nautechsystems/nautilus_trader · error

invalid candle high: {e}

Error message

invalid candle high: {e}

What it means

This wraps a failure converting the candle's high Decimal to a Price at the instrument's price_precision inside parse_candle_bar. Price::from_decimal_dp rejected the value, so the candle cannot be represented at the instrument's precision. The original conversion error is preserved as the cause.

Source

Thrown at crates/adapters/lighter/src/http/parse.rs:217

        "non-positive candle low `{}`",
        candle.low
    );
    anyhow::ensure!(
        candle.close > Decimal::ZERO,
        "non-positive candle close `{}`",
        candle.close
    );

    let timestamp_ms =
        u64::try_from(candle.timestamp).context("negative Lighter candle timestamp")?;
    let ts_event = parse_millis_to_nanos(timestamp_ms)?;
    let price_precision = instrument.price_precision();
    let size_precision = instrument.size_precision();

    let open = Price::from_decimal_dp(candle.open, price_precision)
        .map_err(|e| anyhow::anyhow!("invalid candle open: {e}"))?;
    let high = Price::from_decimal_dp(candle.high, price_precision)
        .map_err(|e| anyhow::anyhow!("invalid candle high: {e}"))?;
    let low = Price::from_decimal_dp(candle.low, price_precision)
        .map_err(|e| anyhow::anyhow!("invalid candle low: {e}"))?;
    let close = Price::from_decimal_dp(candle.close, price_precision)
        .map_err(|e| anyhow::anyhow!("invalid candle close: {e}"))?;
    anyhow::ensure!(
        candle.volume_base.is_sign_positive(),
        "negative candle volume `{}`",
        candle.volume_base,
    );
    let volume = Quantity::from_decimal_dp(candle.volume_base, size_precision)
        .map_err(|e| anyhow::anyhow!("invalid candle volume: {e}"))?;

    Bar::new_checked(bar_type, open, high, low, close, volume, ts_event, ts_init)
        .context("failed to construct Bar from Lighter candle")
}

/// Parses a Lighter historical funding row into a Nautilus [`FundingRateUpdate`].
///

View on GitHub (pinned to 18893faf8b)

Solutions

  1. Inspect the chained cause for the precise from_decimal_dp failure
  2. Confirm the instrument used has the correct price_precision for this market
  3. Validate the candle high is finite and sane before conversion
  4. Verify the raw API payload for anomalous high values

Example fix

// before
let high = Price::from_decimal_dp(candle.high, price_precision)?;
// after
let high = Price::from_decimal_dp(candle.high.round_dp(price_precision as u32), price_precision)?;
Defensive patterns

Strategy: try-catch

Validate before calling

anyhow::ensure!(candle.high.is_finite(), "non-finite candle high: {}", candle.high);

Type guard

fn convertible_high(c: &LighterCandle, precision: u8) -> bool {
    c.high.is_finite() && c.high > Decimal::ZERO
}

Try / catch

let high = Price::from_decimal_dp(candle.high, price_precision)
    .map_err(|e| anyhow::anyhow!("invalid candle high: {e}"))
    .with_context(|| format!("candle for {}", instrument.id()))?;

Prevention

When it happens

Trigger: LighterCandle.high failing Price::from_decimal_dp(high, price_precision) — typically a non-finite decimal or a value incompatible with the instrument's precision when parsing candles via parse_bars.

Common situations: Corrupt upstream highs (NaN/inf); instrument precision mismatched with the market's tick size; passing the wrong instrument to parse_candle_bar.

Understand the failure class

Background: "Invalid ... format", "must be in format X", "does not look like a ..." — invalid argument format errors across CLI tools and libraries — this error's family across 17 libraries.

Related errors

AI-assisted analysis of nautechsystems/nautilus_trader@18893faf8b (2026-09-08). Data as JSON: /api/errors/53ad3e95d8433b90. Report an issue: GitHub.