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Polymarket

Polymarket decentralized prediction market integration adapter.

This subpackage provides instrument providers, data and execution client configurations, factories, constants, and credential helpers for connecting to and interacting with the Polymarket Central Limit Order Book (CLOB) API.

For convenience, the most commonly used symbols are re-exported at the subpackage’s top level, so downstream code can simply import from nautilus_trader.adapters.polymarket.

class PolymarketDataClientConfig​

Bases: LiveDataClientConfig

Configuration for PolymarketDataClient instances.

  • Parameters:
    • venue (Venue , default POLYMARKET_VENUE) – The venue for the client.
    • private_key (str , optional) – The private key for the wallet on the Polygon network. If None then will source the POLYMARKET_PK environment variable.
    • signature_type (int , default 0 *(*EOA )) – The Polymarket signature type:
      • 0: EOA (Externally Owned Account)
      • 1: Email/Magic Wallet Proxy
      • 2: Browser Wallet Proxy
    • funder (str , optional) – The wallet address (public key) on the Polygon network used for funding USDC. If None then will source the POLYMARKET_FUNDER environment variable.
    • api_key (str , optional) – The Polymarket API key. If None then will source the POLYMARKET_API_KEY environment variable.
    • api_secret (str , optional) – The Polymarket API secret. If None then will source the POLYMARKET_API_SECRET environment variable.
    • passphrase (str , optional) – The Polymarket API passphrase. If None then will source the POLYMARKET_PASSPHRASE environment variable.
    • base_url_http (str , optional) – The HTTP client custom endpoint override.
    • base_url_ws (str , optional) – The WebSocket client custom endpoint override.
    • ws_connection_initial_delay_secs (PositiveFloat , default 5) – The delay (seconds) prior to the first websocket connection to allow initial subscriptions to arrive.
    • ws_connection_delay_secs (PositiveFloat , default 0.1) – The delay (seconds) prior to making a new websocket connection to allow non-initial subscriptions to arrive.
    • update_instruments_interval_mins (PositiveInt or None , default 60) – The interval (minutes) between updating Polymarket instruments.
    • compute_effective_deltas (bool , default False) – If True, computes effective deltas by comparing old and new order book states, reducing snapshot size. This takes ~1 millisecond, so is not recommended for latency-sensitive strategies.
    • drop_quotes_missing_side (bool , default True) – If True, drops QuoteTick messages when bid or ask prices are missing (can occur near market resolution). If False, uses boundary prices (0.001/0.999) with zero volume for missing sides.

api_key : str | None​

api_secret : str | None​

base_url_http : str | None​

base_url_ws : str | None​

compute_effective_deltas : bool​

drop_quotes_missing_side : bool​

funder : str | None​

passphrase : str | None​

private_key : str | None​

signature_type : int​

update_instruments_interval_mins : Annotated[int, msgspec.Meta(gt=0)] | None​

venue : Venue​

ws_connection_delay_secs : Annotated[float, msgspec.Meta(gt=0.0)]​

ws_connection_initial_delay_secs : Annotated[float, msgspec.Meta(gt=0.0)]​

dict() → dict[str, Any]​

Return a dictionary representation of the configuration.

  • Return type: dict[str, Any]

classmethod fully_qualified_name() → str​

Return the fully qualified name for the NautilusConfig class.

  • Return type: str

handle_revised_bars : bool​

property id : str​

Return the hashed identifier for the configuration.

  • Return type: str

instrument_provider : InstrumentProviderConfig​

json() → bytes​

Return serialized JSON encoded bytes.

  • Return type: bytes

json_primitives() → dict[str, Any]​

Return a dictionary representation of the configuration with JSON primitive types as values.

  • Return type: dict[str, Any]

classmethod json_schema() → dict[str, Any]​

Generate a JSON schema for this configuration class.

  • Return type: dict[str, Any]

classmethod parse(raw: bytes | str) → Any​

Return a decoded object of the given cls.

  • Parameters:
    • cls (type) – The type to decode to.
    • raw (bytes or str) – The raw bytes or JSON string to decode.
  • Return type: Any

routing : RoutingConfig​

validate() → bool​

Return whether the configuration can be represented as valid JSON.

  • Return type: bool

class PolymarketExecClientConfig​

Bases: LiveExecClientConfig

Configuration for PolymarketExecutionClient instances.

