So, thanks to Marshall for clueing me in on address sanitizer.  Realized that I failed to do bounds checking on a segment of code and solved the read problem.  With that fixed I'm getting stack overflow due, it seems, to the heavy recursion in my code (and using cpp_dec_).  I swapped out cpp_dec_ for double and the problem has gone away.  Will figure out my banker's rounding while I'm at it.  Here's the AddressSanitizer trace for completeness (below) - maybe there's another issue afoot?

TJ

09:46:38.996500  | SPY   220211C00447000 | root: 0.000 | open: 0.000 | high: 2.120 |  low: 0.000 | close: 1.680 |  bid: 1.680 |  ask: 1.690    | 1.414 |  0.009 |  0.306 |
09:47:03.456158  | SPY   220211C00447000 | order: MKT |  qty: 31.000 | action: BUY | exchg: SMART
AddressSanitizer:DEADLYSIGNAL
=================================================================
==19612==ERROR: AddressSanitizer: stack-overflow on address 0x7f22fd7d5718 (pc 0x7f2300abe437 bp 0x7f22fd7d6360 sp 0x7f22fd7d5700 T0)
    #0 0x7f2300abe437  (/lib64/libasan.so.6+0xb9437)
    #1 0x7f2300a418fb in __interceptor_memcpy (/lib64/libasan.so.6+0x3c8fb)
    #2 0x7f2300927ba7 in std::basic_streambuf<char, std::char_traits<char> >::xsputn(char const*, long) (/lib64/libstdc++.so.6+0x147ba7)
    #3 0x7f23009197d6 in std::ostream::write(char const*, long) (/lib64/libstdc++.so.6+0x1397d6)
    #4 0x588c8a in EClientSocket::prepareBufferImpl(std::ostream&) const ../src/client/EClientSocket.cpp:217
    #5 0x588d7f in EClientSocket::prepareBuffer(std::ostream&) const ../src/client/EClientSocket.cpp:225
    #6 0x5548dc in EClient::reqCurrentTime() ../src/client/EClient.cpp:1234
    #7 0x4afda3 in ib_trading_engine::current_time() ../src/ib_trading_engine.cpp:409
    #8 0x4b6dd5 in ib_trading_engine::tickPrice(long, TickType, double, TickAttrib const&) ../src/ib_trading_engine.cpp:666
    #9 0x58b8f7 in EDecoder::processTickPriceMsg(char const*, char const*) ../src/client/EDecoder.cpp:65
    #10 0x5a50c7 in EDecoder::parseAndProcessMsg(char const*&, char const*) ../src/client/EDecoder.cpp:2247
    #11 0x5d1f59 in EReader::processMsgs() ../src/client/EReader.cpp:282
    #12 0x4afd59 in ib_trading_engine::process_messages() ../src/ib_trading_engine.cpp:405
    #13 0x4afdaf in ib_trading_engine::current_time() ../src/ib_trading_engine.cpp:410
    #14 0x4b6dd5 in ib_trading_engine::tickPrice(long, TickType, double, TickAttrib const&) ../src/ib_trading_engine.cpp:666
    #15 0x58b8f7 in EDecoder::processTickPriceMsg(char const*, char const*) ../src/client/EDecoder.cpp:65
    #16 0x5a50c7 in EDecoder::parseAndProcessMsg(char const*&, char const*) ../src/client/EDecoder.cpp:2247
    #17 0x5d1f59 in EReader::processMsgs() ../src/client/EReader.cpp:282
    #18 0x4afd59 in ib_trading_engine::process_messages() ../src/ib_trading_engine.cpp:405
    #19 0x4afdaf in ib_trading_engine::current_time() ../src/ib_trading_engine.cpp:410
    #20 0x4b6dd5 in ib_trading_engine::tickPrice(long, TickType, double, TickAttrib const&) ../src/ib_trading_engine.cpp:666
    #21 0x58b8f7 in EDecoder::processTickPriceMsg(char const*, char const*) ../src/client/EDecoder.cpp:65
    #22 0x5a50c7 in EDecoder::parseAndProcessMsg(char const*&, char const*) ../src/client/EDecoder.cpp:2247
    #23 0x5d1f59 in EReader::processMsgs() ../src/client/EReader.cpp:282
    #24 0x4afd59 in ib_trading_engine::process_messages() ../src/ib_trading_engine.cpp:405
    #25 0x4afdaf in ib_trading_engine::current_time() ../src/ib_trading_engine.cpp:410
    #26 0x4b6dd5 in ib_trading_engine::tickPrice(long, TickType, double, TickAttrib const&) ../src/ib_trading_engine.cpp:666
    #27 0x58b8f7 in EDecoder::processTickPriceMsg(char const*, char const*) ../src/client/EDecoder.cpp:65
