nautechsystems/nautilus_trader · error · anyhow::Error

Binance Futures does not support

Error message

Binance Futures does not support {a:?} aggregation

What it means

After handling Second/Minute/Hour/Day/Week/Month aggregations, this catch-all bail rejects any other aggregation (e.g. Tick or Volume) for Futures kline requests, since Binance only supports time-based kline intervals.

Solutions

  1. Use a time-based aggregation (Minute/Hour/Day/Week/Month) for exchange bars
  2. Build tick/volume bars locally from trade ticks via internal aggregation instead of requesting klines
  3. Guard the configuration so only supported aggregations reach the Futures data client

Example fix

// before
let bar_type = BarType::new(instrument_id, BarSpec::new(BarAggregation::Tick, 100));
// after
let bar_type = BarType::new(instrument_id, BarSpec::new(BarAggregation::Minute, 1)); // or aggregate ticks locally
Defensive patterns

Strategy: validation

Validate before calling

const SUPPORTED: [BarAggregation; 5] = [BarAggregation::Minute, BarAggregation::Hour, BarAggregation::Day, BarAggregation::Week, BarAggregation::Month];
if !SUPPORTED.contains(&bar_type.spec().aggregation) { panic!("time-based aggregation required for Binance Futures bars"); }

Try / catch

match client.request_bars(bar_type) { Err(e) if e.to_string().contains("does not support") => switch_to_local_tick_aggregation(), r => r }

Prevention

When it happens

Trigger: Requesting/subscribing to bars with BarAggregation::Tick or BarAggregation::Volume on the Binance Futures HTTP client (e.g. 100-TICK bars or 1000-VOLUME bars).

Common situations: Configuring tick/volume bars thinking the exchange aggregates them; generic bar configuration shared across adapters that support tick bars (like crypto venues with local aggregation) and those that don't.

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

AI-assisted analysis of nautechsystems/nautilus_trader@18893faf8b (2026-09-08). Data as JSON: /api/errors/babf1ffdfa353027. Report an issue: GitHub.

Appendix: source

Thrown at crates/adapters/binance/src/futures/http/client.rs:3052

        limit: Option<u32>,
    ) -> anyhow::Result<Vec<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 => {
                anyhow::bail!("Binance Futures does not support second-level kline intervals")
            }
            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 Futures does not support {a:?} aggregation"),
        };

        let instrument_id = bar_type.instrument_id();
        let (symbol, price_precision, size_precision) =
            self.cached_precisions_by_id(instrument_id)?;

        let params = BinanceKlinesParams {
            symbol,
            interval,
            start_time: start.map(|dt| dt.as_millisecond()),
            end_time: end.map(|dt| dt.as_millisecond()),
            limit,
        };

        let klines = self.inner.klines(&params).await?;
        let now = self.clock.get_time_ns();

        let mut result = Vec::with_capacity(klines.len());

View on GitHub (pinned to 18893faf8b)