nautechsystems/nautilus_trader · error · anyhow::Error

value rounded to zero for quantity

Error message

value rounded to zero for quantity

What it means

Instrument::try_make_qty_from_decimal rounds a Decimal value to the instrument's size precision; if a strictly positive value rounds down to zero at that precision, the resulting quantity would be meaningless, so it bails instead of returning Quantity(0).

Source

Thrown at crates/model/src/instruments/mod.rs:445

    ///
    /// Returns an error if the value rounds to zero or cannot be converted to a `Quantity`.
    #[inline(always)]
    fn try_make_qty_from_decimal(
        &self,
        value: Decimal,
        round_down: Option<bool>,
    ) -> anyhow::Result<Quantity> {
        let precision = u32::from(self.min_size_increment_precision());

        let strategy = if round_down.unwrap_or(false) {
            RoundingStrategy::ToZero
        } else {
            RoundingStrategy::MidpointNearestEven
        };

        let rounded = value.round_dp_with_strategy(precision, strategy);
        if value > Decimal::ZERO && rounded.is_zero() {
            anyhow::bail!("value rounded to zero for quantity");
        }

        Quantity::from_decimal_dp(rounded, self.size_precision()).map_err(Into::into)
    }

    /// # Panics
    ///
    /// Panics if the value cannot be converted to a `Quantity` (see `try_make_qty_from_decimal`).
    fn make_qty_from_decimal(&self, value: Decimal, round_down: Option<bool>) -> Quantity {
        self.try_make_qty_from_decimal(value, round_down).unwrap()
    }

    /// # Errors
    ///
    /// Returns an error if the value is not finite, not representable as a `Decimal`, rounds to
    /// zero, or cannot be converted to a `Quantity`.
    #[inline(always)]
    fn try_make_qty(&self, value: f64, round_down: Option<bool>) -> anyhow::Result<Quantity> {

View on GitHub (pinned to 18893faf8b)

Solutions

  1. Clamp or reject order sizes below the instrument's min quantity / size increment before calling make_qty.
  2. Skip or batch trades whose computed size rounds to zero.
  3. Verify you are using an instrument definition with the correct size_precision for the asset.

Example fix

// before
let qty = instrument.make_qty_from_decimal(notional / price, None)?;
// after
let raw = notional / price;
if raw > Decimal::ZERO && raw.round_dp(instrument.size_precision().into()).is_zero() {
    return Ok(None); // size below minimum increment, skip
}
let qty = instrument.make_qty_from_decimal(raw, None)?;
Defensive patterns

Strategy: validation

Validate before calling

let min_incr = Decimal::new(1, u32::from(instrument.size_precision()));
let ok = raw.is_zero() || raw >= min_incr / Decimal::TWO;

Try / catch

match instrument.try_make_qty(raw, None) {
    Ok(q) if !q.is_zero() => { /* trade */ }
    _ => { /* size below increment: skip */ }
}

Prevention

When it happens

Trigger: Calling make_qty_from_decimal / try_make_qty with a positive value smaller than half of the instrument's size_increment (e.g. 0.0004 on an instrument with 3-decimal size precision where rounding yields 0.000).

Common situations: Computing position sizes from small notional amounts or high-priced assets, converting notional to base quantity for tokens with coarse size precision, or sizing dust rebalances below the minimum increment.

Understand the failure class

Background: "value must be between 0 and 1" / "out of range" / "must not be negative" errors: fixing range-validation failures across open-source libraries — this error's family across 42 libraries.

Related errors

AI-assisted analysis of nautechsystems/nautilus_trader@18893faf8b (2026-09-08). Data as JSON: /api/errors/b5b466776ddf08b1. Report an issue: GitHub.