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Caught exception during callback: DepthLevel::close_order level quantity too low #18

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Victsz opened this issue Apr 23, 2018 · 2 comments

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@Victsz
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Victsz commented Apr 23, 2018

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?
image

@Victsz Victsz changed the title No accept status when filled immediately Caught exception during callback: DepthLevel::close_order level quantity too low Apr 23, 2018
@Victsz
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Victsz commented 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)

@j-linds
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j-linds commented Jan 11, 2023

Appreciate this is a few years after - did you resolve this issue @Victsz ?

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