What causes "invalid `value` for make_qty, was {value}" in nautechsystems/nautilus_trader?

Validate value.is_finite() before calling make_qty and sanitize upstream math.

invalid `value` for make_qty, was {value}

Error message

invalid `value` for make_qty, was {value}

What it means

Instrument::try_make_qty converts an f64 to a Decimal via its string representation before building a Quantity. If the value cannot be parsed as a Decimal (NaN, infinity, unrepresentable value), this error is returned.

Source

Thrown at crates/model/src/instruments/mod.rs:465

        Quantity::from_decimal_dp(rounded, self.size_precision()).map_err(Into::into)
    }

    /// # Panics
    ///
    /// Panics if the value cannot be converted to a `Quantity` (see `try_make_qty_from_decimal`).
    fn make_qty_from_decimal(&self, value: Decimal, round_down: Option<bool>) -> Quantity {
        self.try_make_qty_from_decimal(value, round_down).unwrap()
    }

    /// # Errors
    ///
    /// Returns an error if the value is not finite, not representable as a `Decimal`, rounds to
    /// zero, or cannot be converted to a `Quantity`.
    #[inline(always)]
    fn try_make_qty(&self, value: f64, round_down: Option<bool>) -> anyhow::Result<Quantity> {
        let dec_value = Decimal::from_str(&value.to_string())
            .map_err(|_| anyhow::anyhow!("invalid `value` for make_qty, was {value}"))?;
        self.try_make_qty_from_decimal(dec_value, round_down)
    }

    /// # Panics
    ///
    /// Panics if the value cannot be converted to a `Quantity` (see `try_make_qty`).
    fn make_qty(&self, value: f64, round_down: Option<bool>) -> Quantity {
        self.try_make_qty(value, round_down).unwrap()
    }

    /// Returns `quantity` rebuilt with the instrument precision when it is on the size grid.
    ///
    /// # Errors
    ///
    /// Returns an error when `quantity` is undefined or would require rounding.
    #[inline(always)]
    fn try_normalize_qty(&self, quantity: Quantity) -> CorrectnessResult<Quantity> {
        if quantity.is_undefined() {

View on GitHub (pinned to 18893faf8b)

Solutions

Validate value.is_finite() before calling make_qty and sanitize upstream math.
Clamp the computed size to instrument limits (min/max quantity) before conversion.
Use try_make_qty and handle the Result instead of relying on the panicking make_qty wrapper.

Example fix

// before
let qty = instrument.make_qty(size / risk);
// after
let raw = size / risk;
anyhow::ensure!(raw.is_finite() && raw > 0.0, "invalid size computed");
let qty = instrument.make_qty(raw);

Defensive patterns

Strategy: try-catch

Validate before calling

if !value.is_finite() || value <= 0.0 { return Err(TradeError::NonFiniteQty); }

Try / catch

// Rust
let qty = instrument
    .try_make_qty(value, None)
    .map_err(|e| { log::warn!("qty build failed: {e}"); TradeError::BadQty })?;

Prevention

Check is_finite() on all sizing math before conversion
Clamp sizes to instrument min/max quantity first
Use try_make_qty instead of the panicking make_qty wrapper

When it happens

Trigger: Calling instrument.make_qty(f64::NAN), make_qty(f64::INFINITY), or forwarding a computed quantity that Decimal::from_str cannot parse; also via make_qty wrappers passing raw calculation output.

Common situations: Position sizing math that divides by zero producing NaN/infinity, passing a None/default sentinel value, or feeding cumulative PnL-derived sizes that overflow into non-finite values.

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/31de8fc19dc775c6. Report an issue: GitHub.