nautechsystems/nautilus_trader · error

position lookback validated at construction

Error message

position lookback validated at construction

What it means

The periodic position check converts `config.position_check_lookback_mins` to `DurationNanos` and unwraps with `.expect("position lookback validated at construction")`. The config constructor is supposed to have already validated the value; if a config object is built without that validation, `DurationNanos::try_from_mins` returns `Err` and this panics at runtime inside the periodic task. It is a deferred-invariant check, not a user-facing error.

Source

Thrown at crates/live/src/execution/manager.rs:2709

                    .push(report.clone());
            }
        }

        let keys = check
            .client_coverage
            .keys()
            .copied()
            .chain(venue_positions.iter().filter_map(|(key, reports)| {
                reports
                    .iter()
                    .any(|report| report.signed_decimal_qty != Decimal::ZERO)
                    .then_some(*key)
            }))
            .collect::<IndexSet<_>>();
        let active_keys = keys.clone();
        let query_end = self.clock.borrow().timestamp_ns();
        let lookback = DurationNanos::try_from_mins(self.config.position_check_lookback_mins)
            .expect("position lookback validated at construction");
        let query_start = query_end.saturating_sub(lookback);
        let mut discrepancy_keys = IndexSet::new();
        let mut queries = Vec::new();

        for key in keys {
            let coverage = check
                .client_coverage
                .entry(key)
                .or_insert_with(|| Self::resolve_position_report_client_coverage(key, clients));
            let prepared_revision = *check.activity_revisions.entry(key).or_default();
            let venue_reports = venue_positions
                .get(&key)
                .map(Vec::as_slice)
                .unwrap_or_default();
            let comparison = self.position_quantity_comparison(key, venue_reports);
            let tolerance = self.position_reconciliation_tolerance(key.1);

            if comparison.quantities_match(tolerance) {

View on GitHub (pinned to 18893faf8b)

Solutions

1. Set `position_check_lookback_mins` to a positive value (e.g. 60) in the live execution config
2. Construct the config through its validating constructor (`ExecutionEngineConfig::new`/builder) instead of a struct literal
3. Validate the lookback at startup with a clear error rather than panicking inside the periodic task
4. If the field is a float, ensure it is not NaN, since NaN also fails `try_from_mins`

Example fix

// before
let config = ExecutionEngineConfig { position_check_lookback_mins: 0.0, .. };
// after
let config = ExecutionEngineConfig::new(/* ... */, 60.0); // validated at construction

let lookback_mins = config.position_check_lookback_mins;
if !(lookback_mins > 0.0 && lookback_mins.is_finite()) {
    return Err(anyhow::anyhow!("position_check_lookback_mins must be positive and finite"));
}
DurationNanos::try_from_mins(lookback_mins)?;

fn valid_lookback(mins: f64) -> bool { mins.is_finite() && mins > 0.0 }

let lookback = DurationNanos::try_from_mins(mins).map_err(|e| anyhow!("invalid lookback: {e}"))?;

When it happens

Trigger: Constructing the live execution manager with a config assembled via raw struct literal (bypassing the validating constructor) where `position_check_lookback_mins` is zero, negative, or otherwise out of the range accepted by `DurationNanos::try_from_mins`; the panic fires when the position-check task first runs.

Common situations: Hand-editing config files with 0 or negative lookback; deserializing config from YAML/JSON where constructor validation is skipped; programmatic config assembly bypassing `new`/builder; copying an old config across a nautilus upgrade with changed validation rules.

Understand the failure class

Background: "Invalid value" and "allowed values are" config errors: what your library rejected and how to fix it — this error's family across 41 libraries.

Related errors

• default `StrategyConfig` should be valid
• Close command should not be drained
• Flush command should not be drained
• Invalid factory address for DEX {name} on chain {chain} for
• Order invariant violated: first event must be OrderInitializ

AI-assisted analysis of nautechsystems/nautilus_trader@18893faf8b (2026-09-08). Data as JSON: /api/errors/ed1da1a7304187d1. Report an issue: GitHub.