  • Parameters:
    • venue (Venue , default POLYMARKET_VENUE) – The venue for the client.
    • private_key (str , optional) – The private key for the wallet on the Polygon network. If None then will source the POLYMARKET_PK environment variable.
    • signature_type (int , default 0 *(*EOA )) – The Polymarket signature type:
      • 0: EOA (Externally Owned Account)
      • 1: Email/Magic Wallet Proxy
      • 2: Browser Wallet Proxy
    • funder (str , optional) – The wallet address (public key) on the Polygon network used for funding USDC. If None then will source the POLYMARKET_FUNDER environment variable.
    • api_key (str , optional) – The Polymarket API key. If None then will source the POLYMARKET_API_KEY environment variable.
    • api_secret (str , optional) – The Polymarket API secret. If None then will source the POLYMARKET_API_SECRET environment variable.
    • passphrase (str , optional) – The Polymarket API passphrase. If None then will source the POLYMARKET_PASSPHRASE environment variable.
    • base_url_http (str , optional) – The HTTP client custom endpoint override.
    • base_url_ws (str , optional) – The WebSocket client custom endpoint override.
    • max_retries (PositiveInt , optional) – The maximum number of times a submit or cancel order request will be retried.
    • retry_delay_initial_ms (PositiveInt , optional) – The initial delay (milliseconds) between retries. Short delays with frequent retries may result in account bans.
    • retry_delay_max_ms (PositiveInt , optional) – The maximum delay (milliseconds) between retries.
    • generate_order_history_from_trades (bool , default False) – If True, uses trades history to generate reports for orders which are no longer active. The Polymarket API only returns active orders and trades. This feature is experimental and is not currently recommended (leave set to False).
    • log_raw_ws_messages (bool , default False) – If raw websocket messages should be logged with INFO level. Note: there will be a performance penalty parsing the JSON without an efficient msgspec decoder.
    • ack_timeout_secs (PositiveFloat , default 5.0) – The timeout (seconds) to wait for order/trade acknowledgment from cache.

ack_timeout_secs : Annotated[float, msgspec.Meta(gt=0.0)]​

api_key : str | None​

api_secret : str | None​

base_url_http : str | None​

base_url_ws : str | None​

funder : str | None​

generate_order_history_from_trades : bool​

log_raw_ws_messages : bool​

max_retries : Annotated[int, msgspec.Meta(gt=0)] | None​

passphrase : str | None​

private_key : str | None​

retry_delay_initial_ms : Annotated[int, msgspec.Meta(gt=0)] | None​

retry_delay_max_ms : Annotated[int, msgspec.Meta(gt=0)] | None​

signature_type : int​

venue : Venue​

dict() → dict[str, Any]​

Return a dictionary representation of the configuration.

  • Return type: dict[str, Any]

classmethod fully_qualified_name() → str​

Return the fully qualified name for the NautilusConfig class.

  • Return type: str

property id : str​

Return the hashed identifier for the configuration.

  • Return type: str

instrument_provider : InstrumentProviderConfig​

json() → bytes​

Return serialized JSON encoded bytes.

  • Return type: bytes

json_primitives() → dict[str, Any]​

Return a dictionary representation of the configuration with JSON primitive types as values.

  • Return type: dict[str, Any]

classmethod json_schema() → dict[str, Any]​

Generate a JSON schema for this configuration class.

  • Return type: dict[str, Any]

classmethod parse(raw: bytes | str) → Any​

Return a decoded object of the given cls.

  • Parameters:
    • cls (type) – The type to decode to.
    • raw (bytes or str) – The raw bytes or JSON string to decode.
  • Return type: Any

routing : RoutingConfig​

validate() → bool​

Return whether the configuration can be represented as valid JSON.

  • Return type: bool

class PolymarketInstrumentProvider​

Bases: InstrumentProvider

Provides Nautilus instrument definitions from Polymarket.

  • Parameters:
    • client (ClobClient) – The Polymarket CLOB HTTP client.
    • clock (LiveClock) – The clock instance.
    • config (InstrumentProviderConfig , optional) – The instrument provider configuration, by default None.

add(instrument: Instrument) → None​

Add the given instrument to the provider.

  • Parameters: instrument (Instrument) – The instrument to add.

add_bulk(instruments: list[Instrument]) → None​

Add the given instruments bulk to the provider.

  • Parameters: instruments (list [Instrument ]) – The instruments to add.

add_currency(currency: Currency) → None​

Add the given currency to the provider.