    #28 0x5a50c7 in EDecoder::parseAndProcessMsg(char const*&, char const*) ../src/client/EDecoder.cpp:2247
    #29 0x5d1f59 in EReader::processMsgs() ../src/client/EReader.cpp:282
    #30 0x4afd59 in ib_trading_engine::process_messages() ../src/ib_trading_engine.cpp:405
    #31 0x4afdaf in ib_trading_engine::current_time() ../src/ib_trading_engine.cpp:410
    #32 0x4b6dd5 in ib_trading_engine::tickPrice(long, TickType, double, TickAttrib const&) ../src/ib_trading_engine.cpp:666
    #33 0x58b8f7 in EDecoder::processTickPriceMsg(char const*, char const*) ../src/client/EDecoder.cpp:65
    #34 0x5a50c7 in EDecoder::parseAndProcessMsg(char const*&, char const*) ../src/client/EDecoder.cpp:2247
    #35 0x5d1f59 in EReader::processMsgs() ../src/client/EReader.cpp:282
    #36 0x4afd59 in ib_trading_engine::process_messages() ../src/ib_trading_engine.cpp:405
    #37 0x4afdaf in ib_trading_engine::current_time() ../src/ib_trading_engine.cpp:410
    #38 0x4b6dd5 in ib_trading_engine::tickPrice(long, TickType, double, TickAttrib const&) ../src/ib_trading_engine.cpp:666
    #39 0x58b8f7 in EDecoder::processTickPriceMsg(char const*, char const*) ../src/client/EDecoder.cpp:65
    #40 0x5a50c7 in EDecoder::parseAndProcessMsg(char const*&, char const*) ../src/client/EDecoder.cpp:2247
    #41 0x5d1f59 in EReader::processMsgs() ../src/client/EReader.cpp:282
    #42 0x4afd59 in ib_trading_engine::process_messages() ../src/ib_trading_engine.cpp:405
    #43 0x4afdaf in ib_trading_engine::current_time() ../src/ib_trading_engine.cpp:410
    #44 0x4b6dd5 in ib_trading_engine::tickPrice(long, TickType, double, TickAttrib const&) ../src/ib_trading_engine.cpp:666
    #45 0x58b8f7 in EDecoder::processTickPriceMsg(char const*, char const*) ../src/client/EDecoder.cpp:65
    #46 0x5a50c7 in EDecoder::parseAndProcessMsg(char const*&, char const*) ../src/client/EDecoder.cpp:2247
    #47 0x5d1f59 in EReader::processMsgs() ../src/client/EReader.cpp:282
    #48 0x4afd59 in ib_trading_engine::process_messages() ../src/ib_trading_engine.cpp:405
    #49 0x4afdaf in ib_trading_engine::current_time() ../src/ib_trading_engine.cpp:410
    #50 0x4b6dd5 in ib_trading_engine::tickPrice(long, TickType, double, TickAttrib const&) ../src/ib_trading_engine.cpp:666
    #51 0x58b8f7 in EDecoder::processTickPriceMsg(char const*, char const*) ../src/client/EDecoder.cpp:65
    #52 0x5a50c7 in EDecoder::parseAndProcessMsg(char const*&, char const*) ../src/client/EDecoder.cpp:2247
    #53 0x5d1f59 in EReader::processMsgs() ../src/client/EReader.cpp:282
    #54 0x4afd59 in ib_trading_engine::process_messages() ../src/ib_trading_engine.cpp:405
    #55 0x4afdaf in ib_trading_engine::current_time() ../src/ib_trading_engine.cpp:410
    #56 0x4b6dd5 in ib_trading_engine::tickPrice(long, TickType, double, TickAttrib const&) ../src/ib_trading_engine.cpp:666
    #57 0x58b8f7 in EDecoder::processTickPriceMsg(char const*, char const*) ../src/client/EDecoder.cpp:65
    #58 0x5a50c7 in EDecoder::parseAndProcessMsg(char const*&, char const*) ../src/client/EDecoder.cpp:2247
    #59 0x5d1f59 in EReader::processMsgs() ../src/client/EReader.cpp:282
    #60 0x4afd59 in ib_trading_engine::process_messages() ../src/ib_trading_engine.cpp:405
    #61 0x4afdaf in ib_trading_engine::current_time() ../src/ib_trading_engine.cpp:410
    #62 0x4b6dd5 in ib_trading_engine::tickPrice(long, TickType, double, TickAttrib const&) ../src/ib_trading_engine.cpp:666
    #63 0x58b8f7 in EDecoder::processTickPriceMsg(char const*, char const*) ../src/client/EDecoder.cpp:65
    #64 0x5a50c7 in EDecoder::parseAndProcessMsg(char const*&, char const*) ../src/client/EDecoder.cpp:2247
