What causes "non-positive candle low `{}`" in nautechsystems/nautilus_trader?

Drop candles with low <= 0 before calling parse_candle_bar

non-positive candle low `{}`

Error message

non-positive candle low `{}`

What it means

parse_candle_bar enforces that a candle's low price is strictly positive. Since OHLC values must be representable as positive Prices, a non-positive low flags invalid upstream candle data. The offending value is included in the message.

Source

Thrown at crates/adapters/lighter/src/http/parse.rs:197

///
/// Returns an error if any price, volume, or timestamp field cannot be converted.
pub fn parse_candle_bar(
    candle: &LighterCandle,
    bar_type: BarType,
    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}"))?;

View on GitHub (pinned to 18893faf8b)

Solutions

Drop candles with low <= 0 before calling parse_candle_bar
Query a different time range or market where real trades exist
Inspect the raw API payload for corrupted candle entries
Fix test fixtures to use positive low values

Example fix

// before
let bar = parse_candle_bar(&candle, bar_type, &inst, ts_init)?;
// after
anyhow::ensure!(candle.low > Decimal::ZERO, "skip invalid candle");
let bar = parse_candle_bar(&candle, bar_type, &inst, ts_init)?;

Defensive patterns

Strategy: validation

Validate before calling

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

Type guard

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

Try / catch

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 low") => continue,
    Err(e) => return Err(e),
};

Prevention

Validate the full OHLC tuple for positivity before parsing
Confirm the requested time window contains actual trades
Keep fixtures realistic (positive lows)
Handle unparseable candles by skipping rather than aborting the batch

When it happens

Trigger: parse_candle_bar receiving a LighterCandle with low <= 0 via parse_bars when parsing the Lighter candles endpoint response.

Common situations: Zero-filled candles for markets with no trades in the window; broken upstream data; synthetic fixtures with placeholder zeros.

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/b76c5f47206b5db2. Report an issue: GitHub.