{"record":{"id":"939c5a990d457f10","repo":"nautechsystems/nautilus_trader","slug":"invalid-futures-kline-e","errorCode":null,"errorMessage":"invalid Futures kline {}: {e}","messagePattern":"invalid Futures kline (.+?): (.+?)","errorType":"exception","errorClass":null,"httpStatus":null,"severity":"error","filePath":"crates/adapters/binance/src/futures/http/client.rs","lineNumber":3283,"sourceCode":"    };\n    parse_futures_trade_tick(\n        &trade,\n        instrument_id,\n        price_precision,\n        size_precision,\n        ts_init,\n    )\n}\n\nfn parse_futures_kline_binance_bar(\n    kline: &BinanceFuturesKline,\n    bar_type: BarType,\n    price_precision: u8,\n    size_precision: u8,\n    ts_init: UnixNanos,\n) -> anyhow::Result<BinanceBar> {\n    let open = parse_required_price_at_precision(&kline.open, price_precision, \"kline.open\")\n        .map_err(|e| anyhow::anyhow!(\"invalid Futures kline {}: {e}\", kline.open_time))?;\n    let high = parse_required_price_at_precision(&kline.high, price_precision, \"kline.high\")\n        .map_err(|e| anyhow::anyhow!(\"invalid Futures kline {}: {e}\", kline.open_time))?;\n    let low = parse_required_price_at_precision(&kline.low, price_precision, \"kline.low\")\n        .map_err(|e| anyhow::anyhow!(\"invalid Futures kline {}: {e}\", kline.open_time))?;\n    let close = parse_required_price_at_precision(&kline.close, price_precision, \"kline.close\")\n        .map_err(|e| anyhow::anyhow!(\"invalid Futures kline {}: {e}\", kline.open_time))?;\n    let volume =\n        parse_required_quantity_at_precision(&kline.volume, size_precision, \"kline.volume\")\n            .map_err(|e| anyhow::anyhow!(\"invalid Futures kline {}: {e}\", kline.open_time))?;\n    let ts_event = parse_millis(kline.close_time, \"Futures kline close time\")?;\n\n    let quote_volume = kline.quote_volume.parse::<Decimal>().map_err(|e| {\n        anyhow::anyhow!(\n            \"invalid Futures kline {} quote volume: {e}\",\n            kline.open_time\n        )\n    })?;\n    let taker_buy_base_volume = kline","sourceCodeStart":3265,"sourceCodeEnd":3301,"githubUrl":"https://github.com/nautechsystems/nautilus_trader/blob/18893faf8b356be3320add8de2f861b0b647cf06/crates/adapters/binance/src/futures/http/client.rs#L3265-L3301","documentation":"Wraps a failure to parse a Futures kline's price fields. This instance (line 3283 area) corresponds to the low (or an adjacent OHLC) field failing parse_required_price_at_precision. The message interpolates kline.open_time, so the offending bar is identifiable. It means the kline OHLC string cannot be represented at the configured price precision.","triggerScenarios":"Calling the futures kline-to-BinanceBar conversion when any of parse_required_price_at_precision calls on kline.open/high/low/close fails — e.g. value has more decimals than price_precision or is non-numeric/empty.","commonSituations":"Instrument price_precision mismatch with the trading pair's quote precision; klines fetched with wrong interval/symbol params from a misconfigured bar_type; corrupted historical data from the API.","solutions":["Confirm the instrument's price_precision matches the symbol's tick size from exchangeInfo","Log the failing kline field and raw value identified by kline.open_time","Check the BarType specification (symbol, precision) matches the instrument being used","Skip or re-fetch the affected kline rather than failing the entire historical request"],"exampleFix":"// before\nlet low = parse_required_price_at_precision(&kline.low, price_precision, \"kline.low\")\n    .map_err(|e| anyhow::anyhow!(\"invalid Futures kline {}: {e}\", kline.open_time))?;\n// after\nlet price_precision = instrument.price_precision; // derive from instrument definition\nlet low = parse_required_price_at_precision(&kline.low, price_precision, \"kline.low\")?;","handlingStrategy":"validation","validationCode":"fn valid_ohlc(k: &Kline, precision: u8) -> bool {\n    [(&k.open, \"open\"), (&k.high, \"high\"), (&k.low, \"low\"), (&k.close, \"close\")]\n        .iter().all(|(v, _)| v.parse::<f64>().map(|x| x > 0.0).unwrap_or(false))\n}","typeGuard":null,"tryCatchPattern":"let bar = match parse_futures_kline(&kline, bar_type, instrument) {\n    Ok(b) => b,\n    Err(e) => { warn!(\"skipping kline {}: {e}\", kline.open_time); continue; }\n};","preventionTips":["Source price_precision from the instrument definition","Validate OHLC fields are positive numerics before conversion","Confirm the BarType interval/symbol matches the request parameters","Re-fetch individual bars on parse failure instead of failing the batch"],"tags":["rust","binance-futures","parsing","bars"],"backgroundTag":"invalid-argument-format","analyzedSha":"18893faf8b356be3320add8de2f861b0b647cf06","analyzedAt":"2026-09-08T20:49:34.690Z","contentChangedAt":"2026-09-08T20:49:34.690Z","schemaVersion":2},"datasetVersion":"2026-09-23T08:17:48.524Z"}