fix: throw errors for non-existing orderbooks across all exchanges

Closes #66

Author: realfishsam

core/src/exchanges/baozi/normalizer.ts

@@ -1,5 +1,6 @@
 import { MarketFetchParams } from '../../BaseExchange';
 import { UnifiedMarket, UnifiedEvent, PriceCandle, OrderBook, Trade, Position, Balance } from '../../types';
+import { NotFound } from '../../errors';
 import { IExchangeNormalizer } from '../interfaces';
 import {
     LAMPORTS_PER_SOL,
@@ -88,12 +89,12 @@ export class BaoziNormalizer implements IExchangeNormalizer<BaoziRawMarket, Baoz
 
     normalizeOrderBook(raw: BaoziRawMarket | null, outcomeId: string): OrderBook {
         if (!raw) {
-            throw new Error(`Market not found for outcome: ${outcomeId}`);
+            throw new NotFound(`Market not found for outcome: ${outcomeId}`, 'Baozi');
         }
 
         const market = this.normalizeMarket(raw);
         if (!market) {
-            throw new Error(`Could not parse market for outcome: ${outcomeId}`);
+            throw new NotFound(`Could not parse market for outcome: ${outcomeId}`, 'Baozi');
         }
 
         const outcome = market.outcomes.find(o => o.outcomeId === outcomeId);

core/src/exchanges/kalshi/fetcher.ts

@@ -1,6 +1,7 @@
 import { MarketFilterParams, EventFetchParams, OHLCVParams, TradesParams, MyTradesParams } from '../../BaseExchange';
 import { IExchangeFetcher, FetcherContext } from '../interfaces';
 import { kalshiErrorMapper } from './errors';
+import { NotFound } from '../../errors';
 import { validateIdFormat } from '../../utils/validation';
 import { mapIntervalToKalshi } from './utils';
 
@@ -253,6 +254,10 @@ export class KalshiFetcher implements IExchangeFetcher<KalshiRawEvent, KalshiRaw
         validateIdFormat(id, 'OrderBook');
         const ticker = id.replace(/-NO$/, '');
         const data = await this.ctx.callApi('GetMarketOrderbook', { ticker });
+        const book = data.orderbook_fp;
+        if (!book || (!book.yes_dollars?.length && !book.no_dollars?.length)) {
+            throw new NotFound(`Order book not found: ${id}`, 'Kalshi');
+        }
         return data;
     }
 

core/src/exchanges/limitless/fetcher.ts

@@ -170,7 +170,7 @@ export class LimitlessFetcher implements IExchangeFetcher<LimitlessRawMarket, Li
                 timestamp: data.timestamp,
             };
         } catch (error: any) {
-            return { bids: [], asks: [] };
+            throw limitlessErrorMapper.mapError(error);
         }
     }