nautechsystems/nautilus_trader · error

Unsupported algo order type: {:?}

Error message

Unsupported algo order type: {:?}

What it means

parse_algo_order_fields maps OKX algo order ord_type values to Nautilus OrderType variants; anything outside the supported set (e.g. unexpected or newly added OKX algo types) hits the catch-all arm and bails. The library cannot represent that algo order type.

Source

Thrown at crates/adapters/okx/src/websocket/parse.rs:1695

                        OrderType::LimitIfTouched
                    },
                    trigger_px: msg.tp_trigger_px.as_str(),
                    trigger_px_type: msg.tp_trigger_px_type,
                    ord_px,
                })
            }
        }
        OKXAlgoOrderType::Trigger => Ok(AlgoOrderFields {
            order_type: if is_market_price(&msg.ord_px) {
                OrderType::StopMarket
            } else {
                OrderType::StopLimit
            },
            trigger_px: msg.trigger_px.as_str(),
            trigger_px_type: msg.trigger_px_type,
            ord_px: msg.ord_px.as_str(),
        }),
        _ => anyhow::bail!("Unsupported algo order type: {:?}", msg.ord_type),
    }
}

fn parse_algo_order_quantity(
    msg: &OKXAlgoOrderMsg,
    instrument: &InstrumentAny,
) -> anyhow::Result<Quantity> {
    if !msg.sz.is_empty() {
        return parse_quantity(msg.sz.as_str(), instrument.size_precision());
    }

    if !msg.close_fraction.is_empty()
        || !msg.sl_trigger_px.is_empty()
        || !msg.tp_trigger_px.is_empty()
    {
        return Ok(Quantity::zero(instrument.size_precision()));
    }

View on GitHub (pinned to 18893faf8b)

Solutions

1. Check the msg.ord_type value in the error and confirm it is an OKX-supported algo type the adapter handles
2. Place only supported algo order types (trigger/stop-limit style) through this adapter
3. If OKX added a new type, update parse_algo_order_fields to map it or filter those channels out

Example fix

// before
"twap" => anyhow::bail!("Unsupported algo order type: {:?}", msg.ord_type),
// after (in parse_algo_order_fields)
OKXAlgoOrdType::Conditional => OrderType::StopMarket,
OKXAlgoOrdType::Trigger => OrderType::StopMarket,

let supported = ["conditional", "trigger", "oco", ""];
if let Some(t) = &msg.ord_type && !supported.contains(&t.as_str()) {
    tracing::warn!("skipping unsupported algo ord_type {t}");
    return Ok(None);
}

match parse_algo_order_status_report(msg, instrument) {
    Ok(r) => handle(r),
    Err(e) if e.to_string().starts_with("Unsupported algo order type") => {
        tracing::warn!("ignoring unsupported algo type: {e}");
    }
    Err(e) => return Err(e),
}

When it happens

Trigger: Receiving an OKX algo order update whose ord_type is not one of the handled values (e.g. 'oco', 'twap', 'iceberg', or a newly introduced OKX type) while parsing an algo order status report.

Common situations: OKX adds a new algo order type; user places algo orders via OKX web UI or another client that the adapter doesn't support; typos in manually crafted test messages.

Related errors

• Missing sz for algo order {}
• Cannot determine spread fill quantity: fill_sz='{}' and acc_
• Cannot determine fill quantity: fill_sz is empty/zero and ac
• Cannot determine fill quantity: fill_sz='{}' and acc_fill_sz
• Invalid funding_rate value: {e}

AI-assisted analysis of nautechsystems/nautilus_trader@18893faf8b (2026-09-08). Data as JSON: /api/errors/4bb9efd914ef8917. Report an issue: GitHub.