nautechsystems/nautilus_trader · error

period required for historical open interest

Error message

period required for historical open interest

What it means

For Binance Futures open-interest data requests, the current open-interest endpoint needs no period, but the historical endpoint (openInterestHist) requires one (e.g. '5m', '1h'). When the request is historical and data_funcs found no period, the code reaches an expect that panics with 'period required for historical open interest', since the API parameter cannot be omitted.

Source

Thrown at crates/adapters/binance/src/futures/data.rs:2826

                            request_id,
                            client_id,
                            Some(venue),
                            response_data_type,
                            custom,
                            start_nanos,
                            end_nanos,
                            ts_init,
                            params,
                        )))
                    }
                    Err(e) => {
                        log::error!("Current open interest request failed for {instrument_id}: {e:?}");
                        None
                    }
                }
            } else {
                let response_data_type = data_type.clone();
                let period = period.expect("period required for historical open interest");
                let query = match http.product_type() {
                    BinanceProductType::UsdM => BinanceOpenInterestHistParams {
                        symbol: Some(format_binance_symbol(&instrument_id)),
                        pair: None,
                        contract_type: None,
                        period: period.clone(),
                        start_time: start_ms,
                        end_time: end_ms,
                        limit,
                    },
                    BinanceProductType::CoinM => {
                        let (pair, contract_type) =
                            match Self::coinm_open_interest_hist_params(&http, &instrument_id) {
                                Ok(values) => values,
                                Err(e) => {
                                    log::error!(
                                        "Historical open interest request failed for {instrument_id}: {e:?}"
                                    );

View on GitHub (pinned to 18893faf8b)

Solutions

1. Add a valid Binance period ('5m','15m','30m','1h','2h','4h','6h','12h','1d') to the open-interest data request parameters.
2. Validate request params before submission: reject historical open-interest requests lacking a period with a clear config error.
3. If you actually want the latest snapshot, use the current open interest data type instead of the historical one.
4. Consult the Binance Futures openInterestHist docs to confirm the period enum supported by your adapter version.

Example fix

// before
let params = RequestParams { instrument_id, data_type: OpenInterestHist, period: None };
// after
let params = RequestParams { instrument_id, data_type: OpenInterestHist, period: Some("5m".into()) };

fn validate_open_interest_request(data_type: &str, period: Option<&str>) -> Result<(), String> {
    const VALID: [&str; 9] = ["5m","15m","30m","1h","2h","4h","6h","12h","1d"];
    if data_type == "open_interest_hist" {
        match period {
            Some(p) if VALID.contains(&p) => Ok(()),
            Some(p) => Err(format!("invalid period {p} for historical open interest")),
            None => Err("period required for historical open interest".into()),
        }
    } else { Ok(()) }
}

When it happens

Trigger: Requesting the historical open interest data type via request_data without supplying a period in the request params/metadata (period=None) for a Binance Futures instrument.

Common situations: Configuring a data request with 'open interest' type but forgetting the period field in the data catalog config or request; copying a current-open-interest request config and switching it to historical without adding period; upstream requests from a strategy config missing the interval key.

Understand the failure class

Background: "missing required argument" and "the following required arguments were not provided": what required-argument errors mean and how to fix them — this error's family across 20 libraries.

Related errors

• Instrument not found in cache: {symbol}
• `close_position` cannot be combined with `reduce_only` on Bi
• callbackRate {rate}% out of Binance range [{min_rate}, {max_
• BinanceFuturesDataClient requires UsdM or CoinM product type
• historical open interest request requires `period` metadata

AI-assisted analysis of nautechsystems/nautilus_trader@18893faf8b (2026-09-08). Data as JSON: /api/errors/69347f325609f8b8. Report an issue: GitHub.