enewhuis / liquibook

Modern C++ order matching engine

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

Victsz opened this issue · comments

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

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)

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