nautechsystems/nautilus_trader · error · anyhow::Error

invalid volume: {e}

Error message

invalid volume: {e}

What it means

The candle volume fails `Quantity::from_decimal_dp(candle.volume, size_precision)` during Bar conversion, wrapped as "invalid volume". The volume value from the Hyperliquid candle cannot be parsed or does not fit the instrument's size precision.

Source

Thrown at crates/adapters/hyperliquid/src/data.rs:2082

    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>,
    limit: Option<u32>,
    instruments: Arc<AtomicMap<InstrumentId, InstrumentAny>>,
) -> anyhow::Result<Vec<Bar>> {
    // Get instrument details for precision
    let instrument_id = bar_type.instrument_id();
    let instrument = instruments

View on GitHub (pinned to 18893faf8b)

Solutions

  1. Verify the instrument's size_precision matches the Hyperliquid market.
  2. Inspect the raw candle `volume` value and correct the source data.
  3. Re-request the candles; retry in case of a transient bad payload.
  4. Normalize custom volume values to plain decimals within size_precision.

Example fix

// before
Candle { volume: "1e-9".to_string(), .. } // size_precision = 4
// after
Candle { volume: "0.0000".to_string(), .. } // or drop the candle as dust
Defensive patterns

Strategy: validation

Validate before calling

fn volume_fits_precision(volume: &str, size_precision: u8) -> bool {
    rust_decimal::Decimal::from_str(volume)
        .map(|d| d.scale() <= size_precision as u32 && d >= rust_decimal::Decimal::ZERO)
        .unwrap_or(false)
}

Try / catch

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

Prevention

When it happens

Trigger: Candle payload whose `volume` is malformed (empty, non-decimal) or has more decimals than the instrument's configured size_precision while constructing a Bar.

Common situations: Size precision misconfigured for the market; bad or aggregated candle data; custom fixtures with unrealistic volume strings (e.g. negative or over-precise).

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/14f6872f2b0b68e1. Report an issue: GitHub.