nautechsystems/nautilus_trader · error

Invalid `BarSpecification` for channel, was {bar_spec}

Error message

Invalid `BarSpecification` for channel, was {bar_spec}

What it means

bar_spec_as_okx_channel converts a Nautilus BarSpecification into the corresponding OKX websocket candle channel. OKX only supports a fixed set of candle intervals, so any bar specification outside the hardcoded BAR_SPEC_* table (step/aggregation/price-count bars, non-LAST bars, or unusual intervals like 2-day mark candles) is rejected with this message.

Source

Thrown at crates/adapters/okx/src/common/parse.rs:1404

        BAR_SPEC_3_MINUTE_LAST => OKXWsChannel::Candle3Minute,
        BAR_SPEC_5_MINUTE_LAST => OKXWsChannel::Candle5Minute,
        BAR_SPEC_15_MINUTE_LAST => OKXWsChannel::Candle15Minute,
        BAR_SPEC_30_MINUTE_LAST => OKXWsChannel::Candle30Minute,
        BAR_SPEC_1_HOUR_LAST => OKXWsChannel::Candle1Hour,
        BAR_SPEC_2_HOUR_LAST => OKXWsChannel::Candle2Hour,
        BAR_SPEC_4_HOUR_LAST => OKXWsChannel::Candle4Hour,
        BAR_SPEC_6_HOUR_LAST => OKXWsChannel::Candle6Hour,
        BAR_SPEC_12_HOUR_LAST => OKXWsChannel::Candle12Hour,
        BAR_SPEC_1_DAY_LAST => OKXWsChannel::Candle1Day,
        BAR_SPEC_2_DAY_LAST => OKXWsChannel::Candle2Day,
        BAR_SPEC_3_DAY_LAST => OKXWsChannel::Candle3Day,
        BAR_SPEC_5_DAY_LAST => OKXWsChannel::Candle5Day,
        BAR_SPEC_1_WEEK_LAST => OKXWsChannel::Candle1Week,
        BAR_SPEC_1_MONTH_LAST => OKXWsChannel::Candle1Month,
        BAR_SPEC_3_MONTH_LAST => OKXWsChannel::Candle3Month,
        BAR_SPEC_6_MONTH_LAST => OKXWsChannel::Candle6Month,
        BAR_SPEC_12_MONTH_LAST => OKXWsChannel::Candle1Year,
        _ => anyhow::bail!("Invalid `BarSpecification` for channel, was {bar_spec}"),
    };
    Ok(channel)
}

/// Converts Nautilus bar specification to OKX mark price channel.
///
/// # Errors
///
/// Returns an error if the bar specification does not map to a mark price
/// channel.
pub fn bar_spec_as_okx_mark_price_channel(
    bar_spec: BarSpecification,
) -> anyhow::Result<OKXWsChannel> {
    let channel = match bar_spec {
        BAR_SPEC_1_SECOND_LAST => OKXWsChannel::MarkPriceCandle1Second,
        BAR_SPEC_1_MINUTE_LAST => OKXWsChannel::MarkPriceCandle1Minute,
        BAR_SPEC_3_MINUTE_LAST => OKXWsChannel::MarkPriceCandle3Minute,
        BAR_SPEC_5_MINUTE_LAST => OKXWsChannel::MarkPriceCandle5Minute,

View on GitHub (pinned to 18893faf8b)

Solutions

1. Check the BarType's specification against the supported OKX candle list (1m..1D plus 2D/3D/5D/1W/1M/3M/6M/1Y, LAST price)
2. Change the requested bar spec to a supported interval, e.g. BAR_SPEC_1_MINUTE_LAST instead of a custom aggregation
3. If mark-price candles were intended, verify the spec is in bar_spec_as_okx_mark_price_channel's table (note it lacks 6M/12M and mark-specific variants)
4. Rebuild the bar aggregation locally from a supported OKX interval if custom aggregations are required

Example fix

// before
let bar_type = BarType::from_spec(instrument_id, BarSpecification::new(2, BarAggregation::Day, PriceType::Last));
data.subscribe_bars(bar_type); // bails: no Candle2Day price channel
// after
let bar_type = BarType::from_spec(instrument_id, BAR_SPEC_1_DAY_LAST);
data.subscribe_bars(bar_type);

// only subscribe with supported OKX bar specs
const SUPPORTED: &[BarSpecification] = &[
    BAR_SPEC_1_MINUTE_LAST, BAR_SPEC_1_HOUR_LAST, BAR_SPEC_1_DAY_LAST, BAR_SPEC_1_WEEK_LAST,
];
assert!(SUPPORTED.contains(&bar_type.spec()));

match bar_spec_as_okx_channel(bar_type.spec()) {
    Ok(channel) => subscribe(channel),
    Err(e) => log::error!("bar spec not supported by OKX: {e}"),
}

When it happens

Trigger: Calling subscribe_bars or unsubscribe_bars with a BarType whose BarSpecification is not one of the supported LAST-price intervals (e.g. BarAggregation::Tick/Volume/Dollar bars, SECOND-second intervals, or an unsupported interval like 2D/4H that has no OKX candle channel).

Common situations: Configuring a strategy with generic Nautilus bar specs and assuming all map to OKX; copying a bar spec used on another adapter (Binance supports some intervals OKX does not); using mark-price candle specs (2D, 3M+) with the regular price channel which lacks those variants.

Related errors

• Invalid `BarSpecification` for mark price channel, was {bar_
• Invalid `BarSpecification` for timeframe, was {bar_spec}
• Invalid timeframe for `BarSpecification`, was {timeframe}
• Unsupported bar specification for AX: {step}-{:?}
• std::mem::take(&mut self.shutdown_errors).join("; ")

AI-assisted analysis of nautechsystems/nautilus_trader@18893faf8b (2026-09-08). Data as JSON: /api/errors/eae8e155b6650455. Report an issue: GitHub.