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December 2, 2019 05:42
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[2019-12-02T05:40:33Z INFO engsim] This is engsim v0.1.0 (built from cbb3c327) | |
[2019-12-02T05:40:33Z INFO engsim] Order senders can now connect on port 3347 | |
[2019-12-02T05:40:34Z INFO simulation::queue] Added a feed starting at 2018-07-01 23:00:00 UTC | |
[2019-12-02T05:40:34Z INFO engsim] ---- Controller handshake ---- | |
[2019-12-02T05:40:34Z INFO engsim] No controller; skipping handshake | |
[2019-12-02T05:40:34Z INFO engsim] ---- Fast-forward phase ---- | |
[2019-12-02T05:40:34Z INFO simulation::queue] Fast-forwarding to 2018-07-02 00:00:00 UTC | |
[2019-12-02T05:40:37Z INFO simulation::queue] Fast-forward complete (skipped 35739 messages) | |
[2019-12-02T05:40:37Z INFO engsim] FF complete; broadcasting summary quotes | |
[2019-12-02T05:40:37Z INFO epimetheus] Started HTTP thread | |
[2019-12-02T05:40:37Z INFO engsim] Summary broadcast complete (sent 1871 packets) | |
[2019-12-02T05:40:37Z INFO engsim] ---- Real-time phase ---- | |
[2019-12-02T05:40:37Z INFO engsim] Synchronising clocks: mkt 2018-07-02 00:00:00 UTC := wall 2019-12-01 21:40:37.180824076 -08:00 | |
[2019-12-02T05:40:37Z INFO engsim] Broadcasting market data to 239.1.2.3 | |
[2019-12-02T05:40:38Z WARN matching] Place 10@840, but limits are 1275..2475 - historical, allowing it | |
[2019-12-02T05:40:39Z WARN matching] Place 1@376, but limits are 1275..2475 - historical, allowing it | |
[2019-12-02T05:40:40Z ERROR reconstruct::kospi] Saw an A3 followed by a G7 where the first appeared to leave -1 lots behind. | |
[2019-12-02T05:40:41Z WARN matching] Place 1@146, but limits are 1275..2475 - historical, allowing it | |
[2019-12-02T05:40:48Z WARN matching] Place 10@693, but limits are 1025..2225 - historical, allowing it | |
[2019-12-02T05:40:57Z INFO engsim] Order sender connected from 127.0.0.1:45106. Assigned id 0 | |
[2019-12-02T05:40:59Z ERROR matching] Place 10@100, but limits are 29655..30255 - live, rejecting it | |
Panic while running /home/ashkan/works/tsuru/engine/target/debug/engsim. | |
This is engsim v0.1.0 (built from cbb3c327). | |
The invocation was: target/debug/engsim -K -s mdf-kospi200-krx3.20180702-10199.enp1s0f2.p1p1.pcapng.xz --no-controller | |
Message: attempt to subtract with overflow | |
Location: matching/src/lib.rs:723 | |
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ BACKTRACE ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ | |
(6 post panic frames hidden) | |
6: core::panicking::panic::h2f49f09cf859b728 | |
at /rustc/4560ea788cb760f0a34127156c78e2552949f734/src/libcore/panicking.rs:49 | |
7: matching::PlaceIter::result::hd13efc068c86daa0 | |
at /home/ashkan/works/tsuru/engine/matching/src/lib.rs:723 | |
721 │ working_qty, | |
722 │ missed_qty, | |
723 > execd_qty: self.quote.qty - working_qty - missed_qty, | |
724 │ rejected, | |
725 │ limit_changes: self.limit_changes.drain(..).map(|(_, x)| x).collect(), | |
8: matching::PlaceIter::finalize::hff020d740a9a0e30 | |
at /home/ashkan/works/tsuru/engine/matching/src/lib.rs:669 | |
667 │ // It's actually fine to call result() multiple times, but having | |
668 │ // finalize() drop the PlaceIter makes using it a bit more convenient. | |
669 > self.result() | |
670 │ } | |
671 │ | |
9: simulation::exchange::SimExchange::place::he6127b83fdaa9205 | |
at /home/ashkan/works/tsuru/engine/simulation/src/exchange.rs:254 | |
252 │ | |
253 │ // We've done the trades and exec acks, now we do the quote and the place/miss ack | |
254 > let place_result = iter.finalize(); | |
255 │ let quote_delay = self.clock.send_packet(); | |
256 │ for (lower, upper) in place_result.limit_changes { | |
10: <simulation::queue::Simulation as core::iter::traits::iterator::Iterator>::next::h7f1fa38e87039efe | |
at /home/ashkan/works/tsuru/engine/simulation/src/queue.rs:344 | |
342 │ OrderCondition::AndKill => 0, | |
343 │ }; | |
344 > self.simex.place( | |
345 │ Some(order.id), | |
346 │ order.quote, | |
11: engsim::main_2::h10634c247a94eec6 | |
at /home/ashkan/works/tsuru/engine/src/main.rs:266 | |
264 │ while conv.now() >= conv.mkt_time(sim.next_time()) { | |
265 │ let ts = Instant::now(); | |
266 > let (time, event) = match sim.next() { | |
267 │ Some(x) => x, | |
268 │ None => { | |
12: engsim::main::hf764a22866d4b32e | |
at /home/ashkan/works/tsuru/engine/src/main.rs:114 | |
112 │ announce!(); | |
113 │ | |
114 > match main_2(args) { | |
115 │ Ok(()) => process::exit(0), | |
116 │ Err(e) => { | |
(11 runtime init frames hidden) | |
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