What causes "invalid high price: {e}" in nautechsystems/nautilus_trader?

Reload instrument definitions so price_precision matches the exchange.

nautechsystems/nautilus_trader · error · anyhow::Error

invalid high price: {e}

Error message

invalid high price: {e}

What it means

Same candle-to-Bar conversion as error 3105, applied to the high price: `Price::from_decimal_dp(candle.high, price_precision)` failed and is wrapped as "invalid high price". The feed returned a high value that cannot be represented as a valid Price at the instrument's precision.

Source

Thrown at crates/adapters/hyperliquid/src/data.rs:2076

}

pub(crate) fn candle_to_bar(
    candle: &HyperliquidCandle,
    bar_type: BarType,
    price_precision: u8,
    size_precision: u8,
) -> anyhow::Result<Bar> {
    let ts_event = millis_to_nanos(candle.timestamp)?;
    let close_boundary = candle
        .end_timestamp
        .checked_add(1)
        .context("candle close boundary overflow")?;
    let ts_init = millis_to_nanos(close_boundary)?;

    let open = Price::from_decimal_dp(candle.open, price_precision)
        .map_err(|e| anyhow::anyhow!("invalid open price: {e}"))?;
    let high = Price::from_decimal_dp(candle.high, price_precision)
        .map_err(|e| anyhow::anyhow!("invalid high price: {e}"))?;
    let low = Price::from_decimal_dp(candle.low, price_precision)
        .map_err(|e| anyhow::anyhow!("invalid low price: {e}"))?;
    let close = Price::from_decimal_dp(candle.close, price_precision)
        .map_err(|e| anyhow::anyhow!("invalid close price: {e}"))?;
    let volume = Quantity::from_decimal_dp(candle.volume, size_precision)
        .map_err(|e| anyhow::anyhow!("invalid volume: {e}"))?;

    Ok(Bar::new(
        bar_type, open, high, low, close, volume, ts_event, ts_init,
    ))
}

/// Request bars from HTTP API.
async fn request_bars_from_http(
    http_client: HyperliquidHttpClient,
    bar_type: BarType,
    start: Option<Timestamp>,
    end: Option<Timestamp>,

View on GitHub (pinned to 18893faf8b)

Solutions

Reload instrument definitions so price_precision matches the exchange.
Inspect the raw candle `high` value and correct the data source.
Re-fetch the affected candle range.
Normalize custom candle values to the instrument's decimal precision before conversion.

Example fix

// before
Candle { high: "NaN".to_string(), .. }
// after
Candle { high: "4250.5".to_string(), .. }

Defensive patterns

Strategy: validation

Validate before calling

fn candle_fits_precision(high: &str, price_precision: u8) -> bool {
    rust_decimal::Decimal::from_str(high)
        .map(|d| d.scale() <= price_precision as u32)
        .unwrap_or(false)
}

Try / catch

match result {
    Err(e) if e.to_string().contains("invalid high price") => {
        tracing::warn!("dropping candle with bad high: {e:#}");
    }
    r => r?,
}

Prevention

Reload instrument definitions after exchange precision changes.
Validate all four OHLC fields, not just the one that failed last time.
Log the raw candle payload on failure to speed up diagnosis.

When it happens

Trigger: Historical/requested candle whose `high` field is an unparsable decimal or exceeds the configured price_precision during Bar construction.

Common situations: Stale instrument precision config; corrupted exchange payload; manually constructed Candle structs in tests/backtests with wrong formatting.

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/6069aefcf1513d6b. Report an issue: GitHub.