So, thanks to Marshall for clueing me in on address sanitizer. Realized that I failed to do bounds checking on a segment of code and solved the read problem. With that fixed I'm getting stack overflow due, it seems, to the heavy recursion in my code (and using cpp_dec_). I swapped out cpp_dec_ for double and the problem has gone away. Will figure out my banker's rounding while I'm at it. Here's the AddressSanitizer trace for completeness (below) - maybe there's another issue afoot? TJ 09:46:38.996500 | SPY 220211C00447000 | root: 0.000 | open: 0.000 | high: 2.120 | low: 0.000 | close: 1.680 | bid: 1.680 | ask: 1.690 | 1.414 | 0.009 | 0.306 | 09:47:03.456158 | SPY 220211C00447000 | order: MKT | qty: 31.000 | action: BUY | exchg: SMART AddressSanitizer:DEADLYSIGNAL ================================================================= ==19612==ERROR: AddressSanitizer: stack-overflow on address 0x7f22fd7d5718 (pc 0x7f2300abe437 bp 0x7f22fd7d6360 sp 0x7f22fd7d5700 T0) #0 0x7f2300abe437 (/lib64/libasan.so.6+0xb9437) #1 0x7f2300a418fb in __interceptor_memcpy (/lib64/libasan.so.6+0x3c8fb) #2 0x7f2300927ba7 in std::basic_streambuf<char, std::char_traits<char>
::xsputn(char const*, long) (/lib64/libstdc++.so.6+0x147ba7) #3 0x7f23009197d6 in std::ostream::write(char const*, long) (/lib64/libstdc++.so.6+0x1397d6) #4 0x588c8a in EClientSocket::prepareBufferImpl(std::ostream&) const ../src/client/EClientSocket.cpp:217 #5 0x588d7f in EClientSocket::prepareBuffer(std::ostream&) const ../src/client/EClientSocket.cpp:225 #6 0x5548dc in EClient::reqCurrentTime() ../src/client/EClient.cpp:1234 #7 0x4afda3 in ib_trading_engine::current_time() ../src/ib_trading_engine.cpp:409 #8 0x4b6dd5 in ib_trading_engine::tickPrice(long, TickType, double, TickAttrib const&) ../src/ib_trading_engine.cpp:666 #9 0x58b8f7 in EDecoder::processTickPriceMsg(char const*, char const*) ../src/client/EDecoder.cpp:65 #10 0x5a50c7 in EDecoder::parseAndProcessMsg(char const*&, char const*) ../src/client/EDecoder.cpp:2247 #11 0x5d1f59 in EReader::processMsgs() ../src/client/EReader.cpp:282 #12 0x4afd59 in ib_trading_engine::process_messages() ../src/ib_trading_engine.cpp:405 #13 0x4afdaf in ib_trading_engine::current_time() ../src/ib_trading_engine.cpp:410 #14 0x4b6dd5 in ib_trading_engine::tickPrice(long, TickType, double, TickAttrib const&) ../src/ib_trading_engine.cpp:666 #15 0x58b8f7 in EDecoder::processTickPriceMsg(char const*, char const*) ../src/client/EDecoder.cpp:65 #16 0x5a50c7 in EDecoder::parseAndProcessMsg(char const*&, char const*) ../src/client/EDecoder.cpp:2247 #17 0x5d1f59 in EReader::processMsgs() ../src/client/EReader.cpp:282 #18 0x4afd59 in ib_trading_engine::process_messages() ../src/ib_trading_engine.cpp:405 #19 0x4afdaf in ib_trading_engine::current_time() ../src/ib_trading_engine.cpp:410 #20 0x4b6dd5 in ib_trading_engine::tickPrice(long, TickType, double, TickAttrib const&) ../src/ib_trading_engine.cpp:666 #21 0x58b8f7 in EDecoder::processTickPriceMsg(char const*, char const*) ../src/client/EDecoder.cpp:65 #22 0x5a50c7 in EDecoder::parseAndProcessMsg(char const*&, char const*) ../src/client/EDecoder.cpp:2247 #23 0x5d1f59 in EReader::processMsgs() ../src/client/EReader.cpp:282 #24 0x4afd59 in ib_trading_engine::process_messages() ../src/ib_trading_engine.cpp:405 #25 0x4afdaf in ib_trading_engine::current_time() ../src/ib_trading_engine.cpp:410 #26 0x4b6dd5 in ib_trading_engine::tickPrice(long, TickType, double, TickAttrib const&) ../src/ib_trading_engine.cpp:666 #27 0x58b8f7 in EDecoder::processTickPriceMsg(char const*, char