nautechsystems/nautilus_trader · error

Invalid `BarSpecification` for timeframe, was {bar_spec}

Error message

Invalid `BarSpecification` for timeframe, was {bar_spec}

What it means

bar_spec_as_okx_timeframe converts a Nautilus BarSpecification into the OKX REST timeframe string (e.g. "1m", "1D"). Any spec outside the fixed supported list — non-LAST price types or non-time aggregations — cannot be represented in OKX's timeframe vocabulary and is rejected with this message.

Source

Thrown at crates/adapters/okx/src/common/parse.rs:1470

        BAR_SPEC_3_MINUTE_LAST => "3m",
        BAR_SPEC_5_MINUTE_LAST => "5m",
        BAR_SPEC_15_MINUTE_LAST => "15m",
        BAR_SPEC_30_MINUTE_LAST => "30m",
        BAR_SPEC_1_HOUR_LAST => "1H",
        BAR_SPEC_2_HOUR_LAST => "2H",
        BAR_SPEC_4_HOUR_LAST => "4H",
        BAR_SPEC_6_HOUR_LAST => "6H",
        BAR_SPEC_12_HOUR_LAST => "12H",
        BAR_SPEC_1_DAY_LAST => "1D",
        BAR_SPEC_2_DAY_LAST => "2D",
        BAR_SPEC_3_DAY_LAST => "3D",
        BAR_SPEC_5_DAY_LAST => "5D",
        BAR_SPEC_1_WEEK_LAST => "1W",
        BAR_SPEC_1_MONTH_LAST => "1M",
        BAR_SPEC_3_MONTH_LAST => "3M",
        BAR_SPEC_6_MONTH_LAST => "6M",
        BAR_SPEC_12_MONTH_LAST => "1Y",
        _ => anyhow::bail!("Invalid `BarSpecification` for timeframe, was {bar_spec}"),
    };
    Ok(timeframe)
}

/// Converts OKX timeframe string to Nautilus bar specification.
///
/// # Errors
///
/// Returns an error if the timeframe string is not recognized.
pub fn okx_timeframe_as_bar_spec(timeframe: &str) -> anyhow::Result<BarSpecification> {
    let bar_spec = match timeframe {
        "1s" => BAR_SPEC_1_SECOND_LAST,
        "1m" => BAR_SPEC_1_MINUTE_LAST,
        "3m" => BAR_SPEC_3_MINUTE_LAST,
        "5m" => BAR_SPEC_5_MINUTE_LAST,
        "15m" => BAR_SPEC_15_MINUTE_LAST,
        "30m" => BAR_SPEC_30_MINUTE_LAST,
        "1H" => BAR_SPEC_1_HOUR_LAST,

View on GitHub (pinned to 18893faf8b)

Solutions

1. Use one of the supported LAST-price time bars when constructing the BarType for OKX requests
2. Ensure PriceType::Last is set — bid/ask/mid specs are not supported by OKX candle endpoints
3. If alternative aggregations are needed, fetch a supported base interval and aggregate locally in Nautilus

Example fix

// before
let spec = BarSpecification::new(1, BarAggregation::Minute, PriceType::Bid);
let tf = bar_spec_as_okx_timeframe(&spec)?; // bails
// after
let spec = BAR_SPEC_1_MINUTE_LAST;
let tf = bar_spec_as_okx_timeframe(&spec)?; // "1m"

if bar_type.spec().aggregation != BarAggregation::Minute
    || bar_type.spec().price_type != PriceType::Last {
    return Err("OKX requires LAST-price time bars".into());
}

match bar_spec_as_okx_timeframe(&spec) {
    Ok(tf) => request_bars(tf),
    Err(e) => log::error!("unsupported bar spec for OKX REST: {e}"),
}

When it happens

Trigger: Building an OKX REST bars request (via okx_bar_type_from_timeframe paths or history requests) with a BarSpecification such as a tick/volume/dollar bar, a bid/ask/mid price bar, or an interval OKX does not offer.

Common situations: Requesting historical bars with a spec imported from another venue's configuration; using PriceType::Bid/Ask bars believing OKX provides them (OKX candles are last-trade only); programmatic spec generation producing unsupported aggregations.

Related errors

• Invalid `BarSpecification` for channel, was {bar_spec}
• Invalid `BarSpecification` for mark price channel, was {bar_
• Invalid timeframe for `BarSpecification`, was {timeframe}
• Unsupported bar specification for AX: {step}-{:?}
• Unknown position currency '{pos_ccy}' for instrument {instru

AI-assisted analysis of nautechsystems/nautilus_trader@18893faf8b (2026-09-08). Data as JSON: /api/errors/c8e50265bf9af5e4. Report an issue: GitHub.