nautechsystems/nautilus_trader · error

Invalid depth {depth}, must be 0, 50, or 400

Error message

Invalid depth {depth}, must be 0, 50, or 400

What it means

OKX order-book depth subscriptions only accept 0 (full book), 50, or 400 levels. subscribe_book validates the requested depth before mapping it to a channel and bails with anyhow if the value is anything else. This prevents building a subscription OKX would reject.

Source

Thrown at crates/adapters/okx/src/websocket/client.rs:1430

    /// - depth 50: Requires VIP4+, subscribes to `books50-l2-tbt`
    /// - depth 0 or 400:
    ///   - VIP5+: subscribes to `books-l2-tbt` (400 depth, fastest)
    ///   - Below VIP5: subscribes to `books` (standard depth)
    ///
    /// # Errors
    ///
    /// Returns an error if:
    /// - Subscription request fails
    /// - depth is 50 but VIP level is below 4
    pub async fn subscribe_book_with_depth(
        &self,
        instrument_id: InstrumentId,
        depth: u16,
    ) -> anyhow::Result<()> {
        let vip = self.vip_level();

        if !matches!(depth, 0 | 50 | 400) {
            anyhow::bail!("Invalid depth {depth}, must be 0, 50, or 400");
        }

        if depth == 50 && vip < OKXVipLevel::Vip4 {
            anyhow::bail!("VIP level {vip} insufficient for 50 depth subscription (requires VIP4)");
        }

        let channel = select_book_channel(depth as usize, vip);
        self.subscribe_inst_id(ws_channel_for_book(channel), instrument_id.symbol.inner())
            .await?;
        Ok(())
    }

    /// Subscribes to best bid/ask quote data for an instrument.
    ///
    /// Provides tick-by-tick updates of the best bid and ask prices using the bbo-tbt channel.
    /// Supports all instrument types: SPOT, MARGIN, SWAP, FUTURES, OPTION.
    ///
    /// # Errors

View on GitHub (pinned to 18893faf8b)

Solutions

1. Change the requested depth to one of the allowed values: 0, 50, or 400
2. If you need a smaller book, use depth 0 (full) and slice locally, or check the OKX docs for depth channel options
3. Add config validation at startup so an invalid depth fails fast before connecting

Example fix

// before
subscribe_book(inst, 10).await?;
// after
subscribe_book(inst, 50).await?; // or 0 / 400

const VALID_DEPTHS: [u16; 3] = [0, 50, 400];
if !VALID_DEPTHS.contains(&depth) {
    return Err(anyhow::anyhow!("depth {depth} not in [0, 50, 400]"));
}

When it happens

Trigger: Calling subscribe_book (or the subscribe-book data request path) with a depth other than 0, 50, or 400, e.g. depth=10 or depth=100 in the WebSocket client config or SubscriptionCommand.

Common situations: Hardcoding a depth that matches another exchange's tick sizes (Binance 5/10/20), typos in config, or porting code between adapters without adjusting depth values.

Understand the failure class

Background: "Must be a positive integer", "Invalid value", "Unsupported": the invalid-argument-value error family, when a library rejects the value you pass — this error's family across 35 libraries.

Related errors

• `api_key`, `api_secret`, `api_passphrase` credentials must b
• Not a subscription channel: {kind}
• limit_price is required for batch order type {order_type:?}
• Invalid `BarSpecification` for channel, was {bar_spec}
• `tick_sz` is empty for {}

AI-assisted analysis of nautechsystems/nautilus_trader@18893faf8b (2026-09-08). Data as JSON: /api/errors/a5caed04d3b784ee. Report an issue: GitHub.