nautechsystems/nautilus_trader · error

non-positive candle close `{}`

Error message

non-positive candle close `{}`

What it means

parse_candle_bar requires a candle's close price to be strictly positive. A non-positive close means the candle record from Lighter is invalid (placeholder, corrupt, or untraded market data) and cannot become a Bar. The message includes the offending value.

Source

Thrown at crates/adapters/lighter/src/http/parse.rs:202

    instrument: &InstrumentAny,
    ts_init: UnixNanos,
) -> anyhow::Result<Bar> {
    anyhow::ensure!(
        candle.open > Decimal::ZERO,
        "non-positive candle open `{}`",
        candle.open
    );
    anyhow::ensure!(
        candle.high > Decimal::ZERO,
        "non-positive candle high `{}`",
        candle.high
    );
    anyhow::ensure!(
        candle.low > Decimal::ZERO,
        "non-positive candle low `{}`",
        candle.low
    );
    anyhow::ensure!(
        candle.close > Decimal::ZERO,
        "non-positive candle close `{}`",
        candle.close
    );

    let timestamp_ms =
        u64::try_from(candle.timestamp).context("negative Lighter candle timestamp")?;
    let ts_event = parse_millis_to_nanos(timestamp_ms)?;
    let price_precision = instrument.price_precision();
    let size_precision = instrument.size_precision();

    let open = Price::from_decimal_dp(candle.open, price_precision)
        .map_err(|e| anyhow::anyhow!("invalid candle open: {e}"))?;
    let high = Price::from_decimal_dp(candle.high, price_precision)
        .map_err(|e| anyhow::anyhow!("invalid candle high: {e}"))?;
    let low = Price::from_decimal_dp(candle.low, price_precision)
        .map_err(|e| anyhow::anyhow!("invalid candle low: {e}"))?;
    let close = Price::from_decimal_dp(candle.close, price_precision)

View on GitHub (pinned to 18893faf8b)

Solutions

1. Filter candles with close <= 0 out before parsing
2. Verify the Lighter API response contains real trade data for the interval
3. Check market status (newly listed/delisted markets may return zeros)
4. Correct fixture or mock data to positive values

Example fix

// before
let bar = parse_candle_bar(&candle, ...)?;
// after
if candle.close <= Decimal::ZERO { continue; }
let bar = parse_candle_bar(&candle, ...)?;

if candle.close <= Decimal::ZERO {
    return Err(anyhow::anyhow!("skip candle: non-positive close {}", candle.close));
}

fn has_positive_ohlc(c: &LighterCandle) -> bool {
    c.open > Decimal::ZERO && c.high > Decimal::ZERO && c.low > Decimal::ZERO && c.close > Decimal::ZERO
}

let bar = match parse_candle_bar(&candle, bar_type, instrument, ts_init) {
    Ok(b) => b,
    Err(e) if e.to_string().contains("non-positive candle close") => continue,
    Err(e) => return Err(e),
};

When it happens

Trigger: parse_candle_bar receiving a LighterCandle with close <= 0 while converting candles via parse_bars.

Common situations: Empty/illiquid markets returning zeroed candles; upstream outages producing placeholder data; bad fixture data in tests.

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

• non-positive candle open `{}`
• non-positive candle high `{}`
• non-positive candle low `{}`
• negative candle volume `{}`
• Unsupported bar specification for AX: {step}-{:?}

AI-assisted analysis of nautechsystems/nautilus_trader@18893faf8b (2026-09-08). Data as JSON: /api/errors/cf2581c8c613b56e. Report an issue: GitHub.