nautechsystems/nautilus_trader · error

invalid candle open: {e}

Error message

invalid candle open: {e}

What it means

After passing the positivity checks, parse_candle_bar converts the candle's open Decimal into a Price rounded to the instrument's price precision via Price::from_decimal_dp. If that conversion fails (e.g. NaN, non-finite, or precision-related failure), the error is wrapped as 'invalid candle open'. The underlying cause from from_decimal_dp is chained in {e}.

Source

Thrown at crates/adapters/lighter/src/http/parse.rs:215

    anyhow::ensure!(
        candle.low > Decimal::ZERO,
        "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")
}

View on GitHub (pinned to 18893faf8b)

Solutions

  1. Read the chained cause {e} to see why Price::from_decimal_dp failed
  2. Ensure the correct instrument (matching the bar_type/instrument_id) with the right price_precision is passed in
  3. Sanitize/validate candle decimals (finite, within instrument price bounds) before parsing
  4. Check the Lighter API response for anomalous open values

Example fix

// before
let open = Price::from_decimal_dp(candle.open, price_precision)
    .map_err(|e| anyhow::anyhow!("invalid candle open: {e}"))?;
// after
anyhow::ensure!(candle.open.is_finite(), "non-finite candle open");
let open = Price::from_decimal_dp(candle.open, price_precision)
    .map_err(|e| anyhow::anyhow!("invalid candle open: {e}"))?;
Defensive patterns

Strategy: try-catch

Validate before calling

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

Type guard

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

Try / catch

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

Prevention

When it happens

Trigger: A LighterCandle.open Decimal that Price::from_decimal_dp rejects for the instrument's price_precision — e.g. non-finite decimal values from upstream data, or a mismatch between the instrument definition and the candle's decimal scale.

Common situations: Upstream API emitting NaN/inf-like values; using an instrument whose price_precision doesn't accommodate the candle's decimals; parsing candles with the wrong instrument object.

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/0cbb238f038e0a1f. Report an issue: GitHub.