How to solve the queue problem after a long run?

[WejayHub]

Bug Report

When I run a strategy and subscribe quote tick, after a period of strategy running, The strategy will report the following errors.

I have checked the document and found that the introduction of Queue Maxsize is simple. How should I solve this problem after a long run? Cloud I clear the data in the Queue manually?

Expected Behavior

How to solve the queue problem after a long run～～

Actual Behavior

The strategy will report a long log as follows:
Exception in callback <bound method Queue.put_nowait of <Queue at 0x7f31323c7110 maxsize=100000 _queue=[QuoteTick(ETHUSDT-PERP.BINANCE,3828.83,3828.84,42.978,2.146,1734202518160000000), QuoteTick(ETHUSDT-PERP.BINANCE,3828.83,3828.84,42.978,1.819,1734202518160000000), QuoteTick(ETHUSDT-PERP.BINANCE,3828.83,3828.84,49.378,1.819,1734202518160999936), QuoteTick(ETHUSDT-PERP.BINANCE,3828.83,3828.84,49.690,1.819,1734202518160999936), QuoteTick(ETHUSDT-PERP.BINANCE,3828.83,3828.84,49.690,1.507,1734202518164999936), ... ...]

Steps to Reproduce the Problem

1. subscribe an instrument quote_tick
2. run a long time, maybe 8 hours or more

Specifications

• OS platform: ubuntu 22.04
• Python version: 3.12
• nautilus_trader version: 1.207.0

[sunlei]

You can try:

• TradingNodeConfig.data_engine.qsize
• TradingNodeConfig.exec_engine.qsize

[WejayHub]

You can try:

• TradingNodeConfig.data_engine.qsize
• TradingNodeConfig.exec_engine.qsize

Thank you for your reply so quickly!

If I should set a larger value? Setting a larger value can avoid reporting errors, but will it affect performance?

Or should I set a smaller value, and the NautilusTrader will automatically clean up the queue after reaching the small queue qsize?

[WejayHub]

You can try:

• TradingNodeConfig.data_engine.qsize
• TradingNodeConfig.exec_engine.qsize

I have tried, need a larger qsize value.