{"record":{"id":"6263696a6c7320fd","repo":"nautechsystems/nautilus_trader","slug":"bybit-order-book-update-missing-ask-levels-and-no","errorCode":null,"errorMessage":"Bybit order book update missing ask levels and no previous quote provided","messagePattern":"Bybit order book update missing ask levels and no previous quote provided","errorType":"exception","errorClass":null,"httpStatus":null,"severity":"error","filePath":"crates/adapters/bybit/src/websocket/parse.rs","lineNumber":357,"sourceCode":"\n    let bids = get_best(&msg.data.b, \"bid\")?;\n    let asks = get_best(&msg.data.a, \"ask\")?;\n\n    let (bid_price, bid_size) = match (bids, last_quote) {\n        (Some(level), _) => level,\n        (None, Some(prev)) => (prev.bid_price, prev.bid_size),\n        (None, None) => {\n            anyhow::bail!(\n                \"Bybit order book update missing bid levels and no previous quote provided\"\n            );\n        }\n    };\n\n    let (ask_price, ask_size) = match (asks, last_quote) {\n        (Some(level), _) => level,\n        (None, Some(prev)) => (prev.ask_price, prev.ask_size),\n        (None, None) => {\n            anyhow::bail!(\n                \"Bybit order book update missing ask levels and no previous quote provided\"\n            );\n        }\n    };\n\n    QuoteTick::new_checked(\n        instrument.id(),\n        bid_price,\n        ask_price,\n        bid_size,\n        ask_size,\n        ts_event,\n        ts_init,\n    )\n    .context(\"failed to construct QuoteTick from Bybit order book message\")\n}\n\n/// Parses a linear or inverse ticker payload into a [`QuoteTick`].","sourceCodeStart":339,"sourceCodeEnd":375,"githubUrl":"https://github.com/nautechsystems/nautilus_trader/blob/18893faf8b356be3320add8de2f861b0b647cf06/crates/adapters/bybit/src/websocket/parse.rs#L339-L375","documentation":"parse_orderbook_quote builds top-of-book quotes from delta updates; when the update carries no ask levels there is a fallback to the previous cached quote's ask side, and with no prior quote available a complete QuoteTick cannot be formed so parsing fails.","triggerScenarios":"`parse_orderbook_quote` gets a delta update whose `a` list is empty (all ask levels deleted) with `last_quote == None`, typically the first frame seen for a symbol.","commonSituations":"Processing order book deltas before the initial snapshot arrives; reconnecting without restoring the cached quote; a corrupt/empty ask array in the WS payload.","solutions":["Pass the previously parsed quote as `last_quote` for every order book update.","Process the snapshot message first and only then apply deltas.","Drop or queue delta frames that arrive before any snapshot for a symbol."],"exampleFix":"// before\nlet quote = parse_orderbook_quote(&msg, None)?;\n// after\nlet prev = book_state.get(&symbol).map(|q| q.as_quote());\nlet quote = parse_orderbook_quote(&msg, prev)?;","handlingStrategy":"fallback","validationCode":"let has_ask = msg.data.a.iter().any(|l| !l.is_empty());\nlet has_prev = last_quote.is_some();\nif !has_ask && !has_prev {\n    return; // wait for snapshot\n}","typeGuard":null,"tryCatchPattern":"match parse_orderbook_quote(&msg, last_quote) {\n    Ok(quote) => publish(quote),\n    Err(e) if e.to_string().contains(\"missing ask levels\") => {\n        tracing::debug!(\"delta before snapshot; waiting for snapshot\");\n    }\n    Err(e) => return Err(e),\n}","preventionTips":["Maintain a per-symbol last-quote cache for delta fallbacks","Subscribe and wait for the snapshot message before applying deltas","Clear and rebuild the cache on reconnect to avoid stale fallbacks"],"tags":["bybit","websocket","orderbook","missing-data"],"backgroundTag":"empty-required-field","analyzedSha":"18893faf8b356be3320add8de2f861b0b647cf06","analyzedAt":"2026-09-08T20:49:34.690Z","contentChangedAt":"2026-09-08T20:49:34.690Z","schemaVersion":2},"datasetVersion":"2026-09-14T05:17:10.506Z"}