nautechsystems/nautilus_trader · error · anyhow::Error

{e}

Error message

{e}

What it means

subscribe_book_deltas sends a book subscription over the Kraken Futures WebSocket and re-wraps any subscription error from ws.subscribe_book verbatim via anyhow. The error originates in the WS client layer — send failure, not-yet-connected socket, invalid instrument, or rejection by the exchange.

Source

Thrown at crates/adapters/kraken/src/data/futures.rs:676

        let instrument_id = cmd.instrument_id;
        let depth = cmd.depth;

        if cmd.book_type != BookType::L2_MBP {
            log::warn!(
                "Book type {:?} not supported by Kraken, skipping subscription",
                cmd.book_type
            );
            return Ok(());
        }

        self.book_instruments.insert(instrument_id);

        let ws = self.ws.clone();
        self.spawn_ws(
            async move {
                ws.subscribe_book(instrument_id, depth.map(|d| d.get() as u32))
                    .await
                    .map_err(|e| anyhow::anyhow!("{e}"))
            },
            "subscribe book",
        );

        Ok(())
    }

    fn subscribe_quotes(&mut self, cmd: SubscribeQuotes) -> anyhow::Result<()> {
        let instrument_id = cmd.instrument_id;
        let ws = self.ws.clone();

        self.quote_instruments.insert(instrument_id);

        self.spawn_ws(
            async move {
                ws.subscribe_quotes(instrument_id)
                    .await
                    .map_err(|e| anyhow::anyhow!("{e}"))

View on GitHub (pinned to 18893faf8b)

Solutions

1. Ensure connect/await-ready completed before calling subscribe_book_deltas; retry after the connection is established.
2. Verify the instrument_id matches a valid Kraken Futures ticker symbol.
3. Retry the subscription with backoff; the adapter's spawn_ws context ('subscribe book') logs the failure point.
4. Check network/proxy stability if sends fail intermittently.

Example fix

// before
provider.subscribe_book_deltas(instrument_id, Some(depth))?; // panics/fails if ws not ready
// after
provider.connect().await?;
for attempt in 0..3 {
    match provider.subscribe_book_deltas(instrument_id, Some(depth)) {
        Ok(()) => break,
        Err(e) if attempt < 2 => { tokio::time::sleep(Duration::from_secs(1 << attempt)).await; }
        Err(e) => return Err(e),
    }
}

// Check readiness before subscribing (pseudo-API)
if !provider.ws_connected() {
    return Err(anyhow::anyhow!("cannot subscribe book: websocket not connected"));
}

match provider.subscribe_book_deltas(instrument_id, depth).await {
    Ok(()) => (),
    Err(e) => { tracing::warn!("book subscribe failed, retrying: {e}"); retry_with_backoff(|| provider.subscribe_book_deltas(instrument_id, depth), 3).await?; }
}

When it happens

Trigger: Calling subscribe_book_deltas when the WebSocket is not connected, the send fails (connection dropped mid-subscribe), or the instrument_id/depth are rejected by the Kraken Futures WS subscribe handler.

Common situations: Subscribing immediately after connect() before the socket is ready; network drop during reconnect; subscribing to an instrument symbol the futures feed does not recognize.

Understand the failure class

Background: "API request failed": what wrapped HTTP errors from external APIs mean and how to find the real cause — this error's family across 29 libraries.

Related errors

• subscription confirmation failed: {e}
• {e}
• failed to subscribe to user orders: {e}
• failed to subscribe to user trades: {e}
• failed to subscribe to user portfolio: {e}

AI-assisted analysis of nautechsystems/nautilus_trader@18893faf8b (2026-09-08). Data as JSON: /api/errors/9e7f71c3c2f4c530. Report an issue: GitHub.