  • Parameters: currency (Currency) – The currency to add.

property count : int​

Return the count of instruments held by the provider.

  • Return type: int

currencies() → dict[str, Currency]​

Return all currencies held by the instrument provider.

currency(code: str) → Currency | None​

Return the currency with the given code (if found).

  • Parameters: code (str) – The currency code.
  • Return type: Currency or None
  • Raises: ValueError – If code is not a valid string.

find(instrument_id: InstrumentId) → Instrument | None​

Return the instrument for the given instrument ID (if found).

  • Parameters: instrument_id (InstrumentId) – The ID for the instrument
  • Return type: Instrument or None

get_all() → dict[InstrumentId, Instrument]​

Return all loaded instruments as a map keyed by instrument ID.

If no instruments loaded, will return an empty dict.

async initialize(reload: bool = False) → None​

Initialize the instrument provider.

  • Parameters: reload (bool , default False) – If True, then will always reload instruments. If False, then will immediately return if already loaded.

list_all() → list[Instrument]​

Return all loaded instruments.

load(instrument_id: InstrumentId, filters: dict | None = None) → None​

Load the instrument for the given ID into the provider, optionally applying the given filters.

  • Parameters:
    • instrument_id (InstrumentId) – The instrument ID to load.
    • filters (frozendict *[*str , Any ] or dict *[*str , Any ] , optional) – The venue specific instrument loading filters to apply.

load_all(filters: dict | None = None) → None​

Load the latest instruments into the provider, optionally applying the given filters.

  • Parameters: filters (frozendict *[*str , Any ] or dict *[*str , Any ] , optional) – The venue specific instrument loading filters to apply.

async load_all_async(filters: dict | None = None) → None​

Load the latest instruments into the provider asynchronously, optionally applying the given filters.

async load_async(instrument_id: InstrumentId, filters: dict | None = None) → None​

Load the instrument for the given ID into the provider asynchronously, optionally applying the given filters.

  • Parameters:
    • instrument_id (InstrumentId) – The instrument ID to load.
    • filters (frozendict *[*str , Any ] or dict *[*str , Any ] , optional) – The venue specific instrument loading filters to apply.
  • Raises: ValueError – If instrument_id.venue is not equal to self.venue.

load_ids(instrument_ids: list[InstrumentId], filters: dict | None = None) → None​

Load the instruments for the given IDs into the provider, optionally applying the given filters.

  • Parameters:
    • instrument_ids (list [InstrumentId ]) – The instrument IDs to load.
    • filters (frozendict *[*str , Any ] or dict *[*str , Any ] , optional) – The venue specific instrument loading filters to apply.

async load_ids_async(instrument_ids: list[InstrumentId], filters: dict | None = None) → None​

Load the instruments for the given IDs into the provider, optionally applying the given filters.

  • Parameters:
    • instrument_ids (list [InstrumentId ]) – The instrument IDs to load.
    • filters (frozendict *[*str , Any ] or dict *[*str , Any ] , optional) – The venue specific instrument loading filters to apply.
  • Raises: ValueError – If any instrument_id.venue is not equal to self.venue.

class PolymarketLiveDataClientFactory​

Bases: LiveDataClientFactory

Provides a Polymarket live data client factory.

static create(loop: AbstractEventLoop, name: str, config: PolymarketDataClientConfig, msgbus: MessageBus, cache: Cache, clock: LiveClock) → PolymarketDataClient​

Create a new Polymarket data client.

  • Parameters:
    • loop (asyncio.AbstractEventLoop) – The event loop for the client.
    • name (str) – The custom client ID.
    • config (PolymarketDataClientConfig) – The client configuration.
    • msgbus (MessageBus) – The message bus for the client.
    • cache (Cache) – The cache for the client.
    • clock (LiveClock) – The clock for the instrument provider.
  • Return type: PolymarketDataClient

class PolymarketLiveExecClientFactory​

Bases: LiveExecClientFactory

Provides a Polymarket live execution client factory.

static create(loop: AbstractEventLoop, name: str, config: PolymarketExecClientConfig, msgbus: MessageBus, cache: Cache, clock: LiveClock) → PolymarketExecutionClient​

Create a new Polymarket execution client.

