nautechsystems/nautilus_trader · error

invalid Futures kline {} quote volume: {e}

Error message

invalid Futures kline {} quote volume: {e}

What it means

Error "invalid Futures kline {} quote volume: {e}" thrown in nautechsystems/nautilus_trader.

Source

Thrown at crates/adapters/binance/src/futures/http/client.rs:3225

    price_precision: u8,
    size_precision: u8,
    ts_init: UnixNanos,
) -> anyhow::Result<BinanceBar> {
    let open = parse_required_price_at_precision(&kline.open, price_precision, "kline.open")
        .map_err(|e| anyhow::anyhow!("invalid Futures kline {}: {e}", kline.open_time))?;
    let high = parse_required_price_at_precision(&kline.high, price_precision, "kline.high")
        .map_err(|e| anyhow::anyhow!("invalid Futures kline {}: {e}", kline.open_time))?;
    let low = parse_required_price_at_precision(&kline.low, price_precision, "kline.low")
        .map_err(|e| anyhow::anyhow!("invalid Futures kline {}: {e}", kline.open_time))?;
    let close = parse_required_price_at_precision(&kline.close, price_precision, "kline.close")
        .map_err(|e| anyhow::anyhow!("invalid Futures kline {}: {e}", kline.open_time))?;
    let volume =
        parse_required_quantity_at_precision(&kline.volume, size_precision, "kline.volume")
            .map_err(|e| anyhow::anyhow!("invalid Futures kline {}: {e}", kline.open_time))?;
    let ts_event = parse_millis(kline.close_time, "Futures kline close time")?;

    let quote_volume = kline.quote_volume.parse::<Decimal>().map_err(|e| {
        anyhow::anyhow!(
            "invalid Futures kline {} quote volume: {e}",
            kline.open_time
        )
    })?;
    let taker_buy_base_volume = kline
        .taker_buy_base_volume
        .parse::<Decimal>()
        .map_err(|e| {
            anyhow::anyhow!(
                "invalid Futures kline {} taker buy base volume: {e}",
                kline.open_time
            )
        })?;
    let taker_buy_quote_volume = kline
        .taker_buy_quote_volume
        .parse::<Decimal>()
        .map_err(|e| {
            anyhow::anyhow!(

View on GitHub (pinned to a4b06ed870)

When it happens

Trigger: Thrown at crates/adapters/binance/src/futures/http/client.rs:3225 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/b90564dd8337b5c7. Report an issue: GitHub.