What causes "GTD STOP_LIMIT requires expire_time" in nautechsystems/nautilus_trader?

Set expire_time (UTC datetime) on the order when using GTD, e.g. factory time_in_force=GTD with expire_time parameter.

nautechsystems/nautilus_trader · error · anyhow::Error

GTD STOP_LIMIT requires expire_time

Error message

GTD STOP_LIMIT requires expire_time

What it means

For a Good-Til-Date (GTD) STOP_LIMIT order, Coinbase's StopLimitGtd configuration requires an expiration timestamp. When time_in_force is GTD, the adapter reads the order's expire_time; if it is absent it cannot build the GTD order and raises this error. Other TIFs (e.g. GTC) do not need it.

Source

Thrown at crates/adapters/coinbase/src/http/client.rs:1703

            let stop_price = trigger
                .ok_or_else(|| anyhow::anyhow!("STOP_LIMIT order requires trigger_price"))?;
            let direction = match side {
                OrderSide::Buy => CoinbaseStopDirection::StopUp,
                OrderSide::Sell => CoinbaseStopDirection::StopDown,
            };

            match time_in_force {
                TimeInForce::Gtc => Ok(OrderConfiguration::StopLimitGtc(StopLimitGtc {
                    stop_limit_stop_limit_gtc: StopLimitGtcParams {
                        base_size: qty,
                        limit_price,
                        stop_price,
                        stop_direction: direction,
                    },
                })),
                TimeInForce::Gtd => {
                    let expire = expire_time
                        .ok_or_else(|| anyhow::anyhow!("GTD STOP_LIMIT requires expire_time"))?;
                    Ok(OrderConfiguration::StopLimitGtd(StopLimitGtd {
                        stop_limit_stop_limit_gtd: StopLimitGtdParams {
                            base_size: qty,
                            limit_price,
                            stop_price,
                            stop_direction: direction,
                            end_time: format_rfc3339_from_nanos(expire)?,
                        },
                    }))
                }
                _ => anyhow::bail!("Unsupported TIF {time_in_force} for STOP_LIMIT on Coinbase"),
            }
        }
        other => anyhow::bail!("Unsupported order type for Coinbase: {other}"),
    }
}

#[cfg(test)]

View on GitHub (pinned to 18893faf8b)

Solutions

Set expire_time (UTC datetime) on the order when using GTD, e.g. factory time_in_force=GTD with expire_time parameter.
Use TimeInForce::Gtc instead if the order should not expire.
Ensure the expire_time is in the future and formatted per the adapter's expectations (nanosecond timestamp).

Example fix

// before
let order = factory.stop_limit(..., time_in_force=TimeInForce.Gtd, expire_time=None);
// after
let order = factory.stop_limit(
    ...,
    time_in_force=TimeInForce.Gtd,
    expire_time=UnixNanos::from(u64::try_from(expiry_ts_nanos)?), // required for GTD
);

Defensive patterns

Strategy: validation

Validate before calling

fn ensure_gtd_expiry(order: &OrderRequest) -> Result<(), String> {
    if order.time_in_force == TimeInForce::Gtd && order.expire_time.is_none() {
        return Err(format!("{}: GTD requires expire_time", order.client_order_id));
    }
    Ok(())
}
ensure_gtd_expiry(&req)?;

Type guard

fn has_expiry(o: &OrderRequest) -> bool { o.time_in_force != TimeInForce::Gtd || o.expire_time.is_some() }

Prevention

Compute expire_time from strategy logic at order creation time, never later.
Default to GTC when no expiry is needed.
Keep a TIF-to-required-fields map in your order-construction layer.

When it happens

Trigger: Submitting OrderType::StopLimit with TimeInForce::Gtd while the order's expire_time/ts_init-derived expiry is None; constructing a GTD stop-limit order without an expiry argument; leaving expire_time unset when copying a GTC order and switching TIF to GTD.

Common situations: Changing an order's TIF from GTC to GTD without adding an expiry; time-based strategy logic computing expiry after order creation but before it is attached; factory calls that default expire_time to None.

Understand the failure class

Background: "missing required argument" and "the following required arguments were not provided": what required-argument errors mean and how to fix them — this error's family across 20 libraries.

Related errors

AI-assisted analysis of nautechsystems/nautilus_trader@18893faf8b (2026-09-08). Data as JSON: /api/errors/7bedc41b474ca22c. Report an issue: GitHub.