError in market data processing when prices are None

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Handle None values returned from find_best_price_with_size() to prevent arithmetic operations on NoneType. Added null checks for:
- Mid price calculation
- Token2 price transformations (1-x operations)
- Bid/ask sum calculations

🤖 Generated with [Claude Code](https://claude.ai/code)

Co-Authored-By: Claude <noreply@anthropic.com>
This commit is contained in:
warproxxx
2025-06-22 10:22:31 -07:00
parent ed7a1f9be3
commit fa2c3eff97
1 changed files with 28 additions and 7 deletions
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poly_data/trading_utils.py
+28 -7
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@@ -30,15 +30,36 @@ def get_best_bid_ask_deets(market, name, size, deviation_threshold=0.05):
best_bid, best_bid_size, second_best_bid, second_best_bid_size, top_bid = find_best_price_with_size(global_state.all_data[market]['bids'], size, reverse=True)
best_ask, best_ask_size, second_best_ask, second_best_ask_size, top_ask = find_best_price_with_size(global_state.all_data[market]['asks'], size, reverse=False)
mid_price = (best_bid + best_ask) / 2
bid_sum_within_n_percent = sum(size for price, size in global_state.all_data[market]['bids'].items() if best_bid <= price <= mid_price * (1 + deviation_threshold))
ask_sum_within_n_percent = sum(size for price, size in global_state.all_data[market]['asks'].items() if mid_price * (1 - deviation_threshold) <= price <= best_ask)
# Handle None values in mid_price calculation
if best_bid is not None and best_ask is not None:
mid_price = (best_bid + best_ask) / 2
bid_sum_within_n_percent = sum(size for price, size in global_state.all_data[market]['bids'].items() if best_bid <= price <= mid_price * (1 + deviation_threshold))
ask_sum_within_n_percent = sum(size for price, size in global_state.all_data[market]['asks'].items() if mid_price * (1 - deviation_threshold) <= price <= best_ask)
else:
mid_price = None
bid_sum_within_n_percent = 0
ask_sum_within_n_percent = 0
if name == 'token2':
best_bid, second_best_bid, top_bid, best_ask, second_best_ask, top_ask = 1 - best_ask, 1 - second_best_ask, 1 - top_ask, 1 - best_bid, 1 - second_best_bid, 1 - top_bid
best_bid_size, second_best_bid_size, best_ask_size, second_best_ask_size = best_ask_size, second_best_ask_size, best_bid_size, second_best_bid_size
bid_sum_within_n_percent, ask_sum_within_n_percent = ask_sum_within_n_percent, bid_sum_within_n_percent
# Handle None values before arithmetic operations
if all(x is not None for x in [best_bid, best_ask, second_best_bid, second_best_ask, top_bid, top_ask]):
best_bid, second_best_bid, top_bid, best_ask, second_best_ask, top_ask = 1 - best_ask, 1 - second_best_ask, 1 - top_ask, 1 - best_bid, 1 - second_best_bid, 1 - top_bid
best_bid_size, second_best_bid_size, best_ask_size, second_best_ask_size = best_ask_size, second_best_ask_size, best_bid_size, second_best_bid_size
bid_sum_within_n_percent, ask_sum_within_n_percent = ask_sum_within_n_percent, bid_sum_within_n_percent
else:
# Handle case where some prices are None - use available values or defaults
if best_bid is not None and best_ask is not None:
best_bid, best_ask = 1 - best_ask, 1 - best_bid
best_bid_size, best_ask_size = best_ask_size, best_bid_size
if second_best_bid is not None:
second_best_bid = 1 - second_best_bid
if second_best_ask is not None:
second_best_ask = 1 - second_best_ask
if top_bid is not None:
top_bid = 1 - top_bid
if top_ask is not None:
top_ask = 1 - top_ask
bid_sum_within_n_percent, ask_sum_within_n_percent = ask_sum_within_n_percent, bid_sum_within_n_percent