nautechsystems/nautilus_trader · error

Binance does not support {a:?} aggregation

Error message

Binance does not support {a:?} aggregation

What it means

Catch-all in the kline interval mapping: any BarAggregation other than Second, Minute, Hour, Day, Week, or Month (e.g. Tick or Volume aggregation) cannot be mapped to a Binance kline interval and bails with the unsupported aggregation name.

Source

Thrown at crates/adapters/binance/src/spot/http/client.rs:2986

    ) -> anyhow::Result<Vec<crate::common::bar::BinanceBar>> {
        anyhow::ensure!(
            bar_type.aggregation_source() == AggregationSource::External,
            "Only EXTERNAL aggregation is supported"
        );

        let spec = bar_type.spec();
        let step = spec.step.get();
        let interval = match spec.aggregation {
            BarAggregation::Second if step == 1 => "1s".to_string(),
            BarAggregation::Second => {
                anyhow::bail!("Binance Spot supports only the 1s kline interval")
            }
            BarAggregation::Minute => format!("{step}m"),
            BarAggregation::Hour => format!("{step}h"),
            BarAggregation::Day => format!("{step}d"),
            BarAggregation::Week => format!("{step}w"),
            BarAggregation::Month => format!("{step}M"),
            a => anyhow::bail!("Binance does not support {a:?} aggregation"),
        };

        let instrument_id = bar_type.instrument_id();
        let symbol = instrument_id.symbol;
        let instrument = self.instrument_from_cache_by_id(instrument_id)?;
        let klines = self
            .inner
            .klines(
                symbol.as_str(),
                &interval,
                start.map(|dt| dt.as_millisecond()),
                end.map(|dt| dt.as_millisecond()),
                limit,
            )
            .await
            .map_err(|e| anyhow::anyhow!(e))?;

        let mut bars =

View on GitHub (pinned to 18893faf8b)

Solutions

1. Use a time-based aggregation (Second/Minute/Hour/Day/Week/Month) for Binance Spot bar requests
2. Build tick/volume bars locally with Nautilus' internal aggregators from trade ticks instead of requesting them from Binance
3. Route the request to a data provider that supports the requested aggregation

Example fix

// before
let bar_type = BarType::from_str("BTCUSDT.BINANCE-VOLUME-100-INTERNAL")?;
// after
let bar_type = BarType::from_str("BTCUSDT.BINANCE-MINUTE-1-INTERNAL")?;

fn is_binance_bar_aggregation(a: BarAggregation) -> bool {
    matches!(a, BarAggregation::Second | BarAggregation::Minute | BarAggregation::Hour | BarAggregation::Day | BarAggregation::Week | BarAggregation::Month)
}

When it happens

Trigger: Requesting bars from the Binance Spot HTTP client with a BarType whose aggregation is TICK or VOLUME (or any non-time aggregation), e.g. "BTCUSDT.BINANCE-TICK-100-INTERNAL".

Common situations: Strategies subscribing to tick/volume bars assuming the venue provider builds them; reusing a generic bar request config across adapters that do support synthetic aggregations; aggregating tick data on Binance without a local aggregator.

Understand the failure class

Background: UnsupportedOperationException and "is not supported" errors: when a library deliberately refuses a call — this error's family across 30 libraries.

Related errors

• Binance Spot supports only the 1s kline interval
• Binance Futures does not support second-level kline interval
• Binance Futures does not support {a:?} aggregation
• Only EXTERNAL aggregation is supported
• Aggregation not time based

AI-assisted analysis of nautechsystems/nautilus_trader@18893faf8b (2026-09-08). Data as JSON: /api/errors/d89e59d4dabefd2a. Report an issue: GitHub.