nautechsystems/nautilus_trader · error · anyhow::Error

Failed to fetch fills: {e}

Error message

Failed to fetch fills: {e}

What it means

This error wraps any failure from `fetch_all_fills` — the paginated Coinbase fill (execution) history endpoint — while building fill reports. It means the HTTP/API call for trade history failed (network, auth, invalid query params, rate limiting). It is thrown because execution reports cannot be generated without the fills list.

Source

Thrown at crates/adapters/coinbase/src/http/client.rs:1265

        instrument_id: Option<InstrumentId>,
        venue_order_id: Option<VenueOrderId>,
        start: Option<Timestamp>,
        end: Option<Timestamp>,
        limit: Option<u32>,
    ) -> anyhow::Result<Vec<FillReport>> {
        let query = FillListQuery {
            product_id: instrument_id.map(|id| id.symbol.as_str().to_string()),
            venue_order_id: venue_order_id.map(|id| id.as_str().to_string()),
            start,
            end,
            limit,
        };

        let fills = self
            .inner
            .fetch_all_fills(&query)
            .await
            .map_err(|e| anyhow::anyhow!("Failed to fetch fills: {e}"))?;

        let ts_init = self.ts_now();
        let mut reports = Vec::with_capacity(fills.len());

        for fill in &fills {
            let instrument = match self.get_or_fetch_instrument(fill.product_id).await {
                Ok(inst) => inst,
                Err(e) => {
                    log::debug!("Skipping fill {}: {e}", fill.trade_id);
                    continue;
                }
            };

            match parse_fill_report(fill, &instrument, account_id, ts_init) {
                Ok(report) => reports.push(report),
                Err(e) => log::warn!("Failed to parse fill {}: {e}", fill.trade_id),
            }
        }

View on GitHub (pinned to 18893faf8b)

Solutions

1. Inspect the inner error chain for the root cause (HTTP status, Coinbase message).
2. Validate the product_id filter format (BTC-USDT style) and the start/end window.
3. Verify API key permissions include fill/trade history access.
4. Retry transient errors (timeouts, 5xx, 429) with backoff and resume pagination from the last cursor.
5. Narrow the queried time window or paginate in smaller chunks.

Example fix

// before: one-shot deep history pull
let reports = client.request_fill_status_reports(account_id, None, None, None).await?;
// after: chunked windows to avoid rate limits
for (start, end) in chunk_days(requested_start, requested_end, 7) {
    let reports = client.request_fill_status_reports(account_id, None, Some(start), Some(end)).await?;
    process(reports);
}

if let (Some(s), Some(e)) = (start, end) {
    assert!(e > s, "fill query end must be after start");
}

match client.request_fill_status_reports(account_id, instrument_id, start, end).await {
    Ok(reports) => reports,
    Err(e) if is_retryable(&e) => retry_with_backoff(3, Duration::from_secs(1), || {
        client.request_fill_status_reports(account_id, instrument_id, start, end)
    }).await?,
    Err(e) => { tracing::error!("fetch fills failed: {e}"); return Err(e); }
}

When it happens

Trigger: Calling the fills-report method at client.rs:1265 with a fills query whose paginated `fetch_all_fills` call fails: invalid product_id filter, out-of-range start/end window, 401 auth, 429 rate limit, network interruption mid-pagination.

Common situations: Backfilling execution history for reconciliation with an invalid time window; querying fills with a misformatted product id; credential rotation invalidating keys mid-run; rate limits when paginating deep fill history.

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

• Failed to fetch products: {e}
• Failed to fetch order: {e}
• Failed to fetch CFM balance summary: {e}
• Failed to fetch CFM positions: {e}
• Failed to fetch CFM position '{product_id}': {e}

AI-assisted analysis of nautechsystems/nautilus_trader@18893faf8b (2026-09-08). Data as JSON: /api/errors/fff9e2af82cf9b14. Report an issue: GitHub.