nautechsystems/nautilus_trader · error

Failed to parse filled quantity for ord_id={}, acc_fill_sz='

Error message

Failed to parse filled quantity for ord_id={}, acc_fill_sz='{}': {e}

What it means

parse_order_status_report parses the accumulated filled size acc_fill_sz (always base currency on OKX) via parse_quantity with the instrument's size precision. This error means acc_fill_sz was not a valid decimal number representable at that precision, so the order status report cannot be built.

Source

Thrown at crates/adapters/okx/src/common/parse.rs:795

            log::warn!(
                "Cannot convert quote quantity to base without price, using raw sz: \
                 ord_id={}, sz={}, px='{}', avg_px='{}'",
                order.ord_id.as_str(),
                order.sz,
                order.px,
                order.avg_px
            );
            Quantity::from_str(&order.sz).map_err(|e| {
                anyhow::anyhow!(
                    "Failed to parse fallback quantity for ord_id={}, sz='{}': {e}",
                    order.ord_id.as_str(),
                    order.sz
                )
            })?
        };

        let filled_qty_dec = parse_quantity(&order.acc_fill_sz, size_precision).map_err(|e| {
            anyhow::anyhow!(
                "Failed to parse filled quantity for ord_id={}, acc_fill_sz='{}': {e}",
                order.ord_id.as_str(),
                order.acc_fill_sz
            )
        })?;

        (quantity_base, filled_qty_dec)
    } else {
        // Base-quantity order: both sz and acc_fill_sz are in base currency
        let quantity_dec = parse_quantity(&order.sz, size_precision).map_err(|e| {
            anyhow::anyhow!(
                "Failed to parse base quantity for ord_id={}, sz='{}': {e}",
                order.ord_id.as_str(),
                order.sz
            )
        })?;
        let filled_qty_dec = parse_quantity(&order.acc_fill_sz, size_precision).map_err(|e| {
            anyhow::anyhow!(

View on GitHub (pinned to 18893faf8b)

Solutions

  1. Log the raw acc_fill_sz for the failing ord_id
  2. Treat empty acc_fill_sz as zero before parsing (normalize upstream)
  3. Check the instrument's size_precision matches OKX lotSz for the instrument
  4. Upgrade the adapter in case a newer version normalizes this field

Example fix

// before
let filled = parse_quantity(&order.acc_fill_sz, size_precision)?;
// after
let acc = if order.acc_fill_sz.trim().is_empty() { "0" } else { order.acc_fill_sz.as_str() };
let filled = parse_quantity(acc, size_precision)?;
Defensive patterns

Strategy: validation

Validate before calling

let acc = order.acc_fill_sz.trim();
if acc.is_empty() || rust_decimal::Decimal::from_str(acc).is_err() { /* normalize to "0" or skip */ }

Type guard

fn parseable_at_precision(s: &str, precision: u8) -> bool {
    match rust_decimal::Decimal::from_str(s.trim()) {
        Ok(d) => d.fract_digits() as u8 <= precision,
        Err(_) => false,
    }
}

Try / catch

match parse_order_status_report(&order, &instrument, ts_init) {
    Ok(r) => handle(r),
    Err(e) if e.to_string().contains("filled quantity") => log::warn!("bad acc_fill_sz for {}: {e}", order.ord_id),
    Err(e) => return Err(e),
}

Prevention

When it happens

Trigger: OKX returns an acc_fill_sz that is empty, non-numeric, or has precision beyond size_precision for any order being parsed into an OrderStatusReport.

Common situations: Cancelled orders where OKX returns empty acc_fill_sz; adapter/instrument definition precision mismatch vs lotSz; OKX API changes to field formatting; corrupted recorded payloads.

Understand the failure class

Background: "Invalid ... format", "must be in format X", "does not look like a ..." — invalid argument format errors across CLI tools and libraries — this error's family across 17 libraries.

Related errors

AI-assisted analysis of nautechsystems/nautilus_trader@18893faf8b (2026-09-08). Data as JSON: /api/errors/bf3e32b66f028706. Report an issue: GitHub.