What causes "Stop limit order missing limit price" in nautechsystems/nautilus_trader?

Set the limit price on the StopLimit order (factory price argument)

Stop limit order missing limit price

Error message

Stop limit order missing limit price

What it means

For STOP_LIMIT orders, after the trigger_price check the client reads order.price() for the limit price; if absent it throws this error. dYdX stop-limit messages carry both a trigger and a limit price, so a limit price is mandatory.

Source

Thrown at crates/adapters/dydx/src/execution/mod.rs:1488

                        let cond_expire = order.expire_time().map(nanos_to_secs_i64);
                        let msg = order_builder.build_stop_market_order(
                            instrument_id,
                            client_id_u32,
                            client_metadata,
                            order.order_side(),
                            trigger_price,
                            order.quantity(),
                            order.is_reduce_only(),
                            cond_expire,
                        )?;
                        (msg, "stop_market")
                    }
                    OrderType::StopLimit => {
                        let trigger_price = order.trigger_price().ok_or_else(|| {
                            anyhow::anyhow!("Stop limit order missing trigger_price")
                        })?;
                        let limit_price = order.price().ok_or_else(|| {
                            anyhow::anyhow!("Stop limit order missing limit price")
                        })?;
                        let cond_expire = order.expire_time().map(nanos_to_secs_i64);
                        let msg = order_builder.build_stop_limit_order(
                            instrument_id,
                            client_id_u32,
                            client_metadata,
                            order.order_side(),
                            trigger_price,
                            limit_price,
                            order.quantity(),
                            order.time_in_force(),
                            order.is_post_only(),
                            order.is_reduce_only(),
                            cond_expire,
                        )?;
                        (msg, "stop_limit")
                    }
                    // dYdX TakeProfitMarket maps to Nautilus MarketIfTouched

View on GitHub (pinned to 18893faf8b)

Solutions

Set the limit price on the StopLimit order (factory price argument)
Validate both prices before submit
If a limit price is not meaningful for the strategy, use StopMarket instead

Example fix

// before
let order = factory.stop_limit(id, side, qty, None, Some(trigger)); // limit px missing
// after
let order = factory.stop_limit(id, side, qty, Some(limit_price), Some(trigger));

Defensive patterns

Strategy: validation

Validate before calling

if order.order_type() == OrderType::StopLimit && order.price().is_none() {
    return Err("StopLimit order requires a limit price for dYdX".into());
}

Type guard

fn has_limit_price(order: &OrderAny) -> bool { order.price().is_some() }

Try / catch

if let Err(e) = client.submit_order(order).await {
    if e.to_string().contains("Stop limit order missing limit price") {
        // rebuild with a limit price, or switch to StopMarket
    }
}

Prevention

Never pass None as the price to stop_limit factory calls
If no limit price is meaningful, use StopMarket instead
Validate both prices before submit in a shared pre-check

When it happens

Trigger: Submitting a StopLimit order with a trigger_price set but limit price None (e.g. factory call with price=None, or an order converted from StopMarket to StopLimit without adding a price).

Common situations: Constructing stop-limit orders where only the trigger was specified; pipeline that sets trigger programmatically but forgets the limit px; nil price from upstream strategy logic.

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

AI-assisted analysis of nautechsystems/nautilus_trader@18893faf8b (2026-09-08). Data as JSON: /api/errors/f7eaa75b8c5325d4. Report an issue: GitHub.