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elelel / qluacpp

C++ interface for Quik trading terminal via lua bindings
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исключение на getQuoteLevel2 при отсутствии данных #35

Open QApplication opened 3 years ago

QApplication commented 3 years ago

Добрый день Заметил на низко ликвидных инструментах такую особенность: при отсутствии в стакане (или в одной из сторон ask или bid) ордеров кидается исключение

2021-10-08 13:29:23.338968 runtime_error level2_quote get record table failed: not a table @ EURRUB_TMS @ CETS_SU void cdecl quik::QLua::getQuote(class quote::Level_2 &,const class QString &,const class QString &) 2021-10-08 13:29:50.276093 runtime_error level2_quote get record table failed: not a table @ EURRUB_TMS @ CETS_SU void __cdecl quik::QLua::getQuote(class quote::Level_2 &,const class QString &,const class QString &) 2021-10-08 13:31:25.780286 runtime_error level2_quote get record table failed: not a table @ EURRUB_TMS @ CETS_SU void cdecl quik::QLua::getQuote(class quote::Level_2 &,const class QString &,const class QString &) 2021-10-08 13:36:02.577439 runtime_error level2_quote get record table failed: not a table @ EURRUB_TMS @ CETS_SU void cdecl quik::QLua::getQuote(class quote::Level_2 &,const class QString &,const class QString &) 2021-10-08 13:36:10.934512 runtime_error level2_quote get record table failed: not a table @ EURRUB_TMS @ CETS_SU void __cdecl quik::QLua::getQuote(class quote::Level_2 &,const class QString &,const class QString &) 2021-10-08 13:38:52.128043 runtime_error level2_quote get record table failed: not a table @ EURRUB_TMS @ CETS_SU void cdecl quik::QLua::getQuote(class quote::Level_2 &,const class QString &,const class QString &) 2021-10-08 13:42:37.427693 runtime_error level2_quote get record table failed: not a table @ EURRUB_TMS @ CETS_SU void cdecl quik::QLua::getQuote(class quote::Level_2 &,const class QString &,const class QString &) 2021-10-08 13:42:58.664285 runtime_error level2_quote get record table failed: not a table @ EURRUB_TMS @ CETS_SU void __cdecl quik::QLua::getQuote(class quote::Level_2 &,const class QString &,const class QString &) 2021-10-08 13:46:27.919130 runtime_error level2_quote get record table failed: not a table @ EURRUB_TMS @ CETS_SU void cdecl quik::QLua::getQuote(class quote::Level_2 &,const class QString &,const class QString &) 2021-10-08 13:46:34.381135 runtime_error level2_quote get record table failed: not a table @ EURRUB_TMS @ CETS_SU void cdecl quik::QLua::getQuote(class quote::Level_2 &,const class QString &,const class QString &) 2021-10-08 13:48:00.128615 runtime_error level2_quote get record table failed: not a table @ EURRUB_TMS @ CETS_SU void __cdecl quik::QLua::getQuote(class quote::Level_2 &,const class QString &,const class QString &) 2021-10-08 13:50:36.407471 runtime_error level2_quote get record table failed: not a table @ EURRUB_TMS @ CETS_SU void cdecl quik::QLua::getQuote(class quote::Level_2 &,const class QString &,const class QString &)

2021-10-08 13:59:51.019207 runtime_error level2_quote get record table failed: not a table @ RNU4 @ SPBFUT void __cdecl quik::QLua::getQuote(class quote::Level_2 &,const class QString &,const class QString &) 2021-10-08 13:59:51.883387 runtime_error level2_quote get record table failed: not a table @ RIU3 @ SPBFUT void __cdecl quik::QLua::getQuote(class quote::Level_2 &,const class QString &,const class QString &) ob processing

Возможная ошибка: пустая таблица для ask (see orderbook image) Проблема: не обрабатывается callback при исключении когда стакан пуст на половину :)