timestamp rollback #830
Description
Describe the bug
The timestamp created by quill rolls back.
To Reproduce
Steps to reproduce the behaviour if possible
Expected Behaviour
The timestamp should increase monotonically.
Environment Details
- Library Version: V7.5.0
- Operating System: Ubuntu 24.04
- Compiler: GCC 14.3.0
Additional context
Add any other context about the problem here.
Hi Odysseas,
I am encountering a timestamp rolling back when running quill v7.5.0.
[2025-09-04 10:26:39.346166342 CST] [ArbStrat.hpp:Calc] [INFO] pdiff: 4, ndiff: 0
[2025-09-04 10:26:39.855610505 CST] [ArbStrat.hpp:Calc] [INFO] pdiff: 5.800000000000182, ndiff: 0
[2025-09-04 10:26:39.855576306 CST] [ArbStrat.hpp:Calc] [WARNING] +F(7136.4) -O(7300: -C(95.4|5) +P(253.2|5)) found! CrossSpread Profit(5.800000000000182)!
[2025-09-04 10:26:39.855589717 CST] [ArbStrat.hpp:Calc] [INFO] pdiff: 5.600000000000364, ndiff: 0
[2025-09-04 10:26:39.855589804 CST] [ArbStrat.hpp:Calc] [WARNING] +F(7136.4) -O(7300: -C(95.4|5) +P(253.4|6)) found! CrossSpread Profit(5.600000000000364)!
[2025-09-04 10:26:40.378107438 CST] [ArbStrat.hpp:Calc] [INFO] pdiff: 3.4000000000005457, ndiff: 0
[2025-09-04 10:26:40.848865003 CST] [ArbStrat.hpp:Calc] [INFO] pdiff: 4.199999999999818, ndiff: 0
we can see that the timestamp in line 3 is less than line 2.
The code is listed as below:
LOG_INFO(gOutLogger, "pdiff: {}, ndiff: {}", pdiff.maxCoeff(), ndiff.minCoeff());
if (Index maxidx; flshr_<=0 && pdiff.maxCoeff(&maxidx) > thresh_)
{
LOG_WARNING(gOutLogger, "+F({}) -O({}: -C({}|{}) +P({}|{})) found! CrossSpread Profit({})!", fap_, strikes_[maxidx],
ecbps[maxidx], ecbvs[maxidx], epaps[maxidx], epavs[maxidx], pdiff[maxidx]);
}
where gOutLogger is a global singleton using stdout.