nautechsystems/nautilus_trader · error

FX rollover acknowledgement count {}, expected {}

Error message

FX rollover acknowledgement count {}, expected {}

What it means

BacktestNode's FX rollover module throws this when the number of acknowledgement outcomes supplied to `acknowledge` does not match the number of pending adjustments recorded in the completed rollover batch. Each adjustment must be explicitly acknowledged (success or failure) exactly once; a count mismatch indicates the caller returned partial or extra results from the rollover batch.

Source

Thrown at crates/backtest/src/modules/fx_rollover.rs:665

        let day = day.as_mut().expect("rollover day initialized");
        day.pending_adjustments = Some(batch);
        day.pending_end_date = Some(batch_end_date);
        day.attempt_time = Some(ts_now);
        Ok(SimulationModuleResult::Completed(adjustments))
    }

    fn acknowledge(&self, outcomes: &[AccountAdjustmentOutcome]) -> anyhow::Result<()> {
        let (adjustments, attempt_time, batch_end_date) = {
            let mut day = self.rollover_day.borrow_mut();
            let day = day
                .as_mut()
                .ok_or_else(|| anyhow::anyhow!("FX rollover day is not initialized"))?;
            let adjustment_count = day
                .pending_adjustments
                .as_ref()
                .ok_or_else(|| anyhow::anyhow!("no completed FX rollover batch to acknowledge"))?
                .len();
            anyhow::ensure!(
                outcomes.len() == adjustment_count,
                "FX rollover acknowledgement count {}, expected {}",
                outcomes.len(),
                adjustment_count
            );
            let adjustments = day
                .pending_adjustments
                .take()
                .ok_or_else(|| anyhow::anyhow!("no completed FX rollover batch to acknowledge"))?;
            (
                adjustments,
                day.attempt_time
                    .take()
                    .ok_or_else(|| anyhow::anyhow!("FX rollover attempt time was not recorded"))?,
                day.pending_end_date.ok_or_else(|| {
                    anyhow::anyhow!("FX rollover batch end date was not recorded")
                })?,
            )

View on GitHub (pinned to 18893faf8b)

Solutions

1. Ensure every pending adjustment produces exactly one outcome entry in the same order
2. Check adjustment handlers for early returns that skip emitting an outcome
3. Log outcomes.len() and the adjustment count to identify which instruments are missing/duplicated
4. Pin module versions so rollover batch generation and acknowledgement logic stay in sync

Example fix

// before: skipping failed adjustments in outcomes
let outcomes = adjustments.iter().filter(|a| a.apply().is_ok()).map(...).collect();
// after: one outcome per adjustment, including failures
let outcomes = adjustments.iter().map(|a| AckOutcome::from(a.apply())).collect();

assert_eq!(outcomes.len(), day.pending_adjustments.as_ref().map(|p| p.len()).unwrap_or(0), "outcome/adjustment count mismatch");

When it happens

Trigger: Calling `process_rollover` when the FX rollover day has a completed `pending_adjustments` batch, and the outcomes Vec passed to `acknowledge` has fewer or more entries than `pending_adjustments.len()` — e.g. an adjustment handler silently skipped an instrument or duplicated results.

Common situations: Custom rollover adjustment callbacks that return early on error without emitting an outcome; applying adjustments to a filtered subset of instruments while acknowledging all; version drift where module internals changed but acknowledgement logic was not updated.

Understand the failure class

Background: "This is a bug, please report it": internal invariant violations, unreachable panics, and SNH errors explained — this error's family across 47 libraries.

Related errors

• CFD swap acknowledgement count {}, expected {}
• FX rollover attempt time was not recorded
• FX rollover batch end date was not recorded
• Cannot handle command: {command:?}
• Latency model should be initialized

AI-assisted analysis of nautechsystems/nautilus_trader@18893faf8b (2026-09-08). Data as JSON: /api/errors/c972fe29faa3cc75. Report an issue: GitHub.