nautechsystems/nautilus_trader · error · anyhow::Error

Binance Spot 24-hour ticker custom data requires JSON market

Error message

Binance Spot 24-hour ticker custom data requires JSON market-data mode

What it means

BinanceSpotTicker (24-hour ticker) custom data subscriptions are implemented only on the JSON public stream; the 24h ticker has no SBE equivalent in this adapter. Subscribing while the Spot data client runs in a non-Json mode fails this hard check. Note the asymmetry: custom types other than BinanceSpotTicker only produce a warning and return Ok, but this one errors.

Source

Thrown at crates/adapters/binance/src/spot/data.rs:1768

    }

    fn is_connected(&self) -> bool {
        self.is_connected.load(Ordering::Relaxed)
    }

    fn is_disconnected(&self) -> bool {
        !self.is_connected()
    }

    fn subscribe(&mut self, cmd: SubscribeCustomData) -> anyhow::Result<()> {
        if cmd.data_type.type_name() != "BinanceSpotTicker" {
            log::warn!(
                "Unsupported custom data subscription: {}",
                cmd.data_type.type_name()
            );
            return Ok(());
        }
        anyhow::ensure!(
            self.spot_market_data_mode == BinanceSpotMarketDataMode::Json,
            "Binance Spot 24-hour ticker custom data requires JSON market-data mode"
        );
        let instrument_id = Self::required_instrument_id_metadata(&cmd.data_type)?;
        anyhow::ensure!(
            instrument_id.venue == self.venue(),
            "Spot ticker requires a BINANCE instrument"
        );
        let should_subscribe = {
            let previous = self
                .ticker_refs
                .load()
                .get(&instrument_id)
                .copied()
                .unwrap_or(0);
            self.ticker_refs
                .rcu(|refs| *refs.entry(instrument_id).or_insert(0) += 1);
            previous == 0

View on GitHub (pinned to a4b06ed870)

Solutions

Set spot_market_data_mode to Json in the Binance Spot data client config when you need 24h tickers
Or remove the BinanceSpotTicker subscription when running SBE mode

Example fix

# before
config = BinanceSpotDataClientConfig(
    spot_market_data_mode=BinanceSpotMarketDataMode.SBE,
)
# ... strategy subscribes to BinanceSpotTicker custom data -> error

# after
config = BinanceSpotDataClientConfig(
    spot_market_data_mode=BinanceSpotMarketDataMode.JSON,
)

Defensive patterns

Strategy: validation

Validate before calling

mode = config.spot_market_data_mode
wants_ticker = any(dt.type_name() == "BinanceSpotTicker" for dt in requested_custom_types)
assert not (wants_ticker and mode != BinanceSpotMarketDataMode.JSON), (
    "BinanceSpotTicker requires JSON market-data mode"
)

Prevention

Document per-mode feature support and assert config-vs-subscriptions at startup
When enabling SBE, audit subscriptions for JSON-only streams (tickers, klines)

When it happens

Trigger: subscribe (SubscribeCustomData) with a DataType whose type_name is 'BinanceSpotTicker' while spot_market_data_mode is not Json (e.g. Sbe).

Common situations: Enabling SBE mode for performance and later adding a 24h-ticker custom data subscription without realizing it is JSON-only; porting a Json-mode strategy config to SBE wholesale.

Related errors

AI-assisted analysis of nautechsystems/nautilus_trader@a4b06ed870 (2026-08-16). Data as JSON: /api/errors/5d88068ec6508cbc. Report an issue: GitHub.