  • Parameters:
    • loop (asyncio.AbstractEventLoop) – The event loop for the client.
    • name (str) – The custom client ID.
    • config (PolymarketExecClientConfig) – The client configuration.
    • msgbus (MessageBus) – The message bus for the client.
    • cache (Cache) – The cache for the client.
    • clock (LiveClock) – The clock for the instrument provider.
  • Return type: PolymarketExecutionClient

get_polymarket_http_client(api_key: str | None = None, api_secret: str | None = None, passphrase: str | None = None, base_url: str | None = None, chain_id: int = 137, signature_type: int = 0, private_key: str | None = None, funder: str | None = None) → ClobClient​

Cache and return a Polymarket CLOB client.

If a cached client with matching parameters already exists, the cached client will be returned.

  • Parameters:
    • api_key (str , optional) – The API key for the client.
    • api_secret (str , optional) – The API secret for the client.
    • passphrase (str , optional) – The passphrase for the client.
    • base_url (str , optional) – The base URL for the API endpoints.
    • chain_id (int , default POLYGON) – The chain ID for the client.
    • signature_type (int , default 0 *(*EOA )) – The Polymarket signature type.
    • private_key (str , optional) – The private key for the wallet on the Polygon network.
    • funder (str , optional) – The wallet address (public key) on the Polygon network used for funding USDC.
  • Return type: ClobClient

get_polymarket_instrument_id(condition_id: str, token_id: str | int) → InstrumentId​

get_polymarket_instrument_provider(client: ClobClient, clock: LiveClock, config: InstrumentProviderConfig) → PolymarketInstrumentProvider​

Cache and return a Polymarket instrument provider.

If a cached provider already exists, then that provider will be returned.

Config​

class PolymarketDataClientConfig​

Bases: LiveDataClientConfig

Configuration for PolymarketDataClient instances.

  • Parameters:
    • venue (Venue , default POLYMARKET_VENUE) – The venue for the client.
    • private_key (str , optional) – The private key for the wallet on the Polygon network. If None then will source the POLYMARKET_PK environment variable.
    • signature_type (int , default 0 *(*EOA )) – The Polymarket signature type:
      • 0: EOA (Externally Owned Account)
      • 1: Email/Magic Wallet Proxy
      • 2: Browser Wallet Proxy
    • funder (str , optional) – The wallet address (public key) on the Polygon network used for funding USDC. If None then will source the POLYMARKET_FUNDER environment variable.
    • api_key (str , optional) – The Polymarket API key. If None then will source the POLYMARKET_API_KEY environment variable.
    • api_secret (str , optional) – The Polymarket API secret. If None then will source the POLYMARKET_API_SECRET environment variable.
    • passphrase (str , optional) – The Polymarket API passphrase. If None then will source the POLYMARKET_PASSPHRASE environment variable.
    • base_url_http (str , optional) – The HTTP client custom endpoint override.
    • base_url_ws (str , optional) – The WebSocket client custom endpoint override.
    • ws_connection_initial_delay_secs (PositiveFloat , default 5) – The delay (seconds) prior to the first websocket connection to allow initial subscriptions to arrive.
    • ws_connection_delay_secs (PositiveFloat , default 0.1) – The delay (seconds) prior to making a new websocket connection to allow non-initial subscriptions to arrive.
    • update_instruments_interval_mins (PositiveInt or None , default 60) – The interval (minutes) between updating Polymarket instruments.
    • compute_effective_deltas (bool , default False) – If True, computes effective deltas by comparing old and new order book states, reducing snapshot size. This takes ~1 millisecond, so is not recommended for latency-sensitive strategies.
    • drop_quotes_missing_side (bool , default True) – If True, drops QuoteTick messages when bid or ask prices are missing (can occur near market resolution). If False, uses boundary prices (0.001/0.999) with zero volume for missing sides.

venue : Venue​

private_key : str | None​

signature_type : int​

funder : str | None​

api_key : str | None​

api_secret : str | None​

passphrase : str | None​

base_url_http : str | None​

base_url_ws : str | None​

ws_connection_initial_delay_secs : Annotated[float, msgspec.Meta(gt=0.0)]​

ws_connection_delay_secs : Annotated[float, msgspec.Meta(gt=0.0)]​

update_instruments_interval_mins : Annotated[int, msgspec.Meta(gt=0)] | None​

compute_effective_deltas : bool​

drop_quotes_missing_side : bool​

dict() → dict[str, Any]​

Return a dictionary representation of the configuration.

  • Return type: dict[str, Any]

classmethod fully_qualified_name() → str​

Return the fully qualified name for the NautilusConfig class.

