nautechsystems/nautilus_trader · critical · anyhow::Error

WS submit order failed: {e}

Error message

WS submit order failed: {e}

What it means

Raised inside the spawned submit_order_ws task when the Binance WebSocket API place_order_with_id call fails for an order routed to WS submission. The client removes the order's entry from pending_requests, logs 'WS submit request failed for {client_order_id}', and bails with this message carrying the underlying WS error. submit_order itself already returned Ok, so the failure surfaces asynchronously through the task/log and order-event flow rather than as a synchronous error.

Source

Thrown at crates/adapters/binance/src/futures/execution.rs:667

            // Pre-register before sending to avoid response racing the insert
            let request_id = ws_client.next_request_id();
            dispatch_state.pending_requests.insert(
                request_id.clone(),
                PendingRequest {
                    client_order_id,
                    venue_order_id: None,
                    operation: PendingOperation::Place,
                },
            );

            self.spawn_task("submit_order_ws", async move {
                if let Err(e) = ws_client
                    .place_order_with_id(request_id.clone(), params)
                    .await
                {
                    dispatch_state.pending_requests.remove(&request_id);
                    log::error!("WS submit request failed for {client_order_id}: {e}");
                    anyhow::bail!("WS submit order failed: {e}");
                }
                Ok(())
            });

            return Ok(());
        }

        let http_client = self.http_client.clone();

        self.spawn_task("submit_order", async move {
            let result = if use_algo_api {
                http_client
                    .submit_algo_order(
                        account_id,
                        instrument_id,
                        client_order_id,
                        order_side,
                        order_type,

View on GitHub (pinned to a4b06ed870)

Solutions

1. Read the embedded WS error code in the logged {e} (filter names like PERCENT_PRICE_BY_SIDE or -2019 insufficient margin) and correct the offending field
2. Round price and quantity to the instrument's price/size precision from the cached instrument definitions
3. Throttle submissions to the venue's order rate limits (max_order_submit_rate config)
4. If WS errors persist, verify connection health or route submissions over HTTP if the client configuration allows it

use nautilus_model::types::fixed::FixedPrecision; // conceptual
// Pre-submit against cached instrument filters:
let f = instrument_filters(instrument_id);
anyhow::ensure!(qty >= f.min_qty && price >= f.min_price && (price * qty) >= f.min_notional);
anyhow::ensure!(price % f.tick_size == 0 && qty % f.step_size == 0);

// submit_order returns Ok; the WS failure is async. Handle it via order events:
// match OrderEvent for this client_order_id —
//   OrderDenied/OrderRejected => read the logged 'WS submit request failed' error,
//   correct fields (precision, notional, margin) or back off, then resubmit once.
// never blind-retry on filter rejections (-4xxx / -2021 family)

When it happens

Trigger: Submitting over the Binance futures WS order channel an order that violates exchange filters (PRICE_FILTER, LOT_SIZE, MIN_NOTIONAL), exceeds available margin, hits the order rate limit, or is sent while the WS connection is closed or reconnecting.

Common situations: High-frequency strategies exceeding max_order_submit_rate; prices/quantities rounded to strategy-side precision instead of the instrument's precision; WS session dropped during volatility and submissions continuing on the stale connection.

Related errors

• WS cancel order failed: {e}
• BacktestNode state is unavailable when dispose_on_completion
• Timeout waiting for account {account_id} to be registered af
• noid '{}' does not match new order oid '{}'
• Binance historical bars require time aggregation

AI-assisted analysis of nautechsystems/nautilus_trader@a4b06ed870 (2026-08-16). Data as JSON: /api/errors/840350edf2a3ef1b. Report an issue: GitHub.