nautechsystems/nautilus_trader · error

Only depth=10 is currently supported for order book depths

Error message

Only depth=10 is currently supported for order book depths

What it means

`get_range_order_book_depth10` fetches MBP-10 snapshots, and the `depth` parameter currently only accepts 10 (the default). Any other depth value bails because the implementation only supports the MBP_10 schema. This is an explicit capability limitation, not a data problem.

Source

Thrown at crates/adapters/databento/src/historical.rs:498

        &self,
        params: RangeQueryParams,
        depth: Option<usize>,
    ) -> anyhow::Result<Vec<OrderBookDepth10>> {
        let symbols: Vec<&str> = params.symbols.iter().map(String::as_str).collect();
        check_consistent_symbology(&symbols)?;

        let first_symbol = params
            .symbols
            .first()
            .ok_or_else(|| anyhow::anyhow!("No symbols provided"))?;
        let stype_in = infer_symbology_type(first_symbol);
        let end = params.end.unwrap_or_else(|| self.clock.get_time_ns());
        let time_range = get_date_time_range(params.start, end)?;

        // For now, only support MBP_10 schema for depth 10
        let _depth = depth.unwrap_or(10);
        if _depth != 10 {
            anyhow::bail!("Only depth=10 is currently supported for order book depths");
        }

        let range_params = GetRangeParams::builder()
            .dataset(params.dataset)
            .date_time_range(time_range)
            .symbols(symbols)
            .stype_in(stype_in)
            .schema(dbn::Schema::Mbp10)
            .maybe_limit(params.limit.and_then(NonZeroU64::new))
            .build();

        let price_precision_arg = params.price_precision;

        let mut client = (*self.inner).clone();
        let mut decoder = client
            .timeseries()
            .get_range(&range_params)
            .await

View on GitHub (pinned to 18893faf8b)

Solutions

1. Pass `None` (defaults to 10) or `Some(10)` for the depth parameter.
2. If a different depth is needed, fetch the corresponding MBP schema directly or extend the adapter to support additional depth schemas.
3. Clamp/validate user-configured depth values to 10 before calling.

Example fix

// before
let depth = app_config.book_depth; // e.g. 5
historical.get_range_order_book_depth10(params, Some(depth)).await?;
// after
let depth = if app_config.book_depth != 10 { None } else { Some(10) };
historical.get_range_order_book_depth10(params, depth).await?;

let depth = depth.unwrap_or(10);
if depth != 10 { panic!("only depth=10 supported, got {depth}"); }

When it happens

Trigger: Calling `get_range_order_book_depth10(params, Some(n))` where `n != 10` (e.g. Some(5) or Some(20)).

Common situations: Configuring desired book depth generically in an application and passing it straight through; assuming the adapter supports Databento's other depth schemas (mbp-2, mbp-5, etc.).

Understand the failure class

Background: UnsupportedOperationException and "is not supported" errors: when a library deliberately refuses a call — this error's family across 30 libraries.

Related errors

• Invalid depth {depth} for Binance Futures order book. Valid
• Invalid `BookAction`, was '{invalid}'
• invalid depth {depth}; supported depths: {DERIBIT_BOOK_VALID
• Hyperliquid only supports L2_MBP order book deltas
• Hyperliquid only supports L2_MBP order book depth10

AI-assisted analysis of nautechsystems/nautilus_trader@18893faf8b (2026-09-08). Data as JSON: /api/errors/63378fa30c5f2f76. Report an issue: GitHub.