What causes "Invalid `BarSpecification` for mark price channel, was {bar_spec}" in nautechsystems/nautilus_trader?

Verify the bar spec against bar_spec_as_okx_mark_price_channel's supported list (1m..1D, 2D/3D/5D/1W/1M/3M, LAST)

Invalid `BarSpecification` for mark price channel, was {bar_

Error message

Invalid `BarSpecification` for mark price channel, was {bar_spec}

What it means

bar_spec_as_okx_mark_price_channel maps a Nautilus BarSpecification to an OKX mark-price candle websocket channel. The mark-price candle table is smaller than the regular candle table (it stops at 3M and has no 6M/1Y entries), so unsupported specs — including 6M/12M that work for regular candles — bail with this message.

Source

Thrown at crates/adapters/okx/src/common/parse.rs:1437

        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,
        BAR_SPEC_15_MINUTE_LAST => OKXWsChannel::MarkPriceCandle15Minute,
        BAR_SPEC_30_MINUTE_LAST => OKXWsChannel::MarkPriceCandle30Minute,
        BAR_SPEC_1_HOUR_LAST => OKXWsChannel::MarkPriceCandle1Hour,
        BAR_SPEC_2_HOUR_LAST => OKXWsChannel::MarkPriceCandle2Hour,
        BAR_SPEC_4_HOUR_LAST => OKXWsChannel::MarkPriceCandle4Hour,
        BAR_SPEC_6_HOUR_LAST => OKXWsChannel::MarkPriceCandle6Hour,
        BAR_SPEC_12_HOUR_LAST => OKXWsChannel::MarkPriceCandle12Hour,
        BAR_SPEC_1_DAY_LAST => OKXWsChannel::MarkPriceCandle1Day,
        BAR_SPEC_2_DAY_LAST => OKXWsChannel::MarkPriceCandle2Day,
        BAR_SPEC_3_DAY_LAST => OKXWsChannel::MarkPriceCandle3Day,
        BAR_SPEC_5_DAY_LAST => OKXWsChannel::MarkPriceCandle5Day,
        BAR_SPEC_1_WEEK_LAST => OKXWsChannel::MarkPriceCandle1Week,
        BAR_SPEC_1_MONTH_LAST => OKXWsChannel::MarkPriceCandle1Month,
        BAR_SPEC_3_MONTH_LAST => OKXWsChannel::MarkPriceCandle3Month,
        _ => anyhow::bail!("Invalid `BarSpecification` for mark price channel, was {bar_spec}"),
    };
    Ok(channel)
}

/// Converts Nautilus bar specification to OKX timeframe string.
///
/// # Errors
///
/// Returns an error if the bar specification does not have a corresponding
/// OKX timeframe value.
pub fn bar_spec_as_okx_timeframe(bar_spec: BarSpecification) -> anyhow::Result<&'static str> {
    let timeframe = match bar_spec {
        BAR_SPEC_1_SECOND_LAST => "1s",
        BAR_SPEC_1_MINUTE_LAST => "1m",
        BAR_SPEC_3_MINUTE_LAST => "3m",
        BAR_SPEC_5_MINUTE_LAST => "5m",
        BAR_SPEC_15_MINUTE_LAST => "15m",
        BAR_SPEC_30_MINUTE_LAST => "30m",

View on GitHub (pinned to 18893faf8b)

Solutions

Verify the bar spec against bar_spec_as_okx_mark_price_channel's supported list (1m..1D, 2D/3D/5D/1W/1M/3M, LAST)
Use a supported mark-price interval such as BAR_SPEC_1_HOUR_LAST instead of 6M/12M
If only regular candles were intended, use the standard candle channel rather than the mark-price one

Defensive patterns

Strategy: validation

Validate before calling

let channel = bar_spec_as_okx_mark_price_channel(bar_type.spec())
    .or_else(|_| bar_spec_as_okx_channel(bar_type.spec()));
if channel.is_err() {
    eprintln!("spec {} unsupported for mark-price candles", bar_type.spec());
}

Try / catch

match bar_spec_as_okx_mark_price_channel(&spec) {
    Ok(ch) => subscribe(ch),
    Err(e) => log::warn!("falling back to regular candles: {e}"),
}

Prevention

Remember mark-price candles support fewer intervals (no 6M/12M) than regular candles
Keep separate config entries for regular vs mark-price bar specs
Use LAST price type for all candle subscriptions

When it happens

Trigger: Subscribing to OKX mark-price bars with a BarSpecification not in the table: 6M or 12M intervals (supported for regular candles but not mark-price), non-LAST price types, or non-time aggregations such as tick/volume bars.

Common situations: Reusing the same bar spec for both regular and mark-price candle subscriptions and assuming identical support; upgrading OKX interval support and trying newer intervals for mark-price candles; typo'd aggregation config.

Related errors

AI-assisted analysis of nautechsystems/nautilus_trader@18893faf8b (2026-09-08). Data as JSON: /api/errors/0a9e03c5213e935d. Report an issue: GitHub.