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

Check the book has bids before calling: `book.has_orders()` and `book.best_bid_price()` / `book.get_price(Side.BUY)` availability (or check `book.bids()` is non-empty) in the caller.

nautechsystems/nautilus_trader · critical

Error: No bid orders for best bid price

Error message

Error: No bid orders for best bid price

What it means

This Rust panic occurs in the FFI wrapper `orderbook_best_bid_price` when `OrderBook::best_bid_price()` returns None, i.e. the book's bid side contains no orders so there is no best bid price to return. Because the wrapper runs inside `abort_on_panic`, the panic aborts the whole process rather than returning an error to the FFI caller (e.g. Python).

Source

Thrown at crates/model/src/ffi/orderbook/book.rs:261

#[unsafe(no_mangle)]
pub extern "C" fn orderbook_has_bid(book: &mut OrderBook) -> u8 {
    u8::from(book.has_bid())
}

#[unsafe(no_mangle)]
pub extern "C" fn orderbook_has_ask(book: &mut OrderBook) -> u8 {
    u8::from(book.has_ask())
}

/// # Panics
///
/// 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.

View on GitHub (pinned to 18893faf8b)

Solutions

Check the book has bids before calling: `book.has_orders()` and `book.best_bid_price()` / `book.get_price(Side.BUY)` availability (or check `book.bids()` is non-empty) in the caller.
Ensure the book is initialized with an initial snapshot (e.g. `OrderBookDeltas` or quote/trade data) before querying best prices.
Handle empty-book cases at the strategy level by treating best bid as None and skipping the calculation.
Verify you are querying the correct instrument_id's book and that the data feed is connected and publishing bid-side data.

Example fix

// before (Python FFI caller)
best_bid = orderbook_best_bid_price(book)
// after
if book_update_count > 0 and has_bid_orders(book):
    best_bid = orderbook_best_bid_price(book)
else:
    best_bid = None

Defensive patterns

Strategy: validation

Validate before calling

def can_get_best_bid(book) -> bool:
    return book.has_orders() and book.bids_len() > 0  # or check best bid price availability

Type guard

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

Prevention

Never call best-bid getters before the first book update arrives
Track a book-ready flag set after the initial snapshot is applied
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 the FFI function `orderbook_best_bid_price(book)` on an OrderBook whose bid side is empty: no quotes/trades/depth updates have populated bids, all bids were deleted, or the book was just created/cleared.

Common situations: Querying a book before the first market-data snapshot arrives; a depth feed that only sent ask-side updates; book_l1/book_l3 data cleared by a `clear` call; instrument-specific books for symbols with no bids (illiquid markets).

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/58deee159048f231. Report an issue: GitHub.