nautechsystems/nautilus_trader · error

Failed to parse `lot_sz` '{}' for {}: {e}

Error message

Failed to parse `lot_sz` '{}' for {}: {e}

What it means

Venue-data parse failure in parse_spread_instrument: OKX's lot_sz (lot size / size increment) string for the spread instrument cannot be parsed into a Quantity; the message includes the raw string and instrument id.

Source

Thrown at crates/adapters/okx/src/common/parse.rs:1681

        .map(parse_millisecond_timestamp)
        .ok_or_else(|| anyhow::anyhow!("`list_time` is required for {}", definition.sprd_id))?;
    let expiration_ns = definition
        .exp_time
        .map(parse_millisecond_timestamp)
        .unwrap_or_default();
    let ts_event = definition
        .u_time
        .map_or(ts_init, parse_millisecond_timestamp);

    let price_increment = Price::from_str(&definition.tick_sz).map_err(|e| {
        anyhow::anyhow!(
            "Failed to parse `tick_sz` '{}' for {}: {e}",
            definition.tick_sz,
            definition.sprd_id
        )
    })?;
    let size_increment = Quantity::from_str(&definition.lot_sz).map_err(|e| {
        anyhow::anyhow!(
            "Failed to parse `lot_sz` '{}' for {}: {e}",
            definition.lot_sz,
            definition.sprd_id
        )
    })?;
    let min_quantity = if definition.min_sz.is_empty() {
        None
    } else {
        Some(Quantity::from_str(&definition.min_sz).map_err(|e| {
            anyhow::anyhow!(
                "Failed to parse `min_sz` '{}' for {}: {e}",
                definition.min_sz,
                definition.sprd_id
            )
        })?)
    };

    let info = Some(build_spread_info(definition));

View on GitHub (pinned to 18893faf8b)

Solutions

1. Verify lot_sz in the failing payload is a valid non-empty decimal string
2. Re-fetch spread instrument definitions from the live OKX endpoint
3. Fix field-name/casing mismatches (lotSz -> lot_sz with serde rename)
4. Default empty lot_sz to a known-safe increment if the instrument is still tradeable

fn lot_sz_valid(def: &OKXSpreadInstrument) -> bool {
    !def.lot_sz.is_empty() && def.lot_sz.parse::<rust_decimal::Decimal>().is_ok()
}

let size_increment = match parse_spread_instrument(&definition, ts_init) {
    Ok(inst) => inst,
    Err(e) => { tracing::error!("lot_sz parse failed for {}: {e:#}", definition.sprd_id); return; }
};

When it happens

Trigger: Calling parse_spread_instrument when definition.lot_sz is empty or not a valid decimal string (e.g. '0.001 BTC' or missing after a schema change).

Common situations: Bad fixtures or cached definitions; serde deserialization leaving lot_sz empty when OKX omits the field; copy/paste mistakes in stored instrument metadata.

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.

• Parsing and encoding errors: unexpected token, malformed input — why parsers reject input and how to find the real culprit.

Related errors

• Failed to parse fallback quantity for ord_id={}, sz='{}': {e
• Failed to convert quote-to-base quantity for ord_id={}, sz={
• Failed to parse filled quantity for ord_id={}, acc_fill_sz='
• Failed to parse base quantity for ord_id={}, sz='{}': {e}
• Failed to parse `min_sz` '{}' for {}: {e}

AI-assisted analysis of nautechsystems/nautilus_trader@18893faf8b (2026-09-08). Data as JSON: /api/errors/178cfd916a89d1c7. Report an issue: GitHub.