What causes "Error: No ask orders for best ask price" in nautechsystems/nautilus_trader?

Guard the call by checking the ask side is non-empty before invoking the FFI function.

nautechsystems/nautilus_trader · critical

Error: No ask orders for best ask price

Error message

Error: No ask orders for best ask price

What it means

This panic fires in the FFI wrapper `orderbook_best_ask_price` when `OrderBook::best_ask_price()` returns None because the ask side of the book has no orders. Since the wrapper runs under `abort_on_panic`, the process aborts instead of returning a recoverable error across the FFI boundary.

Source

Thrown at crates/model/src/ffi/orderbook/book.rs:273

/// Panics if there are no bid orders for best bid price.
#[unsafe(no_mangle)]
#[cfg_attr(feature = "high-precision", allow(improper_ctypes_definitions))]
pub extern "C" fn orderbook_best_bid_price(book: &mut OrderBook) -> Price {
    abort_on_panic(|| {
        book.best_bid_price()
            .expect("Error: No bid orders for best bid price")
    })
}

/// # Panics
///
/// Panics if there are no ask orders for best ask price.
#[unsafe(no_mangle)]
#[cfg_attr(feature = "high-precision", allow(improper_ctypes_definitions))]
pub extern "C" fn orderbook_best_ask_price(book: &mut OrderBook) -> Price {
    abort_on_panic(|| {
        book.best_ask_price()
            .expect("Error: No ask orders for best ask price")
    })
}

/// # Panics
///
/// Panics if there are no bid orders for best bid size.
#[unsafe(no_mangle)]
#[cfg_attr(feature = "high-precision", allow(improper_ctypes_definitions))]
pub extern "C" fn orderbook_best_bid_size(book: &mut OrderBook) -> Quantity {
    abort_on_panic(|| {
        book.best_bid_size()
            .expect("Error: No bid orders for best bid size")
    })
}

/// # Panics
///
/// Panics if there are no ask orders for best ask size.

View on GitHub (pinned to 18893faf8b)

Solutions

Guard the call by checking the ask side is non-empty before invoking the FFI function.
Populate the book from a full initial depth snapshot before querying best ask.
Treat a missing best ask explicitly (return None) and skip spread/midpoint logic that depends on it.
Confirm the market-data subscription includes ask-side updates (quotes or depth) for the instrument.

Example fix

// before (Python FFI caller)
best_ask = orderbook_best_ask_price(book)
// after
if has_ask_orders(book):
    best_ask = orderbook_best_ask_price(book)
else:
    best_ask = None

Defensive patterns

Strategy: validation

Validate before calling

def can_get_best_ask(book) -> bool:
    return book.has_orders() and book.asks_len() > 0

Type guard

def has_ask_side(book) -> bool:
    try:
        return len(book.asks()) > 0
    except Exception:
        return False

Prevention

Check ask-side presence before querying best ask
Ensure depth/quote subscriptions include ask updates
Re-check after clear/reset operations before any book queries
Treat empty books as an expected state and query optional accessors instead of FFI panicking ones
Remember FFI panics abort the process — they cannot be caught as exceptions

When it happens

Trigger: Calling `orderbook_best_ask_price(book)` on a book with an empty ask side: no ask quotes/depth levels received yet, all asks removed, or the book was recently cleared/created.

Common situations: Subscribing to trade-only data (no asks populated); a partial depth snapshot containing only bids; querying during a data gap or before the feed warms up; stale books after a disconnect where levels were deleted.

Understand the failure class

Background: EmptyResultError / "no results found": when an API or scraper succeeds but returns zero rows — this error's family across 9 libraries.

Related errors

AI-assisted analysis of nautechsystems/nautilus_trader@18893faf8b (2026-09-08). Data as JSON: /api/errors/2567002730b60610. Report an issue: GitHub.