nautechsystems/nautilus_trader · error

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

Error message

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

What it means

parse_spread_instrument failed to parse the min_sz field of an OKX spread instrument definition into a Quantity; the venue returned a min-size string that is not a valid decimal number, so the instrument's minimum quantity cannot be represented and parsing is rejected.

Source

Thrown at crates/adapters/okx/src/common/parse.rs:1691

    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));

    if spread_has_option_leg(definition) {
        let instrument = CryptoOptionSpread::builder()
            .instrument_id(instrument_id)
            .raw_symbol(raw_symbol)
            .underlying(underlying)
            .quote_currency(quote_currency)
            .settlement_currency(settlement_currency)
            .is_inverse(is_inverse)
            .strategy_type(Ustr::from(spread_type_literal(definition.sprd_type)))

View on GitHub (pinned to 18893faf8b)

Solutions

1. Check min_sz in the payload for placeholder or locale-formatted values and sanitize them
2. Re-fetch the definition from OKX to get the canonical min_sz string
3. Trim whitespace before parsing; treat placeholder strings as empty to get None
4. Add a normalization step before Quantity::from_str

Example fix

// before
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)
})?)
// after
let min_sz = definition.min_sz.trim();
let min_quantity = if min_sz.is_empty() {
    None
} else {
    Some(Quantity::from_str(min_sz).map_err(|e| {
        anyhow::anyhow!("Failed to parse `min_sz` '{}' for {}: {e}", min_sz, definition.sprd_id)
    })?)
};

fn min_sz_valid(def: &OKXSpreadInstrument) -> bool {
    def.min_sz.is_empty() || def.min_sz.trim().parse::<rust_decimal::Decimal>().is_ok()
}

match parse_spread_instrument(&definition, ts_init) {
    Ok(inst) => Some(inst),
    Err(e) => { tracing::warn!("min_sz rejected for {}: {e:#}", definition.sprd_id); None }
}

When it happens

Trigger: Calling parse_spread_instrument with a definition whose min_sz is populated but not a valid decimal (e.g. 'N/A', locale-formatted numbers, whitespace).

Common situations: Downstream systems exporting CSV/JSON with placeholder values like '-' or 'N/A'; encoding/locale issues; corrupted cached 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 `lot_sz` '{}' for {}: {e}

AI-assisted analysis of nautechsystems/nautilus_trader@18893faf8b (2026-09-08). Data as JSON: /api/errors/07bcdf5d5ecb45f6. Report an issue: GitHub.