nautechsystems/nautilus_trader · error

Inconsistent array lengths in chart data

Error message

Inconsistent array lengths in chart data

What it means

Deribit's public/get_chart_trades (chart data) response returns parallel arrays: ticks, open, high, low, close, volume, cost. parse_bars validates that all arrays have the same length (num_bars = ticks.len()) via anyhow::ensure!; if any array is shorter/longer the OHLCV bars cannot be assembled reliably and this error is raised.

Source

Thrown at crates/adapters/deribit/src/common/parse.rs:877

    chart_data: &DeribitTradingViewChartData,
    bar_type: BarType,
    price_precision: u8,
    size_precision: u8,
    use_cost_for_volume: bool,
    ts_init: UnixNanos,
) -> anyhow::Result<Vec<Bar>> {
    // Check status
    if chart_data.status != "ok" {
        anyhow::bail!(
            "Chart data status is '{}', expected 'ok'",
            chart_data.status
        );
    }

    let num_bars = chart_data.ticks.len();

    // Verify array lengths match
    anyhow::ensure!(
        chart_data.open.len() == num_bars
            && chart_data.high.len() == num_bars
            && chart_data.low.len() == num_bars
            && chart_data.close.len() == num_bars
            && chart_data.volume.len() == num_bars
            && chart_data.cost.len() == num_bars,
        "Inconsistent array lengths in chart data"
    );

    if num_bars == 0 {
        return Ok(Vec::new());
    }

    let mut bars = Vec::with_capacity(num_bars);

    for i in 0..num_bars {
        let open = Price::new_checked(chart_data.open[i], price_precision)
            .with_context(|| format!("Invalid open price at index {i}"))?;

View on GitHub (pinned to 18893faf8b)

Solutions

  1. Upgrade the nautilus deribit adapter / check Deribit API changelog for chart data response format changes.
  2. Retry the request — a truncated WebSocket/HTTP payload can yield short arrays.
  3. Reduce the requested time range or use a coarser resolution so responses are smaller and complete.
  4. Validate the fixture: if this happens only in tests, make mock chart data use equal-length arrays.

Example fix

// before (fixture)
let chart = ChartData { ticks: vec![t1, t2], open: vec![o1], .. };

// after
let chart = ChartData { ticks: vec![t1, t2], open: vec![o1, o2], high: vec![h1, h2], low: vec![l1, l2], close: vec![c1, c2], volume: vec![v1, v2], cost: vec![k1, k2] };
Defensive patterns

Strategy: validation

Validate before calling

// Rust
let lens = [chart.open.len(), chart.high.len(), chart.low.len(), chart.close.len(), chart.volume.len(), chart.cost.len()];
anyhow::ensure!(lens.iter().all(|&l| l == chart.ticks.len()), "chart arrays misaligned");

Try / catch

match parse_bars(chart_data, bar_type) {
    Ok(bars) => bars,
    Err(e) if e.to_string().contains("Inconsistent array lengths") => {
        log::warn!("retrying bar fetch after malformed chart response");
        request_bars(...).await // retry once
    }
    Err(e) => return Err(e),
}

Prevention

When it happens

Trigger: Calling request_bars where the Deribit chart-data response contains arrays of differing lengths — most often when the API chose the 'cost' vs 'volume' path inconsistently, a partial/truncated response, or an API schema change adds/removes an element from one series.

Common situations: Deribit API version drift changing array contents; network truncation of large chart responses; requesting a bar resolution/interval combination the endpoint returns partially for; fixtures that stub only some arrays.

Understand the failure class

Background: Schema validation failed / invalid input schema: payload rejected because its shape doesn't match the expected schema — this error's family across 28 libraries.

Related errors

AI-assisted analysis of nautechsystems/nautilus_trader@18893faf8b (2026-09-08). Data as JSON: /api/errors/75cc34ebcacffab8. Report an issue: GitHub.