    #65 0x5d1f59 in EReader::processMsgs() ../src/client/EReader.cpp:282
    #66 0x4afd59 in ib_trading_engine::process_messages() ../src/ib_trading_engine.cpp:405
    #67 0x4afdaf in ib_trading_engine::current_time() ../src/ib_trading_engine.cpp:410
    #68 0x4b6dd5 in ib_trading_engine::tickPrice(long, TickType, double, TickAttrib const&) ../src/ib_trading_engine.cpp:666
    #69 0x58b8f7 in EDecoder::processTickPriceMsg(char const*, char const*) ../src/client/EDecoder.cpp:65
    #70 0x5a50c7 in EDecoder::parseAndProcessMsg(char const*&, char const*) ../src/client/EDecoder.cpp:2247
    #71 0x5d1f59 in EReader::processMsgs() ../src/client/EReader.cpp:282
    #72 0x4afd59 in ib_trading_engine::process_messages() ../src/ib_trading_engine.cpp:405
    #73 0x4afdaf in ib_trading_engine::current_time() ../src/ib_trading_engine.cpp:410
    #74 0x4b6dd5 in ib_trading_engine::tickPrice(long, TickType, double, TickAttrib const&) ../src/ib_trading_engine.cpp:666
    #75 0x58b8f7 in EDecoder::processTickPriceMsg(char const*, char const*) ../src/client/EDecoder.cpp:65
    #76 0x5a50c7 in EDecoder::parseAndProcessMsg(char const*&, char const*) ../src/client/EDecoder.cpp:2247
    #77 0x5d1f59 in EReader::processMsgs() ../src/client/EReader.cpp:282
    #78 0x4afd59 in ib_trading_engine::process_messages() ../src/ib_trading_engine.cpp:405
    #79 0x4afdaf in ib_trading_engine::current_time() ../src/ib_trading_engine.cpp:410
    #80 0x4b6dd5 in ib_trading_engine::tickPrice(long, TickType, double, TickAttrib const&) ../src/ib_trading_engine.cpp:666
    #81 0x58b8f7 in EDecoder::processTickPriceMsg(char const*, char const*) ../src/client/EDecoder.cpp:65
    #82 0x5a50c7 in EDecoder::parseAndProcessMsg(char const*&, char const*) ../src/client/EDecoder.cpp:2247
    #83 0x5d1f59 in EReader::processMsgs() ../src/client/EReader.cpp:282
    #84 0x4afd59 in ib_trading_engine::process_messages() ../src/ib_trading_engine.cpp:405
    #85 0x4afdaf in ib_trading_engine::current_time() ../src/ib_trading_engine.cpp:410
    #86 0x4b6dd5 in ib_trading_engine::tickPrice(long, TickType, double, TickAttrib const&) ../src/ib_trading_engine.cpp:666
    #87 0x58b8f7 in EDecoder::processTickPriceMsg(char const*, char const*) ../src/client/EDecoder.cpp:65
    #88 0x5a50c7 in EDecoder::parseAndProcessMsg(char const*&, char const*) ../src/client/EDecoder.cpp:2247
    #89 0x5d1f59 in EReader::processMsgs() ../src/client/EReader.cpp:282
    #90 0x4afd59 in ib_trading_engine::process_messages() ../src/ib_trading_engine.cpp:405
    #91 0x4afdaf in ib_trading_engine::current_time() ../src/ib_trading_engine.cpp:410
    #92 0x4b6dd5 in ib_trading_engine::tickPrice(long, TickType, double, TickAttrib const&) ../src/ib_trading_engine.cpp:666
    #93 0x58b8f7 in EDecoder::processTickPriceMsg(char const*, char const*) ../src/client/EDecoder.cpp:65
    #94 0x5a50c7 in EDecoder::parseAndProcessMsg(char const*&, char const*) ../src/client/EDecoder.cpp:2247
    #95 0x5d1f59 in EReader::processMsgs() ../src/client/EReader.cpp:282
    #96 0x4afd59 in ib_trading_engine::process_messages() ../src/ib_trading_engine.cpp:405
    #97 0x4afdaf in ib_trading_engine::current_time() ../src/ib_trading_engine.cpp:410
    #98 0x4b6dd5 in ib_trading_engine::tickPrice(long, TickType, double, TickAttrib const&) ../src/ib_trading_engine.cpp:666
    #99 0x58b8f7 in EDecoder::processTickPriceMsg(char const*, char const*) ../src/client/EDecoder.cpp:65
    #100 0x5a50c7 in EDecoder::parseAndProcessMsg(char const*&, char const*) ../src/client/EDecoder.cpp:2247
    #101 0x5d1f59 in EReader::processMsgs() ../src/client/EReader.cpp:282
    #102 0x4afd59 in ib_trading_engine::process_messages() ../src/ib_trading_engine.cpp:405