  • Return type: str

handle_revised_bars : bool​

property id : str​

Return the hashed identifier for the configuration.

  • Return type: str

instrument_provider : InstrumentProviderConfig​

json() → bytes​

Return serialized JSON encoded bytes.

  • Return type: bytes

json_primitives() → dict[str, Any]​

Return a dictionary representation of the configuration with JSON primitive types as values.

  • Return type: dict[str, Any]

classmethod json_schema() → dict[str, Any]​

Generate a JSON schema for this configuration class.

  • Return type: dict[str, Any]

classmethod parse(raw: bytes | str) → Any​

Return a decoded object of the given cls.

  • Parameters:
    • cls (type) – The type to decode to.
    • raw (bytes or str) – The raw bytes or JSON string to decode.
  • Return type: Any

routing : RoutingConfig​

validate() → bool​

Return whether the configuration can be represented as valid JSON.

  • Return type: bool

class PolymarketExecClientConfig​

Bases: LiveExecClientConfig

Configuration for PolymarketExecutionClient instances.

  • Parameters:
    • venue (Venue , default POLYMARKET_VENUE) – The venue for the client.
    • private_key (str , optional) – The private key for the wallet on the Polygon network. If None then will source the POLYMARKET_PK environment variable.
    • signature_type (int , default 0 *(*EOA )) – The Polymarket signature type:
      • 0: EOA (Externally Owned Account)
      • 1: Email/Magic Wallet Proxy
      • 2: Browser Wallet Proxy
    • funder (str , optional) – The wallet address (public key) on the Polygon network used for funding USDC. If None then will source the POLYMARKET_FUNDER environment variable.
    • api_key (str , optional) – The Polymarket API key. If None then will source the POLYMARKET_API_KEY environment variable.
    • api_secret (str , optional) – The Polymarket API secret. If None then will source the POLYMARKET_API_SECRET environment variable.
    • passphrase (str , optional) – The Polymarket API passphrase. If None then will source the POLYMARKET_PASSPHRASE environment variable.
    • base_url_http (str , optional) – The HTTP client custom endpoint override.
    • base_url_ws (str , optional) – The WebSocket client custom endpoint override.
    • max_retries (PositiveInt , optional) – The maximum number of times a submit or cancel order request will be retried.
    • retry_delay_initial_ms (PositiveInt , optional) – The initial delay (milliseconds) between retries. Short delays with frequent retries may result in account bans.
    • retry_delay_max_ms (PositiveInt , optional) – The maximum delay (milliseconds) between retries.
    • generate_order_history_from_trades (bool , default False) – If True, uses trades history to generate reports for orders which are no longer active. The Polymarket API only returns active orders and trades. This feature is experimental and is not currently recommended (leave set to False).
    • log_raw_ws_messages (bool , default False) – If raw websocket messages should be logged with INFO level. Note: there will be a performance penalty parsing the JSON without an efficient msgspec decoder.
    • ack_timeout_secs (PositiveFloat , default 5.0) – The timeout (seconds) to wait for order/trade acknowledgment from cache.

venue : Venue​

private_key : str | None​

signature_type : int​

funder : str | None​

api_key : str | None​

api_secret : str | None​

passphrase : str | None​

base_url_http : str | None​

base_url_ws : str | None​

max_retries : Annotated[int, msgspec.Meta(gt=0)] | None​

retry_delay_initial_ms : Annotated[int, msgspec.Meta(gt=0)] | None​

retry_delay_max_ms : Annotated[int, msgspec.Meta(gt=0)] | None​

generate_order_history_from_trades : bool​

log_raw_ws_messages : bool​

ack_timeout_secs : Annotated[float, msgspec.Meta(gt=0.0)]​

dict() → dict[str, Any]​

Return a dictionary representation of the configuration.

  • Return type: dict[str, Any]

classmethod fully_qualified_name() → str​

Return the fully qualified name for the NautilusConfig class.

  • Return type: str

property id : str​

Return the hashed identifier for the configuration.

  • Return type: str

instrument_provider : InstrumentProviderConfig​

json() → bytes​

Return serialized JSON encoded bytes.

  • Return type: bytes

json_primitives() → dict[str, Any]​

Return a dictionary representation of the configuration with JSON primitive types as values.

  • Return type: dict[str, Any]

classmethod json_schema() → dict[str, Any]​

Generate a JSON schema for this configuration class.

  • Return type: dict[str, Any]

classmethod parse(raw: bytes | str) → Any​

Return a decoded object of the given cls.

