nautechsystems/nautilus_trader · error · anyhow::Error

invalid open price: {e}

Error message

invalid open price: {e}

What it means

When converting a Hyperliquid candle into a Nautilus `Bar`, the open price is parsed with `Price::from_decimal_dp(candle.open, price_precision)`. If the decimal string cannot be parsed or does not fit the instrument's price precision, the error is wrapped as "invalid open price". It indicates malformed or precision-incompatible candle data from the REST/WS feed.

Source

Thrown at crates/adapters/hyperliquid/src/data.rs:2074

    let ts = UnixNanos::from(entry.time * 1_000_000);
    FundingRateUpdate::new(instrument_id, rate, Some(60), None, ts, ts)
}

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,

View on GitHub (pinned to 18893faf8b)

Solutions

  1. Verify the instrument's price_precision matches the Hyperliquid market (reload instrument definitions).
  2. Inspect the raw candle payload for the offending `open` value and fix/clean the data source.
  3. Re-request the candles; transient bad payloads may be exchange-side glitches.
  4. If feeding custom data, format prices as plain decimal strings within the instrument's precision.

Example fix

// before
let candle = Candle { open: "1.23456789".to_string(), .. };// precision = 2
// after
let candle = Candle { open: "1.23".to_string(), .. }; // matches price_precision
Defensive patterns

Strategy: validation

Validate before calling

fn candle_fits_precision(open: &str, price_precision: u8) -> bool {
    rust_decimal::Decimal::from_str(open)
        .map(|d| d.scale() <= price_precision as u32)
        .unwrap_or(false)
}
// call before requesting/accepting candles:
assert!(candle_fits_precision(&candle.open, price_precision));

Try / catch

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

Prevention

When it happens

Trigger: Requesting historical candles whose `open` field is not a valid decimal (empty, NaN-like, scientific notation out of range) or has more decimal places than the instrument's configured price_precision.

Common situations: Wrong instrument precision in local definitions vs the exchange feed; corrupted/manual candle data; new listings where precision config is stale; test fixtures with fake values.

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/541ad84717d5e5d1. Report an issue: GitHub.