    #103 0x4ad671 in operator() ../src/ib_trading_engine.cpp:261
    #104 0x4c1219 in operator() /usr/include/boost/coroutine2/detail/push_control_block_cc.ipp:90
    #105 0x4c282d in __invoke_impl<boost::context::fiber, boost::coroutines2::detail::push_coroutine<last_tick>::control_block::control_block<boost::context::basic_fixedsize_stack<boost::context::stack_traits>, ib_trading_engine::run()::<lambda(boost::coroutines2::coroutine<last_tick>::pull_type&)> >(boost::context::preallocated, boost::context::basic_fixedsize_stack<boost::context::stack_traits>&&, ib_trading_engine::run()::<lambda(boost::coroutines2::coroutine<last_tick>::pull_type&)>&&)::<lambda(boost::context::fiber&&)>&, boost::context::fiber> /usr/include/c++/11/bits/invoke.h:61
    #106 0x4c2618 in __invoke<boost::coroutines2::detail::push_coroutine<last_tick>::control_block::control_block<boost::context::basic_fixedsize_stack<boost::context::stack_traits>, ib_trading_engine::run()::<lambda(boost::coroutines2::coroutine<last_tick>::pull_type&)> >(boost::context::preallocated, boost::context::basic_fixedsize_stack<boost::context::stack_traits>&&, ib_trading_engine::run()::<lambda(boost::coroutines2::coroutine<last_tick>::pull_type&)>&&)::<lambda(boost::context::fiber&&)>&, boost::context::fiber> /usr/include/c++/11/bits/invoke.h:97
    #107 0x4c257f in invoke<boost::coroutines2::detail::push_coroutine<last_tick>::control_block::control_block<boost::context::basic_fixedsize_stack<boost::context::stack_traits>, ib_trading_engine::run()::<lambda(boost::coroutines2::coroutine<last_tick>::pull_type&)> >(boost::context::preallocated, boost::context::basic_fixedsize_stack<boost::context::stack_traits>&&, ib_trading_engine::run()::<lambda(boost::coroutines2::coroutine<last_tick>::pull_type&)>&&)::<lambda(boost::context::fiber&&)>&, boost::context::fiber> /usr/include/c++/11/functional:98
    #108 0x4c22df in run /usr/include/boost/context/fiber_fcontext.hpp:140
    #109 0x4c208b in fiber_entry<boost::context::detail::fiber_record<boost::context::fiber, boost::context::basic_fixedsize_stack<boost::context::stack_traits>, boost::coroutines2::detail::push_coroutine<last_tick>::control_block::control_block<boost::context::basic_fixedsize_stack<boost::context::stack_traits>, ib_trading_engine::run()::<lambda(boost::coroutines2::coroutine<last_tick>::pull_type&)> >(boost::context::preallocated, boost::context::basic_fixedsize_stack<boost::context::stack_traits>&&, ib_trading_engine::run()::<lambda(boost::coroutines2::coroutine<last_tick>::pull_type&)>&&)::<lambda(boost::context::fiber&&)> > > /usr/include/boost/context/fiber_fcontext.hpp:80
    #110 0x7f2300a0118e in make_fcontext (/lib64/libboost_context.so.1.78.0+0x118e)

SUMMARY: AddressSanitizer: stack-overflow (/lib64/libasan.so.6+0xb9437)
==19612==ABORTING

On Fri, Feb 11, 2022 at 9:41 AM Phil Endecott via Boost-users <boost-users@lists.boost.org> wrote:
Hi,

tjisana wrote:
> Trying to get to the root of a very intermittent seg fault in my program.

This reminds me of the issue that I found while reviewing
Boost.Multiprecision back in 2012:

https://lists.boost.org/Archives/boost/2012/06/193862.php

I did track that down and it was fixed, but in the process
of investigating I got a poor impression of the implementation
of the library and I felt that other similar issues were
probably present. In my review, I said that I would not
be confident using Boost.Multiprecision without verifying
its answers against another implementation. Of course that's
a decade ago and things may have changed - or not.


Regards, Phil.




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