  • Parameters:
    • cls (type) – The type to decode to.
    • raw (bytes or str) – The raw bytes or JSON string to decode.
  • Return type: Any

routing : RoutingConfig​

validate() → bool​

Return whether the configuration can be represented as valid JSON.

  • Return type: bool

Factories​

get_polymarket_http_client(api_key: str | None = None, api_secret: str | None = None, passphrase: str | None = None, base_url: str | None = None, chain_id: int = 137, signature_type: int = 0, private_key: str | None = None, funder: str | None = None) → ClobClient​

Cache and return a Polymarket CLOB client.

If a cached client with matching parameters already exists, the cached client will be returned.

  • Parameters:
    • api_key (str , optional) – The API key for the client.
    • api_secret (str , optional) – The API secret for the client.
    • passphrase (str , optional) – The passphrase for the client.
    • base_url (str , optional) – The base URL for the API endpoints.
    • chain_id (int , default POLYGON) – The chain ID for the client.
    • signature_type (int , default 0 *(*EOA )) – The Polymarket signature type.
    • private_key (str , optional) – The private key for the wallet on the Polygon network.
    • funder (str , optional) – The wallet address (public key) on the Polygon network used for funding USDC.
  • Return type: ClobClient

get_polymarket_instrument_provider(client: ClobClient, clock: LiveClock, config: InstrumentProviderConfig) → PolymarketInstrumentProvider​

Cache and return a Polymarket instrument provider.

If a cached provider already exists, then that provider will be returned.

class PolymarketLiveDataClientFactory​

Bases: LiveDataClientFactory

Provides a Polymarket live data client factory.

static create(loop: AbstractEventLoop, name: str, config: PolymarketDataClientConfig, msgbus: MessageBus, cache: Cache, clock: LiveClock) → PolymarketDataClient​

Create a new Polymarket data client.

  • Parameters:
    • loop (asyncio.AbstractEventLoop) – The event loop for the client.
    • name (str) – The custom client ID.
    • config (PolymarketDataClientConfig) – The client configuration.
    • msgbus (MessageBus) – The message bus for the client.
    • cache (Cache) – The cache for the client.
    • clock (LiveClock) – The clock for the instrument provider.
  • Return type: PolymarketDataClient

class PolymarketLiveExecClientFactory​

Bases: LiveExecClientFactory

Provides a Polymarket live execution client factory.

static create(loop: AbstractEventLoop, name: str, config: PolymarketExecClientConfig, msgbus: MessageBus, cache: Cache, clock: LiveClock) → PolymarketExecutionClient​

Create a new Polymarket execution client.

  • Parameters:
    • loop (asyncio.AbstractEventLoop) – The event loop for the client.
    • name (str) – The custom client ID.
    • config (PolymarketExecClientConfig) – The client configuration.
    • msgbus (MessageBus) – The message bus for the client.
    • cache (Cache) – The cache for the client.
    • clock (LiveClock) – The clock for the instrument provider.
  • Return type: PolymarketExecutionClient

Enums​

class PolymarketSignatureType​

Bases: Enum

EOA = 0​

POLY_PROXY = 1​

POLY_GNOSIS_SAFE = 2​

class PolymarketOrderSide​

Bases: Enum

BUY = 'BUY'​

SELL = 'SELL'​

class PolymarketLiquiditySide​

Bases: Enum

MAKER = 'MAKER'​

TAKER = 'TAKER'​

class PolymarketOrderType​

Bases: Enum

FOK = 'FOK'​

FAK = 'FAK'​

GTC = 'GTC'​

GTD = 'GTD'​

class PolymarketEventType​

Bases: Enum

PLACEMENT = 'PLACEMENT'​

UPDATE = 'UPDATE'​

CANCELLATION = 'CANCELLATION'​

TRADE = 'TRADE'​

class PolymarketOrderStatus​

Bases: Enum

INVALID = 'INVALID'​

LIVE = 'LIVE'​

DELAYED = 'DELAYED'​

MATCHED = 'MATCHED'​

UNMATCHED = 'UNMATCHED'​

CANCELED = 'CANCELED'​

CANCELED_MARKET_RESOLVED = 'CANCELED_MARKET_RESOLVED'​

class PolymarketTradeStatus​

Bases: Enum

MATCHED = 'MATCHED'​

MINED = 'MINED'​

CONFIRMED = 'CONFIRMED'​

RETRYING = 'RETRYING'​

FAILED = 'FAILED'​

Providers​

class PolymarketInstrumentProvider​

Bases: InstrumentProvider

Provides Nautilus instrument definitions from Polymarket.

  • Parameters:
    • client (ClobClient) – The Polymarket CLOB HTTP client.
    • clock (LiveClock) – The clock instance.
    • config (InstrumentProviderConfig , optional) – The instrument provider configuration, by default None.

async load_all_async(filters: dict | None = None) → None​

Load the latest instruments into the provider asynchronously, optionally applying the given filters.

async load_ids_async(instrument_ids: list[InstrumentId], filters: dict | None = None) → None​

Load the instruments for the given IDs into the provider, optionally applying the given filters.

  • Parameters:
    • instrument_ids (list [InstrumentId ]) – The instrument IDs to load.
    • filters (frozendict *[*str , Any ] or dict *[*str , Any ] , optional) – The venue specific instrument loading filters to apply.
  • Raises: ValueError – If any instrument_id.venue is not equal to self.venue.

async load_async(instrument_id: InstrumentId, filters: dict | None = None) → None​

Load the instrument for the given ID into the provider asynchronously, optionally applying the given filters.

  • Parameters:
    • instrument_id (InstrumentId) – The instrument ID to load.
    • filters (frozendict *[*str , Any ] or dict *[*str , Any ] , optional) – The venue specific instrument loading filters to apply.
  • Raises: ValueError – If instrument_id.venue is not equal to self.venue.

add(instrument: Instrument) → None​

Add the given instrument to the provider.

  • Parameters: instrument (Instrument) – The instrument to add.

add_bulk(instruments: list[Instrument]) → None​

Add the given instruments bulk to the provider.

  • Parameters: instruments (list [Instrument ]) – The instruments to add.

add_currency(currency: Currency) → None​

Add the given currency to the provider.

  • Parameters: currency (Currency) – The currency to add.

property count : int​

Return the count of instruments held by the provider.

  • Return type: int

currencies() → dict[str, Currency]​

Return all currencies held by the instrument provider.

currency(code: str) → Currency | None​

Return the currency with the given code (if found).

  • Parameters: code (str) – The currency code.
  • Return type: Currency or None
  • Raises: ValueError – If code is not a valid string.

find(instrument_id: InstrumentId) → Instrument | None​

Return the instrument for the given instrument ID (if found).

  • Parameters: instrument_id (InstrumentId) – The ID for the instrument
  • Return type: Instrument or None

get_all() → dict[InstrumentId, Instrument]​

Return all loaded instruments as a map keyed by instrument ID.

If no instruments loaded, will return an empty dict.

async initialize(reload: bool = False) → None​

Initialize the instrument provider.

  • Parameters: reload (bool , default False) – If True, then will always reload instruments. If False, then will immediately return if already loaded.

list_all() → list[Instrument]​

Return all loaded instruments.

load(instrument_id: InstrumentId, filters: dict | None = None) → None​

Load the instrument for the given ID into the provider, optionally applying the given filters.

  • Parameters:
    • instrument_id (InstrumentId) – The instrument ID to load.
    • filters (frozendict *[*str , Any ] or dict *[*str , Any ] , optional) – The venue specific instrument loading filters to apply.

load_all(filters: dict | None = None) → None​

Load the latest instruments into the provider, optionally applying the given filters.

  • Parameters: filters (frozendict *[*str , Any ] or dict *[*str , Any ] , optional) – The venue specific instrument loading filters to apply.

load_ids(instrument_ids: list[InstrumentId], filters: dict | None = None) → None​

Load the instruments for the given IDs into the provider, optionally applying the given filters.

  • Parameters:
    • instrument_ids (list [InstrumentId ]) – The instrument IDs to load.
    • filters (frozendict *[*str , Any ] or dict *[*str , Any ] , optional) – The venue specific instrument loading filters to apply.

Data​

class PolymarketDataClient​

Bases: LiveMarketDataClient

Provides a data client for Polymarket, a decentralized predication market.

  • Parameters:
    • loop (asyncio.AbstractEventLoop) – The event loop for the client.
    • http_client (py_clob_client.client.ClobClient) – The Polymarket HTTP client.
    • msgbus (MessageBus) – The message bus for the client.
    • cache (Cache) – The cache for the client.
    • clock (LiveClock) – The clock for the client.
    • instrument_provider (PolymarketInstrumentProvider) – The instrument provider.
    • config (PolymarketDataClientConfig) – The configuration for the client.
    • name (str , optional) – The custom client ID.

async cancel_pending_tasks(timeout_secs: float = 5.0) → None​

Cancel all pending tasks and await their cancellation.

