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PostPosted: Wed Jun 12, 2019 11:10 pm 
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Joined: Tue Oct 13, 2009 12:19 pm
Posts: 249
Dear Team,

when connecting to IB as a provider, I get these exception messages:
Quote:
source EventHandler exception: at OpenQuant.MyStrategy.OnProviderError(ProviderError error)
at SmartQuant.Strategy.MpHa8R2vVVw(ProviderError error)
at SmartQuant.Strategy.MpHa8R2vVVw(ProviderError error)
at SmartQuant.Strategy.MpHa8R2vVVw(ProviderError error)
at SmartQuant.StrategyManager.KoauRix983(ProviderError )
at SmartQuant.EventManager.KyTpadpMfB(Event )
at SmartQuant.EventManager.OnEvent(Event e) System.NullReferenceException: Object reference not set to an instance of an object.
at OpenQuant.MyStrategy.OnProviderError(ProviderError error)
at SmartQuant.Strategy.MpHa8R2vVVw(ProviderError error)
at SmartQuant.Strategy.MpHa8R2vVVw(ProviderError error)
at SmartQuant.Strategy.MpHa8R2vVVw(ProviderError error)
at SmartQuant.StrategyManager.KoauRix983(ProviderError )
at SmartQuant.EventManager.KyTpadpMfB(Event )
at SmartQuant.EventManager.OnEvent(Event e) ev.TypeId 21

and this one as well:
Quote:
source EventHandler exception: at System.Threading.Monitor.Enter(Object obj)
at OpenQuant.MyStrategy.OnProviderError(ProviderError error)
at SmartQuant.Strategy.OQUtsMwVdu0(ProviderError error)
at SmartQuant.Strategy.OQUtsMwVdu0(ProviderError error)
at SmartQuant.Strategy.OQUtsMwVdu0(ProviderError error)
at SmartQuant.StrategyManager.NvLbeZGRlY(ProviderError )
at SmartQuant.EventManager.IfHrNiEnOk(Event )
at SmartQuant.EventManager.OnEvent(Event e) System.ArgumentNullException: Value cannot be null.
at System.Threading.Monitor.Enter(Object obj)
at OpenQuant.MyStrategy.OnProviderError(ProviderError error)
at SmartQuant.Strategy.OQUtsMwVdu0(ProviderError error)
at SmartQuant.Strategy.OQUtsMwVdu0(ProviderError error)
at SmartQuant.Strategy.OQUtsMwVdu0(ProviderError error)
at SmartQuant.StrategyManager.NvLbeZGRlY(ProviderError )
at SmartQuant.EventManager.IfHrNiEnOk(Event )
at SmartQuant.EventManager.OnEvent(Event e) ev.TypeId 21

for this code:
Code:
protected override void OnException(string source, SmartQuant.Event ev, Exception exception)
      {
         string msg = "source " + source + " exception: " + exception.StackTrace + " " + exception.ToString() + " ev.TypeId " + ev.TypeId;
         Console.WriteLine(msg);
         base.OnException(source, ev, exception);
      }


I have an event filter for the strategy - which looks like this:

Code:
public override Event Filter(Event e)
        {
            try
            {
                switch (e.TypeId)
                {
                    case DataObjectType.Level2:
                    case DataObjectType.Level2Snapshot:
                    case DataObjectType.Level2Update:
                        return null;                     
                }
                return e;
            }
            catch (Exception ex)
            {
                Console.WriteLine("Error in MyEventsFilter. Error is: {0}", ex.Message);
                return null;
            }
        }

any idea, how I could interfere this or further debug? Or maybe even, what do you think is the reason for this?

Thanks
Mike


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