nautechsystems/nautilus_trader · error

`durations_seconds` request parameter must contain values of

Error message

`durations_seconds` request parameter must contain values of at least one nanosecond, was {value}

What it means

After converting seconds to nanoseconds, parse_time_range_duration requires the result to be at least 1 ns; smaller values (e.g. 0 or 1e-10 seconds) cannot be represented as a positive DurationNanos and are rejected. null entries remain allowed.

Source

Thrown at crates/data/src/engine/time_range.rs:767

fn parse_time_range_duration(value: &Value) -> anyhow::Result<Option<DurationNanos>> {
    if value.is_null() {
        return Ok(None);
    }

    let seconds = value.as_f64().with_context(|| {
        format!("`durations_seconds` request parameter must contain numbers or null, was {value}")
    })?;

    if !seconds.is_finite() || seconds < 0.0 {
        anyhow::bail!(
            "`durations_seconds` request parameter must contain non-negative finite values, was {value}"
        );
    }

    let nanos = seconds * NANOSECONDS_IN_SECOND as f64;
    if nanos < 1.0 {
        anyhow::bail!(
            "`durations_seconds` request parameter must contain values of at least one nanosecond, was {value}"
        );
    }

    if nanos > u64::MAX as f64 {
        anyhow::bail!("`durations_seconds` value is too large, was {value}");
    }

    Ok(Some(DurationNanos::new(nanos as u64)))
}

#[cfg(test)]
mod tests {
    use nautilus_common::messages::data::{RequestCommand, RequestInstrument};
    use nautilus_core::{Params, UUID4, UnixNanos};
    use nautilus_model::identifiers::{ClientId, InstrumentId};
    use rstest::rstest;
    use serde_json::json;

View on GitHub (pinned to 18893faf8b)

Solutions

  1. Use durations >= 1 nanosecond (1e-9 seconds)
  2. Replace zero-duration entries with null to indicate 'no duration'
  3. Round sub-nanosecond durations up to at least 1ns if a duration is truly required

Example fix

// before
json!(["durations_seconds" => [0.0000000001]])
// after
json!(["durations_seconds" => [0.000000001]]) // 1 ns, or null for 'none'
Defensive patterns

Strategy: validation

Validate before calling

fn at_least_one_ns(v: &serde_json::Value) -> bool {
    matches!(v.as_f64(), Some(s) if s * 1e9 >= 1.0)
}

Type guard

let ok = values.iter().all(|v| v.is_null() || at_least_one_ns(v));

Prevention

When it happens

Trigger: Passing durations_seconds entries of 0 or sub-nanosecond values like 0.0000000001 (1e-10 s), so nanos < 1.0.

Common situations: Using 0 as a 'no duration' sentinel instead of null; fractional-second values below the nanosecond resolution of the engine; floating-point underflow from tiny computed durations.

Understand the failure class

Background: "value must be between 0 and 1" / "out of range" / "must not be negative" errors: fixing range-validation failures across open-source libraries — this error's family across 42 libraries.

Related errors


AI-assisted analysis of nautechsystems/nautilus_trader@18893faf8b (2026-09-08). Data as JSON: /api/errors/567ca7de82b69c64. Report an issue: GitHub.