Improve zero size trade logging for Binance Futures

nautilus_trader/adapters/binance/futures/data.py

@@ -139,11 +139,15 @@ def _handle_trade(self, raw: bytes) -> None:
         # NOTE @trade is an undocumented endpoint for Futures exchanges
         msg = self._decoder_futures_trade_msg.decode(raw)
         instrument_id: InstrumentId = self._get_cached_instrument_id(msg.data.s)
-        trade_tick: TradeTick = msg.data.parse_to_trade_tick(
-            instrument_id=instrument_id,
-            ts_init=self._clock.timestamp_ns(),
-        )
-        self._handle_data(trade_tick)
+        try:
+            trade_tick: TradeTick = msg.data.parse_to_trade_tick(
+                instrument_id=instrument_id,
+                ts_init=self._clock.timestamp_ns(),
+            )
+        except ValueError as e:
+            self._log.debug(f"Error handling trade tick message {raw!r}, {e}")
+        else:
+            self._handle_data(trade_tick)
 
     def _handle_mark_price(self, raw: bytes) -> None:
         msg = self._decoder_futures_mark_price_msg.decode(raw)

nautilus_trader/adapters/binance/futures/schemas/market.py

@@ -177,6 +177,19 @@ def parse_to_trade_tick(
         instrument_id: InstrumentId,
         ts_init: int,
     ) -> TradeTick:
+        """
+        Parameters
+        ----------
+        instrument_id : InstrumentId
+            The trade instrument ID.
+        ts_init : uint64_t
+            UNIX timestamp (nanoseconds) when the data object was initialized.
+
+        Raises
+        ------
+        ValueError
+            If trade tick data are incorrect
+        """
         return TradeTick(
             instrument_id=instrument_id,
             price=Price.from_str(self.p),