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for the order filled immediately, I got an exception 'Caught exception during callback: DepthLevel::close_order level quantity too low'.
I trace down and found the DepthLevel::aggregateQty will be update only in accept status( leave aside replace case).
Is it a bug or something I miss?
The text was updated successfully, but these errors were encountered:
Victsz
changed the title
No accept status when filled immediately
Caught exception during callback: DepthLevel::close_order level quantity too low
Apr 23, 2018
I think it maybe something related to the uint to int cast in change qty order
template
inline void
Depth::change_qty_order(Price price, int qty_delta, bool is_bid)
for the order filled immediately, I got an exception 'Caught exception during callback: DepthLevel::close_order level quantity too low'.
I trace down and found the DepthLevel::aggregateQty will be update only in accept status( leave aside replace case).
Is it a bug or something I miss?
The text was updated successfully, but these errors were encountered: