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

Check the book has bid orders (non-empty bids / has_orders) before calling the FFI getter.

nautechsystems/nautilus_trader · critical

Error: No bid orders for best bid size

Error message

Error: No bid orders for best bid size

What it means

This panic occurs in the FFI wrapper `orderbook_best_bid_size` when `OrderBook::best_bid_size()` returns None because there are no bid orders at the best bid level (or anywhere on the bid side). The `abort_on_panic` wrapper makes this a process abort, not a catchable FFI error.

Source

Thrown at crates/model/src/ffi/orderbook/book.rs:285

/// 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.
#[unsafe(no_mangle)]
#[cfg_attr(feature = "high-precision", allow(improper_ctypes_definitions))]
pub extern "C" fn orderbook_best_ask_size(book: &mut OrderBook) -> Quantity {
    abort_on_panic(|| {
        book.best_ask_size()
            .expect("Error: No ask orders for best ask size")
    })
}

/// # Panics
///
/// Panics if unable to calculate spread (requires at least one bid and one ask).

View on GitHub (pinned to 18893faf8b)

Solutions

Check the book has bid orders (non-empty bids / has_orders) before calling the FFI getter.
Feed the book quote or depth data that includes bid sizes before querying sizes.
Return None from caller-side logic when the book has no bids instead of calling the panicking FFI function.
Validate data feed configuration so bid volume is present for the instrument.

Example fix

// before (Python FFI caller)
bid_size = orderbook_best_bid_size(book)
// after
if has_bid_orders(book):
    bid_size = orderbook_best_bid_size(book)
else:
    bid_size = None

Defensive patterns

Strategy: validation

Validate before calling

def can_get_best_bid_size(book) -> bool:
    return book.has_orders() and book.bids_len() > 0

Prevention

Confirm the data feed includes bid volume, not price-only levels
Gate size queries on a book-initialized flag
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_bid_size(book)` when the bid side is empty or size information has not been populated (e.g. price-only book updates without volume).

Common situations: Books built from data sources lacking bid size; querying immediately after a clear/reset; L1 feed gaps where the bid row vanished; calling before the first quote arrives.

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/e95228a9af8e440b. Report an issue: GitHub.