nautechsystems/nautilus_trader · error

invalid funding_rate_timestamp

Error message

invalid funding_rate_timestamp

What it means

When computing funding-rate intervals, the client parses each funding_rate_timestamp from Bybit's response as an i64 millisecond epoch. If the string is non-numeric or empty the parse fails and the code returns 'invalid funding_rate_timestamp' via anyhow::anyhow!. This guards against malformed/unexpected payloads from Bybit's funding-rate history endpoint before computing the interval between consecutive windows.

Source

Thrown at crates/adapters/bybit/src/http/client.rs:3903

            {
                break;
            }

            // Move end time backwards to get earlier data
            current_end_ms = Some(earliest_funding_time - 1);
        }

        if let Some(limit_val) = limit {
            raw_funding_rates.truncate(limit_val as usize);
        }
        let mut rates: Vec<FundingRateUpdate> = Vec::with_capacity(raw_funding_rates.len());

        for window in raw_funding_rates.windows(2) {
            let raw = &window[0];
            let timestamp = raw
                .funding_rate_timestamp
                .parse::<i64>()
                .map_err(|_| anyhow::anyhow!("invalid funding_rate_timestamp"))?;
            let older_timestamp = window[1]
                .funding_rate_timestamp
                .parse::<i64>()
                .map_err(|_| anyhow::anyhow!("invalid funding_rate_timestamp"))?;

            let interval_millis = timestamp - older_timestamp;
            let rate = parse_funding_rate(raw, &instrument, Some(interval_millis))?;

            rates.push(rate);
        }

        if let Some(last_raw) = raw_funding_rates.last() {
            let rate = parse_funding_rate(last_raw, &instrument, None)?;
            rates.push(rate);
        }

        rates.reverse();

View on GitHub (pinned to 18893faf8b)

Solutions

  1. Upgrade the nautilus_bybit crate / Bybit adapter to a version matching the current Bybit v5 API schema
  2. Log or dump the raw funding-rate response to inspect the actual timestamp format returned
  3. Retry the request — transient malformed responses can occur; verify it reproduces consistently
  4. If the format changed, patch the parse site (crates/adapters/bybit/src/http/client.rs:3903) to handle the new format and report upstream

Example fix

// before
let timestamp = raw.funding_rate_timestamp.parse::<i64>()
    .map_err(|_| anyhow::anyhow!("invalid funding_rate_timestamp"))?;
// after
let timestamp = raw.funding_rate_timestamp.parse::<i64>()
    .with_context(|| format!("invalid funding_rate_timestamp: {:?}", raw.funding_rate_timestamp))?;
// or upgrade to the adapter version that matches the current Bybit schema
Defensive patterns

Strategy: try-catch

Validate before calling

fn valid_millis_ts(s: &str) -> bool {
    !s.is_empty() && s.chars().all(|c| c.is_ascii_digit())
}
// filter rows before use
let rows: Vec<_> = raw.iter().filter(|r| valid_millis_ts(&r.funding_rate_timestamp)).collect();

Type guard

fn parse_ts(s: &str) -> Option<i64> { s.parse::<i64>().ok() }

Try / catch

match client.funding_rates(symbol, limit).await {
    Ok(rates) => rates,
    Err(e) if e.to_string().contains("invalid funding_rate_timestamp") => {
        log::warn!("malformed funding rate payload: {e}; retrying");
        client.funding_rates(symbol, limit).await
    }
    Err(e) => return Err(e),
}

Prevention

When it happens

Trigger: Bybit returning a funding-rate history row whose funding_rate_timestamp is empty, null serialized as empty string, or format-changed (e.g. ISO datetime instead of millis); newer Bybit API versions altering the field; hitting testnet or an endpoint variant with a different schema.

Common situations: Bybit API schema changes breaking older client versions; proxy/mocked endpoints returning different timestamp formats; requesting funding rates for symbols/product types whose history rows lack the field.

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/fa404dbddb37a380. Report an issue: GitHub.