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Could you please give us examples? |
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I cant tell if this is an at run time (i.e. when you first start the feedhandler, an exchange might complain a symbol is invalid) issue or a during runtime issue (a feed is running for days and suddenly a trading pair is no longer supported). if its at run time, it wouldnt be hard to write some code to take a list of symbols and validate it against legal symbols and just use the legal ones. Similarly, you can use the valid symbol list from the exchange (provided by the library) and just use that if you want "all symbols. For during run time, You need to periodically check the valid symbols and stop feeds that have the bad symbols. Its not possible to do this gracefully, you'd have to kill async tasks (feeds) and start new ones |
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