nautechsystems/nautilus_trader · error

invalid Futures funding rate at {}: {e}

Error message

invalid Futures funding rate at {}: {e}

What it means

Error "invalid Futures funding rate at {}: {e}" thrown in nautechsystems/nautilus_trader.

Source

Thrown at crates/adapters/binance/src/futures/http/client.rs:3277

        low,
        close,
        volume,
        quote_volume,
        count,
        taker_buy_base_volume,
        taker_buy_quote_volume,
        ts_event,
        ts_init,
    ))
}

fn parse_futures_funding_rate_update(
    rate: &BinanceFundingRate,
    instrument_id: InstrumentId,
    ts_init: UnixNanos,
) -> anyhow::Result<FundingRateUpdate> {
    let funding_rate = rate.funding_rate.parse::<Decimal>().map_err(|e| {
        anyhow::anyhow!("invalid Futures funding rate at {}: {e}", rate.funding_time)
    })?;
    let ts_event = parse_millis(rate.funding_time, "Futures funding time")?;

    Ok(FundingRateUpdate::new(
        instrument_id,
        funding_rate,
        None, // Funding interval is not provided by the history endpoint
        None, // Next funding time is not provided by the history endpoint
        ts_event,
        ts_init,
    ))
}

fn parse_futures_commission_rates(
    response: &BinanceFuturesCommissionRate,
) -> anyhow::Result<(Decimal, Decimal)> {
    Ok((
        response.maker_commission_rate.parse()?,

View on GitHub (pinned to a4b06ed870)

When it happens

Trigger: Thrown at crates/adapters/binance/src/futures/http/client.rs:3277 when the library encounters an invalid state.

Common situations: See trigger scenarios.

AI-assisted analysis of nautechsystems/nautilus_trader@a4b06ed870 (2026-08-16). Data as JSON: /api/errors/7c7800100b63b6ac. Report an issue: GitHub.