nautechsystems/nautilus_trader · error

invalid non-positive {name} quantity

Error message

invalid non-positive {name} quantity

What it means

Sanity guard when parsing Binance order-book snapshot levels: after decoding, each level's quantity must be a positive value; a zero or negative quantity indicates malformed venue data and is rejected (with the level name in the message).

Source

Thrown at crates/adapters/binance/src/spot/http/client.rs:3086

                             order_id: usize,
                             name: &str|
         -> anyhow::Result<()> {
            let price = Price::from_mantissa_exponent_checked(
                level.price_mantissa,
                snapshot.price_exponent,
                instrument.price_precision(),
            )
            .map_err(|e| anyhow::anyhow!("invalid {name} price: {e}"))?;
            anyhow::ensure!(price.is_positive(), "invalid non-positive {name} price");
            let qty_mantissa = u64::try_from(level.qty_mantissa)
                .map_err(|_| anyhow::anyhow!("invalid negative {name} quantity"))?;
            let quantity = Quantity::from_mantissa_exponent_checked(
                qty_mantissa,
                snapshot.qty_exponent,
                instrument.size_precision(),
            )
            .map_err(|e| anyhow::anyhow!("invalid {name} quantity: {e}"))?;
            anyhow::ensure!(
                quantity.is_positive(),
                "invalid non-positive {name} quantity"
            );
            let order = BookOrder::new(
                side,
                price,
                quantity,
                u64::try_from(order_id)
                    .map_err(|_| anyhow::anyhow!("order-book level index overflow"))?,
            );
            book.add(order, 0, sequence, ts_event);
            Ok(())
        };

        for (index, level) in snapshot.bids.iter().enumerate() {
            add_level(level, OrderSide::Buy, index, "bid")?;
        }
        let bid_count = snapshot.bids.len();

View on GitHub (pinned to 18893faf8b)

Solutions

  1. Refresh the instruments cache so `size_precision` matches the current LOT_SIZE step (a too-coarse precision can round tiny quantities to zero).
  2. Re-fetch the snapshot to rule out transient data issues.
  3. Inspect raw JSON levels to find the zero-quantity level.
  4. Report to maintainers if genuine exchange data triggers this.

Example fix

// before
let book = client.request_book_snapshot(instrument_id, depth).await?;
// after: refresh instrument precision first
client.reload_instruments().await?;
let book = client.request_book_snapshot(instrument_id, depth).await?;
Defensive patterns

Strategy: validation

Validate before calling

fn quantities_positive(snapshot: &BinanceDepth, precision: u8) -> bool {
    snapshot.bids.iter().chain(snapshot.asks.iter()).all(|l| {
        l.qty_mantissa as f64 * 10f64.powi(l.qty_mantissa.to_string().len() as i32) > 0.0 || l.qty_mantissa > 0
    })
}

Type guard

fn positive_qty_level(l: &BinancePriceLevel) -> bool { l.qty_mantissa > 0 }

Try / catch

match client.request_book_snapshot(id, depth).await {
    Ok(book) => book,
    Err(e) if e.to_string().contains("non-positive") && e.to_string().contains("quantity") => {
        reload_instruments_and_retry(id, depth).await?
    }
    Err(e) => return Err(e),
}

Prevention

When it happens

Trigger: Calling `request_book_snapshot` when any depth level decodes to a zero quantity — e.g. a level that rounds to zero at the instrument's `size_precision`, or a malformed payload with 0 quantity.

Common situations: Very small quantities rounded to zero at coarse size precision (stale instrument definitions); mock/fixture data with zero quantities; corrupted upstream responses.

Understand the failure class

Background: "Must be a positive integer", "Invalid value", "Unsupported": the invalid-argument-value error family, when a library rejects the value you pass — this error's family across 35 libraries.

Related errors

AI-assisted analysis of nautechsystems/nautilus_trader@18893faf8b (2026-09-08). Data as JSON: /api/errors/29961e3d85c3ee14. Report an issue: GitHub.