const*) ../src/client/EDecoder.cpp:65 #28 0x5a50c7 in EDecoder::parseAndProcessMsg(char const*&, char const*) ../src/client/EDecoder.cpp:2247 #29 0x5d1f59 in EReader::processMsgs() ../src/client/EReader.cpp:282 #30 0x4afd59 in ib_trading_engine::process_messages() ../src/ib_trading_engine.cpp:405 #31 0x4afdaf in ib_trading_engine::current_time() ../src/ib_trading_engine.cpp:410 #32 0x4b6dd5 in ib_trading_engine::tickPrice(long, TickType, double, TickAttrib const&) ../src/ib_trading_engine.cpp:666 #33 0x58b8f7 in EDecoder::processTickPriceMsg(char const*, char const*) ../src/client/EDecoder.cpp:65 #34 0x5a50c7 in EDecoder::parseAndProcessMsg(char const*&, char const*) ../src/client/EDecoder.cpp:2247 #35 0x5d1f59 in EReader::processMsgs() ../src/client/EReader.cpp:282 #36 0x4afd59 in ib_trading_engine::process_messages() ../src/ib_trading_engine.cpp:405 #37 0x4afdaf in ib_trading_engine::current_time() ../src/ib_trading_engine.cpp:410 #38 0x4b6dd5 in ib_trading_engine::tickPrice(long, TickType, double, TickAttrib const&) ../src/ib_trading_engine.cpp:666 #39 0x58b8f7 in EDecoder::processTickPriceMsg(char const*, char const*) ../src/client/EDecoder.cpp:65 #40 0x5a50c7 in EDecoder::parseAndProcessMsg(char const*&, char const*) ../src/client/EDecoder.cpp:2247 #41 0x5d1f59 in EReader::processMsgs() ../src/client/EReader.cpp:282 #42 0x4afd59 in ib_trading_engine::process_messages() ../src/ib_trading_engine.cpp:405 #43 0x4afdaf in ib_trading_engine::current_time() ../src/ib_trading_engine.cpp:410 #44 0x4b6dd5 in ib_trading_engine::tickPrice(long, TickType, double, TickAttrib const&) ../src/ib_trading_engine.cpp:666 #45 0x58b8f7 in EDecoder::processTickPriceMsg(char const*, char const*) ../src/client/EDecoder.cpp:65 #46 0x5a50c7 in EDecoder::parseAndProcessMsg(char const*&, char const*) ../src/client/EDecoder.cpp:2247 #47 0x5d1f59 in EReader::processMsgs() ../src/client/EReader.cpp:282 #48 0x4afd59 in ib_trading_engine::process_messages() ../src/ib_trading_engine.cpp:405 #49 0x4afdaf in ib_trading_engine::current_time() ../src/ib_trading_engine.cpp:410 #50 0x4b6dd5 in ib_trading_engine::tickPrice(long, TickType, double, TickAttrib const&) ../src/ib_trading_engine.cpp:666 #51 0x58b8f7 in EDecoder::processTickPriceMsg(char const*, char const*) ../src/client/EDecoder.cpp:65 #52 0x5a50c7 in EDecoder::parseAndProcessMsg(char const*&, char const*) ../src/client/EDecoder.cpp:2247 #53 0x5d1f59 in EReader::processMsgs() ../src/client/EReader.cpp:282 #54 0x4afd59 in ib_trading_engine::process_messages() ../src/ib_trading_engine.cpp:405 #55 0x4afdaf in ib_trading_engine::current_time() ../src/ib_trading_engine.cpp:410 #56 0x4b6dd5 in ib_trading_engine::tickPrice(long, TickType, double, TickAttrib const&) ../src/ib_trading_engine.cpp:666 #57 0x58b8f7 in EDecoder::processTickPriceMsg(char const*, char const*) ../src/client/EDecoder.cpp:65 #58 0x5a50c7 in EDecoder::parseAndProcessMsg(char const*&, char const*) ../src/client/EDecoder.cpp:2247 #59 0x5d1f59 in EReader::processMsgs() ../src/client/EReader.cpp:282 #60 0x4afd59 in ib_trading_engine::process_messages() ../src/ib_trading_engine.cpp:405 #61 0x4afdaf in ib_trading_engine::current_time() ../src/ib_trading_engine.cpp:410 #62 0x4b6dd5 in ib_trading_engine::tickPrice(long, TickType, double, TickAttrib const&) ../src/ib_trading_engine.cpp:666 #63 0x58b8f7 in EDecoder::processTickPriceMsg(char const*, char const*) ../src/client/EDecoder.cpp:65 #64 0x5a50c7 in EDecoder::parseAndProcessMsg(char const*&, char const*) ../src/client/EDecoder.cpp:2247 #65 0x5d1f59 in EReader::processMsgs() ../src/client/EReader.cpp:282 #66 0x4afd59 in ib_trading_engine::process_messages() ../src/ib_trading_engine.cpp:405 #67 0x4afdaf in ib_trading_engine::current_time() ../src/ib_trading_engine.cpp:410 #68 0x4b6dd5 in ib_trading_engine::tickPrice(long, TickType, double, TickAttrib const&) ../src/ib_trading_engine.cpp:666 #69 0x58b8f7 in EDecoder::processTickPriceMsg(char const*, char const*) ../src/client/EDecoder.cpp:65 #70 0x5a50c7 in EDecoder::parseAndProcessMsg(char const*&, char const*) ../src/client/EDecoder.cpp:2247 #71 0x5d1f59 in EReader::processMsgs() ../src/client/EReader.cpp:282 #72 0x4afd59 in ib_trading_engine::process_messages() ../src/ib_trading_engine.cpp:405 #73 0x4afdaf in ib_trading_engine::current_time() ../src/ib_trading_engine.cpp:410 #74 0x4b6dd5 in ib_trading_engine::tickPrice(long, TickType, double, TickAttrib const&) ../src/ib_trading_engine.cpp:666 #75 0x58b8f7 in EDecoder::processTickPriceMsg(char const*, char const*) ../src/client/EDecoder.cpp:65 #76 0x5a50c7 in EDecoder::parseAndProcessMsg(char const*&, char const*) ../src/client/EDecoder.cpp:2247 #77 0x5d1f59 in EReader::processMsgs() ../src/client/EReader.cpp:282 #78 0x4afd59 in ib_trading_engine::process_messages() ../src/ib_trading_engine.cpp:405 #79 0x4afdaf in ib_trading_engine::current_time() ../src/ib_trading_engine.cpp:410 #80 0x4b6dd5 in ib_trading_engine::tickPrice(long, TickType, double, TickAttrib const&) ../src/ib_trading_engine.cpp:666 #81 0x58b8f7 in EDecoder::processTickPriceMsg(char const*, char const*) ../src/client/EDecoder.cpp:65 #82 0x5a50c7 in EDecoder::parseAndProcessMsg(char const*&, char const*) ../src/client/EDecoder.cpp:2247 #83 0x5d1f59 in EReader::processMsgs() ../src/client/EReader.cpp:282 #84 0x4afd59 in ib_trading_engine::process_messages() ../src/ib_trading_engine.cpp:405 #85 0x4afdaf in ib_trading_engine::current_time() ../src/ib_trading_engine.cpp:410 #86 0x4b6dd5 in ib_trading_engine::tickPrice(long, TickType, double, TickAttrib const&) ../src/ib_trading_engine.cpp:666 #87 0x58b8f7 in EDecoder::processTickPriceMsg(char const*, char const*) ../src/client/EDecoder.cpp:65 #88 0x5a50c7 in EDecoder::parseAndProcessMsg(char const*&, char const*) ../src/client/EDecoder.cpp:2247 #89 0x5d1f59 in EReader::processMsgs() ../src/client/EReader.cpp:282 #90 0x4afd59 in ib_trading_engine::process_messages() ../src/ib_trading_engine.cpp:405 #91 0x4afdaf in ib_trading_engine::current_time() ../src/ib_trading_engine.cpp:410 #92 0x4b6dd5 in ib_trading_engine::tickPrice(long, TickType, double, TickAttrib const&) ../src/ib_trading_engine.cpp:666 #93 0x58b8f7 in EDecoder::processTickPriceMsg(char const*, char const*) ../src/client/EDecoder.cpp:65 #94 0x5a50c7 in EDecoder::parseAndProcessMsg(char const*&, char const*) ../src/client/EDecoder.cpp:2247 #95 0x5d1f59 in EReader::processMsgs() ../src/client/EReader.cpp:282 #96 0x4afd59 in ib_trading_engine::process_messages() ../src/ib_trading_engine.cpp:405 #97 0x4afdaf in ib_trading_engine::current_time() ../src/ib_trading_engine.cpp:410 #98 0x4b6dd5 in ib_trading_engine::tickPrice(long, TickType, double, TickAttrib const&) ../src/ib_trading_engine.cpp:666 #99 0x58b8f7 in EDecoder::processTickPriceMsg(char const*, char const*) ../src/client/EDecoder.cpp:65 #100 0x5a50c7 in EDecoder::parseAndProcessMsg(char const*&, char const*) ../src/client/EDecoder.cpp:2247 #101 0x5d1f59 in EReader::processMsgs() ../src/client/EReader.cpp:282 #102 0x4afd59 in ib_trading_engine::process_messages() ../src/ib_trading_engine.cpp:405 #103 0x4ad671 in operator() ../src/ib_trading_engine.cpp:261 #104 0x4c1219 in operator() /usr/include/boost/coroutine2/detail/push_control_block_cc.ipp:90 #105 0x4c282d in __invoke_impl<boost::context::fiber, boost::coroutines2::detail::push_coroutine<last_tick>::control_block::control_block<boost::context::basic_fixedsize_stack<boost::context::stack_traits>, ib_trading_engine::run()::<lambda(boost::coroutines2::coroutine<last_tick>::pull_type&)> (boost::context::preallocated, boost::context::basic_fixedsize_stack<boost::context::stack_traits>&&, ib_trading_engine::run()::<lambda(boost::coroutines2::coroutine<last_tick>::pull_type&)>&&)::<lambda(boost::context::fiber&&)>&, boost::context::fiber> /usr/include/c++/11/bits/invoke.h:61 #106 0x4c2618 in __invoke<boost::coroutines2::detail::push_coroutine<last_tick>::control_block::control_block<boost::context::basic_fixedsize_stack<boost::context::stack_traits>, ib_trading_engine::run()::<lambda(boost::coroutines2::coroutine<last_tick>::pull_type&)> (boost::context::preallocated, boost::context::basic_fixedsize_stack<boost::context::stack_traits>&&, ib_trading_engine::run()::<lambda(boost::coroutines2::coroutine<last_tick>::pull_type&)>&&)::<lambda(boost::context::fiber&&)>&, boost::context::fiber> /usr/include/c++/11/bits/invoke.h:97 #107 0x4c257f in invoke<boost::coroutines2::detail::push_coroutine<last_tick>::control_block::control_block<boost::context::basic_fixedsize_stack<boost::context::stack_traits>, ib_trading_engine::run()::<lambda(boost::coroutines2::coroutine<last_tick>::pull_type&)> (boost::context::preallocated, boost::context::basic_fixedsize_stack<boost::context::stack_traits>&&, ib_trading_engine::run()::<lambda(boost::coroutines2::coroutine<last_tick>::pull_type&)>&&)::<lambda(boost::context::fiber&&)>&, boost::context::fiber> /usr/include/c++/11/functional:98 #108 0x4c22df in run /usr/include/boost/context/fiber_fcontext.hpp:140 #109 0x4c208b in fiber_entry<boost::context::detail::fiber_record<boost::context::fiber, boost::context::basic_fixedsize_stack<boost::context::stack_traits>, boost::coroutines2::detail::push_coroutine<last_tick>::control_block::control_block<boost::context::basic_fixedsize_stack<boost::context::stack_traits>, ib_trading_engine::run()::<lambda(boost::coroutines2::coroutine<last_tick>::pull_type&)> (boost::context::preallocated, boost::context::basic_fixedsize_stack<boost::context::stack_traits>&&, ib_trading_engine::run()::<lambda(boost::coroutines2::coroutine<last_tick>::pull_type&)>&&)::<lambda(boost::context::fiber&&)>
/usr/include/boost/context/fiber_fcontext.hpp:80 #110 0x7f2300a0118e in make_fcontext (/lib64/libboost_context.so.1.78.0+0x118e)
SUMMARY: AddressSanitizer: stack-overflow (/lib64/libasan.so.6+0xb9437) ==19612==ABORTING On Fri, Feb 11, 2022 at 9:41 AM Phil Endecott via Boost-users < boost-users@lists.boost.org> wrote:
Hi,
tjisana wrote:
Trying to get to the root of a very intermittent seg fault in my program.
This reminds me of the issue that I found while reviewing Boost.Multiprecision back in 2012:
https://lists.boost.org/Archives/boost/2012/06/193862.php
I did track that down and it was fixed, but in the process of investigating I got a poor impression of the implementation of the library and I felt that other similar issues were probably present. In my review, I said that I would not be confident using Boost.Multiprecision without verifying its answers against another implementation. Of course that's a decade ago and things may have changed - or not.
Regards, Phil.
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