Databento instruments should deserialize without error.
Actual Behavior
As reported on Discord, sometimes a price_increment becomes zero during arrow deserialization.
Traceback (most recent call last):
...
line 659, in _handle_table_nautilus
data = ArrowSerializer.deserialize(data_cls=data_cls, batch=table)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "/home/ck/PycharmProjects/nautilus/.venv/lib/python3.12/site-packages/nautilus_trader/serialization/arrow/serializer.py", line 257, in deserialize
return delegate(batch)
^^^^^^^^^^^^^^^
File "/home/ck/PycharmProjects/nautilus/.venv/lib/python3.12/site-packages/nautilus_trader/serialization/arrow/implementations/instruments.py", line 369, in deserialize
return [Cls.from_dict(data) for data in maps]
^^^^^^^^^^^^^^^^^^^
File "nautilus_trader/model/instruments/futures_contract.pyx", line 276, in nautilus_trader.model.instruments.futures_contract.FuturesContract.from_dict
File "nautilus_trader/model/instruments/futures_contract.pyx", line 193, in nautilus_trader.model.instruments.futures_contract.FuturesContract.from_dict_c
File "nautilus_trader/model/instruments/futures_contract.pyx", line 109, in nautilus_trader.model.instruments.futures_contract.FuturesContract.__init__
File "nautilus_trader/model/instruments/base.pyx", line 192, in nautilus_trader.model.instruments.base.Instrument.__init__
File "nautilus_trader/core/correctness.pyx", line 593, in nautilus_trader.core.correctness.Condition.positive
ValueError: 'price_increment' not a positive real, was 0.0
Intended solution
Review which fields are being used to provide this value, and probably use a reasonable fallback or default value in its absence.
Bug Report
Expected Behavior
Databento instruments should deserialize without error.
Actual Behavior
As reported on Discord, sometimes a
price_incrementbecomes zero during arrow deserialization.Intended solution
Review which fields are being used to provide this value, and probably use a reasonable fallback or default value in its absence.