nautechsystems/nautilus_trader · error · anyhow::Error

Pending {ord_type:?} algo order pagination for {inst_type:?}

Error message

Pending {ord_type:?} algo order pagination for {inst_type:?} did not establish complete coverage

What it means

When require_complete_active_coverage is set, pending algo order pagination must sweep every page (pagination complete flag true). If OKX pagination ended early (e.g. hitting the limit or losing cursor continuity), the adapter raises this error rather than returning a possibly incomplete set of live algo orders.

Source

Thrown at crates/adapters/okx/src/http/client.rs:6767

            let mut params = params_builder
                .build()
                .map_err(|e| anyhow::anyhow!(format!("Failed to build algo order params: {e}")))?;

            if query_pending {
                let remaining = limit.map(|l| (l as usize).saturating_sub(reports.len()));
                let pending_sweep = match self
                    .paginate_algo_pending(&params, remaining, require_complete_active_coverage)
                    .await
                {
                    Ok(sweep) => sweep,
                    Err(e) if require_complete_active_coverage => {
                        return Err(OKXPendingAlgoOrderReportsError::new(e).into());
                    }
                    Err(e) => return Err(e),
                };

                if require_complete_active_coverage && !pending_sweep.complete {
                    return Err(OKXPendingAlgoOrderReportsError::new(anyhow::anyhow!(
                        "Pending {ord_type:?} algo order pagination for {inst_type:?} did not establish complete coverage"
                    ))
                    .into());
                }
                complete &= pending_sweep.complete;
                let mut pending = pending_sweep.items;

                if let Some(state) = state {
                    pending.retain(|order| order.state == state);
                }

                let pending_reports_complete = match self
                    .collect_algo_reports(
                        account_id,
                        &pending,
                        require_complete_active_coverage,
                        &mut instruments_cache,
                        ts_init,

View on GitHub (pinned to 18893faf8b)

Solutions

1. Increase the limit / allow more pages so the sweep can finish
2. Retry the sweep; transient pagination gaps can resolve on retry
3. Set require_complete_active_coverage=false only if partial views are acceptable
4. Sweep per instrument_type to reduce result volume per pass

Example fix

// before
reports(client, ord_type, inst_type, Some(100), /*require_complete*/ true)
// after
reports(client, ord_type, inst_type, None, true) // no artificial cap, allow full sweep

// pre-check: size the pending book against your limit allowance
let est = account_pending_algo_count();
if require_complete && est > limit.unwrap_or(usize::MAX) {
    return Err("limit too small for complete coverage".into());
}

match client.algo_order_reports(...).await {
    Err(e) if e.to_string().contains("did not establish complete coverage") => {
        backoff_retry(|| client.algo_order_reports(...), 3).await?
    }
    other => other?,
}

When it happens

Trigger: Calling the algo order reports sweep with require_complete_active_coverage=true while pending-sweep returns complete=false, typically when the limit cap truncates the pending pages or OKX paginates across more records than the allowance.

Common situations: Reconciliation of live algo orders with strict coverage on an account with many pending algo orders and a small limit; transient OKX pagination inconsistencies.

Understand the failure class

Background: "invalid response format", "malformed payload", "missing data field": when an API returns 200 but the response shape is wrong — this error's family across 23 libraries.

Related errors

• Pending {ord_type:?} algo order reports for {inst_type:?} co
• Conditional order types must use OKXAlgoOrderType
• Binance Futures open algo order has unresolved instrument {i
• actual order ID mismatch: expected {expected_actual_order_id
• actual order symbol mismatch: expected {}, was {}

AI-assisted analysis of nautechsystems/nautilus_trader@18893faf8b (2026-09-08). Data as JSON: /api/errors/af3411768994fe21. Report an issue: GitHub.