nautechsystems/nautilus_trader · error

Python on_quote failed: {e}

Error message

Python on_quote failed: {e}

What it means

Wraps any failure raised when the Rust core dispatches a QuoteTick into the Python actor's `on_quote` handler. The exception originates in the user's Python `on_quote` implementation (or the dispatch call), and Rust re-raises it with the 'Python on_quote failed' prefix.

Source

Thrown at crates/common/src/python/actor.rs:1103

    }

    fn on_socket_state(&mut self, event: &SocketStateChanged) -> anyhow::Result<()> {
        self.dispatch_on_socket_state(event)
            .map_err(|e| anyhow::anyhow!("Python on_socket_state failed: {e}"))
    }

    fn on_instrument(&mut self, instrument: &InstrumentAny) -> anyhow::Result<()> {
        Python::attach(|py| {
            let py_instrument = instrument_any_to_pyobject(py, instrument.clone())
                .map_err(|e| anyhow::anyhow!("Failed to convert InstrumentAny to Python: {e}"))?;
            self.dispatch_on_instrument(py_instrument)
                .map_err(|e| anyhow::anyhow!("Python on_instrument failed: {e}"))
        })
    }

    fn on_quote(&mut self, quote: &QuoteTick) -> anyhow::Result<()> {
        self.dispatch_on_quote(*quote)
            .map_err(|e| anyhow::anyhow!("Python on_quote failed: {e}"))
    }

    fn on_trade(&mut self, tick: &TradeTick) -> anyhow::Result<()> {
        self.dispatch_on_trade(*tick)
            .map_err(|e| anyhow::anyhow!("Python on_trade failed: {e}"))
    }

    fn on_bar(&mut self, bar: &Bar) -> anyhow::Result<()> {
        self.dispatch_on_bar(*bar)
            .map_err(|e| anyhow::anyhow!("Python on_bar failed: {e}"))
    }

    fn on_book_deltas(&mut self, deltas: &OrderBookDeltas) -> anyhow::Result<()> {
        self.dispatch_on_book_deltas(deltas.clone())
            .map_err(|e| anyhow::anyhow!("Python on_book_deltas failed: {e}"))
    }

    fn on_book_depth(&mut self, depth: &OrderBookDepth10) -> anyhow::Result<()> {

View on GitHub (pinned to 18893faf8b)

Solutions

  1. Read the chained `{e}` traceback and fix the exception in `on_quote`
  2. Validate tick values before use (e.g. bid_size/ask_size > 0) to avoid math errors
  3. Keep `on_quote` lightweight and wrap experimental logic in try/except with logging
  4. Ensure all indicators/state are initialized in on_start before subscribing

Example fix

// before
def on_quote(self, tick):
    mid = (tick.bid_price + tick.ask_price) / 2  # raises on NaN
// after
def on_quote(self, tick):
    if tick.bid_price.is_nan() or tick.ask_price.is_nan():
        return
    mid = (tick.bid_price + tick.ask_price) / 2
Defensive patterns

Strategy: try-catch

Validate before calling

def _valid_quote(tick) -> bool:
    return (tick.bid_price is not None and tick.ask_price is not None
            and tick.bid_price > 0 and tick.ask_price > 0)

Try / catch

try:
    self.dispatch_on_quote(tick)
except Exception as e:
    self.log.error(f'Python on_quote failed: {e}', exc_info=True)

Prevention

When it happens

Trigger: A quote tick arrives after subscribe_quote_ticks and the Python `on_quote(self, tick)` override raises an exception.

Common situations: Hot-path quote handlers computing indicators on uninitialized state, division by zero on zero bid/ask, wrong handler arity, or heavy logic raising intermittently under high tick rates.

Related errors

AI-assisted analysis of nautechsystems/nautilus_trader@18893faf8b (2026-09-08). Data as JSON: /api/errors/8da2809fcc111704. Report an issue: GitHub.