nautechsystems/nautilus_trader · error

invalid Futures kline {} taker buy quote volume: {e}

Error message

invalid Futures kline {} taker buy quote volume: {e}

What it means

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

Source

Thrown at crates/adapters/binance/src/futures/http/client.rs:3243

        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!(
                "invalid Futures kline {} taker buy quote volume: {e}",
                kline.open_time
            )
        })?;
    let count = u64::try_from(kline.num_trades).map_err(|_| {
        anyhow::anyhow!(
            "invalid Futures kline {} negative trade count",
            kline.open_time
        )
    })?;

    Ok(BinanceBar::new(
        bar_type,
        open,
        high,
        low,
        close,
        volume,

View on GitHub (pinned to a4b06ed870)

When it happens

Trigger: Thrown at crates/adapters/binance/src/futures/http/client.rs:3243 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/39f848ead500749c. Report an issue: GitHub.