| Title | GitHub wondertrader 0.9.9 Incorrect Control Flow |
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| Description | WonderTrader, a C++-based quantitative trading framework designed for full-market, multi-asset trading workflows, contains an logic vulnerability in v0.9.9: incorrect variable use in MatchEngine::update_lob() within src/WtBtCore/MatchEngine.cpp. When constructing the internal limit order book cache, the function maps bid-side price levels to askqty(i) instead of bidqty(i), causing bid-side market depth to be recorded with ask-side quantities. In a professional trading framework that covers data processing, backtesting, live trading, and operations scheduling, this can corrupt backtesting order book state and produce misleading liquidity assumptions when bid and ask depths differ. |
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| Source | ⚠️ https://my.feishu.cn/wiki/BXljwvHSLiiqiSkI7jScIqkSn4c |
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| User | sannomiya (UID 98147) |
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| Submission | 06/19/2026 16:01 (2 months ago) |
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| Moderation | 08/06/2026 07:51 (2 months later) |
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| Status | Accepted |
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| VulDB entry | 386456 [WonderTrader up to 0.9.9 Internal Limit Order Book Cache MatchEngine.cpp MatchEngine::update_lob behavioral workflow] |
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| Points | 20 |
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