nautechsystems/nautilus_trader · error

Binance Futures L1_MBP supports depth 1 only

Error message

Binance Futures L1_MBP supports depth 1 only

What it means

An L1_MBP book-deltas subscription maps to Binance's top-of-book (bookTicker-style) stream, which has no configurable depth. The adapter accepts `depth: None` or a depth of exactly 1; any other positive depth is rejected before the subscription is registered in `l1_book_subscriptions`, because Binance cannot honour a deeper book over the L1 stream.

Source

Thrown at crates/adapters/binance/src/futures/data.rs:1915

    }

    fn subscribe_instruments(&mut self, _cmd: SubscribeInstruments) -> anyhow::Result<()> {
        log::debug!(
            "subscribe_instruments: Binance Futures instruments are fetched via HTTP on connect"
        );
        Ok(())
    }

    fn subscribe_instrument(&mut self, _cmd: SubscribeInstrument) -> anyhow::Result<()> {
        log::debug!(
            "subscribe_instrument: Binance Futures instruments are fetched via HTTP on connect"
        );
        Ok(())
    }

    fn subscribe_book_deltas(&mut self, cmd: SubscribeBookDeltas) -> anyhow::Result<()> {
        if cmd.book_type == BookType::L1_MBP {
            anyhow::ensure!(
                cmd.depth.is_none_or(|depth| depth.get() == 1),
                "Binance Futures L1_MBP supports depth 1 only"
            );
            anyhow::ensure!(
                !self.book_subscriptions.contains_key(&cmd.instrument_id),
                "cannot subscribe L1_MBP and L2_MBP for the same Binance Futures instrument"
            );
            self.l1_book_subscriptions.rcu(|subscriptions| {
                *subscriptions.entry(cmd.instrument_id).or_insert(0) += 1;
            });
            self.subscribe_top_of_book(cmd.instrument_id);
            return Ok(());
        }

        if cmd.book_type != BookType::L2_MBP {
            anyhow::bail!("Binance Futures supports L1_MBP and L2_MBP order book subscriptions");
        }
        anyhow::ensure!(

View on GitHub (pinned to a4b06ed870)

Solutions

1. Pass depth=None (or depth=1) for L1_MBP subscriptions
2. If you actually need a deeper book, subscribe with BookType.L2_MBP and one of the valid depths [5, 10, 20, 50, 100, 500, 1000]

Example fix

# before
actor.subscribe_order_book_deltas(instrument_id, book_type=BookType.L1_MBP, depth=10)

# after
actor.subscribe_order_book_deltas(instrument_id, book_type=BookType.L1_MBP, depth=None)
# need depth? use L2: book_type=BookType.L2_MBP, depth=10

def validate_l1_depth(depth) -> None:
    if depth is not None and depth != 1:
        raise ValueError('Binance Futures L1_MBP supports depth None or 1 only — pass depth=None')

validate_l1_depth(depth)
actor.subscribe_order_book_deltas(instrument_id, book_type=BookType.L1_MBP, depth=None)

def is_valid_l1_depth(depth) -> bool:
    return depth is None or depth == 1

try:
    actor.subscribe_order_book_deltas(instrument_id, book_type=BookType.L1_MBP, depth=depth)
except Exception as e:
    if 'L1_MBP supports depth 1 only' in str(e):
        raise ValueError('Retrying with depth=None for the L1 top-of-book stream') from e
    raise

When it happens

Trigger: `subscribe_book_deltas` / `subscribe_order_book_deltas` with `book_type=BookType.L1_MBP` and `depth` set to any value other than 1 (e.g. PositiveU16 of 5, 10, 100). Passing depth=None or omitting it is fine.

Common situations: Porting an existing L2_MBP config to L1 and leaving the depth parameter in place; generic subscription code that always forwards a depth; assuming depth is silently ignored for L1.

Related errors

• cannot subscribe L1_MBP and L2_MBP for the same Binance Futu
• Invalid depth {depth} for Binance Futures order book. Valid
• Binance Futures supports L1_MBP and L2_MBP order book subscr
• invalid Binance Futures order-book depth; valid values are {
• Binance Spot L1_MBP supports depth 1 only

AI-assisted analysis of nautechsystems/nautilus_trader@a4b06ed870 (2026-08-16). Data as JSON: /api/errors/8c7d0a0379a77443. Report an issue: GitHub.