nautechsystems/nautilus_trader · error · PyRuntimeError

Invalid book_snapshot_output: '{book_snapshot_output}'. Expe

Error message

Invalid book_snapshot_output: '{book_snapshot_output}'. Expected 'depth10' or 'deltas'

What it means

The Python wrapper for the Tardis machine client validates the book_snapshot_output constructor argument. Only the strings 'depth10' and 'deltas' are accepted; anything else is rejected at construction time with a Python RuntimeError wrapping this anyhow error.

Source

Thrown at crates/adapters/tardis/src/python/machine.rs:106

    /// Provides a client for connecting to a [Tardis Machine Server](https://docs.tardis.dev/api/tardis-machine).
    #[new]
    #[pyo3(signature = (
        base_url = None,
        normalize_symbols = true,
        book_snapshot_output = "deltas",
        extract_bbo_as_quotes = false,
    ))]
    fn py_new(
        base_url: Option<&str>,
        normalize_symbols: bool,
        book_snapshot_output: &str,
        extract_bbo_as_quotes: bool,
    ) -> PyResult<Self> {
        let output = match book_snapshot_output {
            "depth10" => BookSnapshotOutput::Depth10,
            "deltas" => BookSnapshotOutput::Deltas,
            _ => {
                return Err(to_pyruntime_err(anyhow::anyhow!(
                    "Invalid book_snapshot_output: '{book_snapshot_output}'. Expected 'depth10' or 'deltas'"
                )));
            }
        };
        let mut client =
            Self::new(base_url, normalize_symbols, output).map_err(to_pyruntime_err)?;
        client.extract_bbo_as_quotes = extract_bbo_as_quotes;
        Ok(client)
    }

    /// Returns `true` if `close()` has been called.
    ///
    /// This checks that both replay and stream signals have been set,
    /// which only occurs when `close()` is explicitly called.
    #[pyo3(name = "is_closed")]
    #[must_use]
    pub fn py_is_closed(&self) -> bool {
        self.is_closed()

View on GitHub (pinned to 18893faf8b)

Solutions

Pass exactly 'depth10' or 'deltas' (lowercase) as book_snapshot_output.
Check the value your config file or environment supplies for book_snapshot_output and fix the typo/casing.
If you need a different output mode, extend the match in crates/adapters/tardis/src/python/machine.rs py_new to a new BookSnapshotOutput variant.

Example fix

// before
machine = TardisMachine(base_url, normalize_symbols, "depth", extract_bbo_as_quotes)
// after
machine = TardisMachine(base_url, normalize_symbols, "depth10", extract_bbo_as_quotes)

Defensive patterns

Strategy: validation

Validate before calling

VALID_OUTPUTS = {"depth10", "deltas"}
if book_snapshot_output not in VALID_OUTPUTS:
    raise ValueError(f"book_snapshot_output must be one of {VALID_OUTPUTS}, got {book_snapshot_output!r}")

Type guard

def is_valid_book_output(v: str) -> bool:
    return v in ("depth10", "deltas")

Try / catch

try:
    machine = TardisMachine(base_url, normalize_symbols, book_snapshot_output, extract_bbo)
except RuntimeError as e:
    if "Invalid book_snapshot_output" in str(e):
        book_snapshot_output = "deltas"
        machine = TardisMachine(base_url, normalize_symbols, book_snapshot_output, extract_bbo)

Prevention

Define the allowed values as a constant/enum in your node config and validate config at load time.
Never pass user-supplied strings straight into the constructor without normalization (lowercase, strip).
Keep constructor args in a small factory function that centralizes validation.

When it happens

Trigger: Instantiating the TardisMachine pyclass with book_snapshot_output set to any string other than 'depth10' or 'deltas' (typos like 'depth', 'Depth10', 'raw', or empty string).

Common situations: Typo in the config passed from a Nautilus Node/PyO3 caller; copying an example that used an older allowed value; programmatically interpolating an enum value with different casing.

Understand the failure class

Background: Invalid enum value errors: "Unknown type", "Invalid scope", "must be one of" — when a string is not on the library's allowed list — this error's family across 23 libraries.

Related errors

AI-assisted analysis of nautechsystems/nautilus_trader@18893faf8b (2026-09-08). Data as JSON: /api/errors/f1493deee8a10be2. Report an issue: GitHub.