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it seems the reproduction depends on the live market condition, and not easily reproducible. The traceback is in the function ofBookQuest.__call__where the message is assembled, it reports either thebook.book.bidsorbook.book.askshas no index 8 or 9(I set depth to 10). After I changed theself.depthtolen(book.book.bids)andlen(book.book.asks), it does not report exception no more.
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Cryptofeed Version
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2.4.0