nautechsystems/nautilus_trader · error · anyhow::Error

Unsupported day step: {step}

Error message

Unsupported day step: {step}

What it means

bar_type_to_interval cannot map the requested Day-aggregation step to a Hyperliquid candle interval; only specific day steps (e.g. 1, 3, 7) exist in the interval enum, so any other step fails before a bars request or subscription is issued.

Source

Thrown at crates/adapters/hyperliquid/src/common/parse.rs:466

            1 => OneMinute,
            3 => ThreeMinutes,
            5 => FiveMinutes,
            15 => FifteenMinutes,
            30 => ThirtyMinutes,
            _ => anyhow::bail!("Unsupported minute step: {step}"),
        },
        BarAggregation::Hour => match step {
            1 => OneHour,
            2 => TwoHours,
            4 => FourHours,
            8 => EightHours,
            12 => TwelveHours,
            _ => anyhow::bail!("Unsupported hour step: {step}"),
        },
        BarAggregation::Day => match step {
            1 => OneDay,
            3 => ThreeDays,
            _ => anyhow::bail!("Unsupported day step: {step}"),
        },
        BarAggregation::Week if step == 1 => OneWeek,
        BarAggregation::Month if step == 1 => OneMonth,
        a => anyhow::bail!("Hyperliquid does not support {a:?} aggregation"),
    };

    Ok(interval)
}

/// Converts a Nautilus order to Hyperliquid request using a pre-resolved asset index.
///
/// This variant is used when the caller has already resolved the asset index
/// from the instrument cache (e.g., for SPOT instruments where the index
/// cannot be derived from the symbol alone). `slippage_bps` controls the
/// buffer applied when deriving a limit from a stop trigger price.
pub fn order_to_hyperliquid_request_with_asset(
    order: &OrderAny,
    asset: u32,

View on GitHub (pinned to 18893faf8b)

Solutions

1. Change the day step to 1 or 3.
2. For weekly bars use aggregation Week with step 1 instead of Day step 7.
3. Resample locally from a supported interval if an unsupported day width is required.
4. Validate bar specs against Hyperliquid's supported intervals at startup.

Example fix

// before
let bar_type = BarType::new(instrument_id, 7, BarAggregation::Day, PriceType::Last);
// after
let bar_type = BarType::new(instrument_id, 1, BarAggregation::Week, PriceType::Last);

if spec.aggregation() == BarAggregation::Day && !matches!(spec.step(), 1 | 3) {
    return Err(anyhow::anyhow!("day step {} unsupported on Hyperliquid", spec.step()));
}
// weekly: use BarAggregation::Week with step 1

When it happens

Trigger: request_bars, request_bars_from_http, subscribe_bars, or unsubscribe_bars with a Day-aggregated BarType whose step is not 1 or 3, e.g. 7-DAY or 2-DAY bar specs.

Common situations: Weekly bars configured as 7-DAY instead of a Week-aggregated bar type, generic multi-day resampling configs, or bar specs shared across adapters where other venues support arbitrary day steps.

Related errors

• Invalid Hyperliquid bar interval: {s}
• Unsupported minute step: {step}
• Unsupported hour step: {step}
• Hyperliquid does not support {a:?} aggregation
• Only EXTERNAL aggregation is supported

AI-assisted analysis of nautechsystems/nautilus_trader@18893faf8b (2026-09-08). Data as JSON: /api/errors/f1d0552261300b7c. Report an issue: GitHub.