nautechsystems/nautilus_trader · error · anyhow::Error

invalid close price: {e}

Error message

invalid close price: {e}

What it means

The close price of a Hyperliquid candle fails `Price::from_decimal_dp(candle.close, price_precision)` during Bar conversion, wrapped as "invalid close price". The close value is unparsable or incompatible with the instrument's price precision.

Source

Thrown at crates/adapters/hyperliquid/src/data.rs:2080

    bar_type: BarType,
    price_precision: u8,
    size_precision: u8,
) -> anyhow::Result<Bar> {
    let ts_event = millis_to_nanos(candle.timestamp)?;
    let close_boundary = candle
        .end_timestamp
        .checked_add(1)
        .context("candle close boundary overflow")?;
    let ts_init = millis_to_nanos(close_boundary)?;

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

    Ok(Bar::new(
        bar_type, open, high, low, close, volume, ts_event, ts_init,
    ))
}

/// Request bars from HTTP API.
async fn request_bars_from_http(
    http_client: HyperliquidHttpClient,
    bar_type: BarType,
    start: Option<Timestamp>,
    end: Option<Timestamp>,
    limit: Option<u32>,
    instruments: Arc<AtomicMap<InstrumentId, InstrumentAny>>,
) -> anyhow::Result<Vec<Bar>> {
    // Get instrument details for precision

View on GitHub (pinned to 18893faf8b)

Solutions

  1. Refresh instrument definitions to get the correct price_precision.
  2. Inspect the raw candle `close` value and fix the data source.
  3. Re-fetch the affected candle range.
  4. Round/normalize custom close prices to the instrument precision before conversion.

Example fix

// before
Candle { close: "0.123456789012".to_string(), .. } // precision = 6
// after
Candle { close: "0.123457".to_string(), .. }
Defensive patterns

Strategy: validation

Validate before calling

fn candle_fits_precision(close: &str, price_precision: u8) -> bool {
    rust_decimal::Decimal::from_str(close)
        .map(|d| d.scale() <= price_precision as u32)
        .unwrap_or(false)
}

Try / catch

match result {
    Err(e) if e.to_string().contains("invalid close price") => {
        tracing::warn!("dropping candle with bad close: {e:#}");
    }
    r => r?,
}

Prevention

When it happens

Trigger: Candle payload with a malformed `close` decimal, or a locally configured price_precision smaller than the decimals present in the close value when building the Bar.

Common situations: Outdated instrument definitions after a market precision change; corrupted candles from an aggregator; test data with arbitrary-precision decimals.

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/7e5f3458137a28e2. Report an issue: GitHub.