nautechsystems/nautilus_trader · error

Overflow when scaling f64 to fixed-point i128

Error message

Overflow when scaling f64 to fixed-point i128

What it means

f64_to_fixed_i128 converts a float to raw fixed-point i128 by rounding at the requested precision then multiplying by 10^(FIXED_PRECISION - precision). The checked_mul panics with this message when the result exceeds i128 range. It enforces the fixed-point representable-range invariant.

Solutions

1. Validate the value is finite and within range before calling (the doc comment already requires callers to do this).
2. Clamp or reject out-of-range inputs at the data-ingestion boundary.
3. Use f64_to_fixed_u128 if the value is non-negative and extremely large (within u128 range).

Example fix

// before
let raw = f64_to_fixed_i128(value, precision); // panics if out of range
// after
if !value.is_finite() || value.abs() > i128::MAX as f64 / 10f64.powi(FIXED_PRECISION) {
    return Err(...);
}
let raw = f64_to_fixed_i128(value, precision);

const MAX: f64 = i128::MAX as f64 / 10f64.powi(FIXED_PRECISION);
assert!(value.is_finite() && value.abs() <= MAX);
let raw = f64_to_fixed_i128(value, precision);

fn fits_i128_fixed(value: f64) -> bool {
    value.is_finite() && value.abs() <= i128::MAX as f64 / 10f64.powi(FIXED_PRECISION)
}

When it happens

Trigger: Calling f64_to_fixed_i128(value, precision) where |value| rounded and scaled exceeds i128::MAX/MIN — requires astronomically large values (~1.7e38 at precision 0) or the float cast producing i128::MAX from non-finite input.

Common situations: Feeding unvalidated float data (NaN/inf or huge numbers parsed from files/APIs) into the fixed-point conversion; fuzz or boundary tests.

Understand the failure class

Background: "value must be between 0 and 1" / "out of range" / "must not be negative" errors: fixing range-validation failures across open-source libraries — this error's family across 42 libraries.

Related errors

• Fixed-point scale fits QuantityRaw
• Overflow occurred when multiplying `Quantity`
• Overflow when scaling f64 to fixed-point i64
• Overflow when scaling f64 to fixed-point u128
• Overflow when scaling f64 to fixed-point u64

AI-assisted analysis of nautechsystems/nautilus_trader@18893faf8b (2026-09-08). Data as JSON: /api/errors/1bb159ed14d32f18. Report an issue: GitHub.

Appendix: source

Thrown at crates/model/src/types/fixed.rs:895

///
/// # Panics
///
/// Panics if `precision` exceeds [`FIXED_PRECISION`], or if scaling the rounded value
/// overflows the raw integer range.
#[must_use]
#[expect(
    clippy::cast_precision_loss,
    clippy::cast_possible_truncation,
    reason = "f64 to fixed-point conversion is inherently lossy; callers validate range and finiteness"
)]
pub fn f64_to_fixed_i128(value: f64, precision: u8) -> i128 {
    check_fixed_precision(precision).expect_display(FAILED);
    let pow1 = 10_i128.pow(u32::from(precision));
    let pow2 = 10_i128.pow(u32::from(FIXED_PRECISION - precision));
    let rounded = (value * pow1 as f64).round() as i128;
    rounded
        .checked_mul(pow2)
        .expect("Overflow when scaling f64 to fixed-point i128")
}

/// Converts an `f64` value to a raw fixed-point `u64` representation with a specified precision.
///
/// Callers are expected to validate that `value` is finite and non-negative; non-finite
/// and negative values saturate at the integer bounds during the float-to-integer cast.
///
/// # Panics
///
/// Panics if `precision` exceeds [`FIXED_PRECISION`], or if scaling the rounded value
/// overflows the raw integer range.
#[must_use]
#[expect(
    clippy::cast_precision_loss,
    clippy::cast_possible_truncation,
    clippy::cast_sign_loss,
    reason = "f64 to fixed-point conversion is inherently lossy; callers validate range and finiteness"
)]

View on GitHub (pinned to 18893faf8b)