nautechsystems/nautilus_trader · error · anyhow::Error

invalid negative kline trade count {}

Error message

invalid negative kline trade count {}

What it means

A kline message's `num_trades` field was negative, so the `i64` from the SBE/JSON payload could not be converted to `u64`. `parse_kline` maps any `try_from` failure to this error. A trade count can never be negative, so this indicates a corrupt or malformed kline payload.

Source

Thrown at crates/adapters/binance/src/spot/websocket/public_json/parse.rs:385

    let volume = parse_non_negative_quantity(&msg.kline.volume, size_precision, "volume")?;
    let quote_volume = Decimal::from_str(&msg.kline.quote_volume)
        .with_context(|| format!("invalid quote volume `{}`", msg.kline.quote_volume))?;
    let taker_buy_base_volume =
        Decimal::from_str(&msg.kline.taker_buy_base_volume).with_context(|| {
            format!(
                "invalid taker buy base volume `{}`",
                msg.kline.taker_buy_base_volume
            )
        })?;
    let taker_buy_quote_volume = Decimal::from_str(&msg.kline.taker_buy_quote_volume)
        .with_context(|| {
            format!(
                "invalid taker buy quote volume `{}`",
                msg.kline.taker_buy_quote_volume
            )
        })?;
    let count = u64::try_from(msg.kline.num_trades).map_err(|_| {
        anyhow::anyhow!(
            "invalid negative kline trade count {}",
            msg.kline.num_trades
        )
    })?;

    let ts_event =
        parse_millis_or_init(msg.kline.close_time, "Spot JSON kline close time", ts_init);

    Ok(Some(BinanceBar::new(
        bar_type,
        open,
        high,
        low,
        close,
        volume,
        quote_volume,
        count,
        taker_buy_base_volume,

View on GitHub (pinned to 18893faf8b)

Solutions

1. Log the full kline payload and report the negative `num_trades` to Binance support as an upstream data issue.
2. Verify the SBE schema/decoder version matches the current Binance SBE market-data spec and update the adapter.
3. If connecting to a Binance clone/proxy, check its kline serialization for the `num_trades` field.
4. Skip the offending kline and resubscribe to the kline stream to resync.

if msg.kline.num_trades < 0 { // skip or resync kline stream
    return Ok(None);
}

match parse_kline(&msg) {
    Ok(kline) => publish(kline),
    Err(e) if e.to_string().contains("trade count") => {
        log::warn!("skipping malformed kline: {e}");
    }
    Err(e) => return Err(e),
}

When it happens

Trigger: Binance sends a kline whose `num_trades` is a negative integer; `u64::try_from(msg.kline.num_trades)` fails inside `parse_kline` and the error is raised.

Common situations: Protocol/SBE decode bugs or upstream anomalies producing a negative count; running against a non-standard Binance-compatible exchange; corrupted frames from a proxy.

Understand the failure class

Background: "value must be between 0 and 1" / "out of range" / "must not be negative" errors: fixing range-validation failures across open-source libraries — this error's family across 42 libraries.

Related errors

• Binance {field} timestamp is outside the UnixNanos range: {v
• invalid {field}='{raw}': {e}
• invalid cumulative_quote_qty='{}' for cumulative_filled_qty=
• Quantity overflow for ticks={ticks}, decimals={decimals}: {e
• invalid price `{value}` at precision {precision}: {e}

AI-assisted analysis of nautechsystems/nautilus_trader@18893faf8b (2026-09-08). Data as JSON: /api/errors/f2ee7181a0ef09e4. Report an issue: GitHub.