nautechsystems/nautilus_trader · error

Deribit does not support resolution '{resolution}'. Supporte

Error message

Deribit does not support resolution '{resolution}'. Supported: {supported_resolutions:?}

What it means

After mapping an aggregation to a resolution string, request_bars validates it against Deribit's supported resolution list (1,3,5,10,15,30,60,120,180,360,720 minutes and 1D). Steps that compose to a resolution outside this list (e.g. Hour(5) -> '300') bail with the unsupported resolution and the full supported list.

Source

Thrown at crates/adapters/deribit/src/http/client.rs:1405

        }

        // Convert BarType to Deribit resolution
        let spec = bar_type.spec();
        let step = spec.step.get();
        let resolution = match spec.aggregation {
            BarAggregation::Minute => format!("{step}"),
            BarAggregation::Hour => format!("{}", step * 60),
            BarAggregation::Day => "1D".to_string(),
            a => anyhow::bail!("Deribit does not support {a:?} aggregation"),
        };

        // Validate resolution is supported by Deribit
        let supported_resolutions = [
            "1", "3", "5", "10", "15", "30", "60", "120", "180", "360", "720", "1D",
        ];

        if !supported_resolutions.contains(&resolution.as_str()) {
            anyhow::bail!(
                "Deribit does not support resolution '{resolution}'. Supported: {supported_resolutions:?}"
            );
        }

        let instrument_id = bar_type.instrument_id();
        let (price_precision, size_precision, use_cost_for_volume) =
            if let Some(instrument) = self.get_instrument(&instrument_id.symbol.inner()) {
                (
                    instrument.price_precision(),
                    instrument.size_precision(),
                    use_cost_for_bar_volume(&instrument),
                )
            } else {
                log::warn!("Instrument {instrument_id} not in cache, skipping bars request");
                return Err(InstrumentLookupError::not_found(instrument_id).into());
            };

        let instrument_name = instrument_id.symbol.to_string();

View on GitHub (pinned to 18893faf8b)

Solutions

1. Restrict bar specs to Deribit-supported resolutions: 1,3,5,10,15,30,60,120,180,360,720 minutes or 1D
2. Use multiple 1D requests for multi-day history instead of a 2D+ resolution
3. Validate the computed resolution against the supported list before calling request_bars

Example fix

// before
let bar_type = BarType::new(instrument_id, BarAggregation::Minute(2).into(), PriceType::Last);
let bars = client.request_bars(bar_type).await?; // resolution '2' unsupported
// after
const SUPPORTED: [&str; 12] = ["1","3","5","10","15","30","60","120","180","360","720","1D"];
let spec = bar_type.spec();
let resolution = match spec.aggregation {
    BarAggregation::Minute(s) => s.get().to_string(),
    BarAggregation::Hour(s) => (s.get() * 60).to_string(),
    BarAggregation::Day(_) => "1D".to_string(),
    _ => return Err(anyhow!("unsupported aggregation")),
};
assert!(SUPPORTED.contains(&resolution.as_str()), "unsupported resolution {resolution}");

const SUPPORTED: [&str; 12] = ["1","3","5","10","15","30","60","120","180","360","720","1D"];
let resolution = match bar_type.spec().aggregation {
    BarAggregation::Minute(s) => s.get().to_string(),
    BarAggregation::Hour(s) => (s.get() * 60).to_string(),
    BarAggregation::Day(_) => "1D".to_string(),
    _ => String::new(),
};
assert!(SUPPORTED.contains(&resolution.as_str()), "unsupported resolution: {resolution}");

When it happens

Trigger: Requesting bars whose computed resolution is not in Deribit's set — e.g. Minute(2) -> '2', Minute(4) -> '4', Hour(5) -> '300', Day(2) -> '2D' (Day is hardcoded to '1D').

Common situations: Assuming arbitrary minute steps are supported; multi-day bars expecting '2D' style resolutions; generic bar-spec configs reused from other exchanges with finer granularity.

Understand the failure class

Background: "Must be a positive integer", "Invalid value", "Unsupported": the invalid-argument-value error family, when a library rejects the value you pass — this error's family across 35 libraries.

Related errors

• Inconsistent array lengths in chart data
• Only EXTERNAL aggregation is supported
• Unsupported bar specification for AX: {step}-{:?}
• Chart data status is '{}', expected 'ok'
• invalid depth {depth}; supported depths: {DERIBIT_BOOK_VALID

AI-assisted analysis of nautechsystems/nautilus_trader@18893faf8b (2026-09-08). Data as JSON: /api/errors/b4d4699bba135dad. Report an issue: GitHub.