  • Parameters: timeout_secs (float , default 5.0) – The timeout in seconds to wait for tasks to cancel.

connect() → None​

Connect the client.

create_task(coro: ~collections.abc.Coroutine, log_msg: str | None = None, actions: ~collections.abc.Callable | None = None, success_msg: str | None = None, success_color: ~nautilus_trader.core.rust.common.LogColor = <LogColor.NORMAL: 0>) → Task | None​

Run the given coroutine with error handling and optional callback actions when done.

  • Parameters:
    • coro (Coroutine) – The coroutine to run.
    • log_msg (str , optional) – The log message for the task.
    • actions (Callable , optional) – The actions callback to run when the coroutine is done.
    • success_msg (str , optional) – The log message to write on actions success.
    • success_color (LogColor, default NORMAL) – The log message color for actions success.
  • Return type: asyncio.Task

degrade(self) → void​

Degrade the component.

While executing on_degrade() any exception will be logged and reraised, then the component will remain in a DEGRADING state.

WARNING​

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

disconnect() → None​

Disconnect the client.

dispose(self) → void​

Dispose of the component.

While executing on_dispose() any exception will be logged and reraised, then the component will remain in a DISPOSING state.

WARNING​

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

fault(self) → void​

Fault the component.

Calling this method multiple times has the same effect as calling it once (it is idempotent). Once called, it cannot be reversed, and no other methods should be called on this instance.

While executing on_fault() any exception will be logged and reraised, then the component will remain in a FAULTING state.

WARNING​

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

classmethod fully_qualified_name(cls) → str​

Return the fully qualified name for the components class.

  • Return type: str

id​

The components ID.

  • Returns: ComponentId

is_connected​

If the client is connected.

  • Returns: bool

is_degraded​

bool

Return whether the current component state is DEGRADED.

  • Return type: bool
  • Type: Component.is_degraded

is_disposed​

bool

Return whether the current component state is DISPOSED.

  • Return type: bool
  • Type: Component.is_disposed

is_faulted​

bool

Return whether the current component state is FAULTED.

  • Return type: bool
  • Type: Component.is_faulted

is_initialized​

bool

Return whether the component has been initialized (component.state >= INITIALIZED).

  • Return type: bool
  • Type: Component.is_initialized

is_running​

bool

Return whether the current component state is RUNNING.

  • Return type: bool
  • Type: Component.is_running

is_stopped​

bool

Return whether the current component state is STOPPED.

  • Return type: bool
  • Type: Component.is_stopped

request(self, RequestData request) → void​

Request data for the given data type.

  • Parameters: request (RequestData) – The message for the data request.

request_bars(self, RequestBars request) → void​

Request historical Bar data. To load historical data from a catalog, you can pass a list[DataCatalogConfig] to the TradingNodeConfig or the BacktestEngineConfig.

  • Parameters: request (RequestBars) – The message for the data request.

request_instrument(self, RequestInstrument request) → void​

Request Instrument data for the given instrument ID.

request_instruments(self, RequestInstruments request) → void​

Request all Instrument data for the given venue.

request_order_book_depth(request: RequestOrderBookDepth) → None​

request_order_book_snapshot(self, RequestOrderBookSnapshot request) → void​

Request order book snapshot data.

request_quote_ticks(self, RequestQuoteTicks request) → void​

Request historical QuoteTick data.

request_trade_ticks(self, RequestTradeTicks request) → void​

Request historical TradeTick data.

reset(self) → void​

Reset the component.

All stateful fields are reset to their initial value.

While executing on_reset() any exception will be logged and reraised, then the component will remain in a RESETTING state.

WARNING​

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

resume(self) → void​

Resume the component.

While executing on_resume() any exception will be logged and reraised, then the component will remain in a RESUMING state.

WARNING​

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

async run_after_delay(delay: float, coro: Coroutine) → None​

Run the given coroutine after a delay.

  • Parameters:
    • delay (float) – The delay (seconds) before running the coroutine.
    • coro (Coroutine) – The coroutine to run after the initial delay.

shutdown_system(self, str reason=None) → void​

Initiate a system-wide shutdown by generating and publishing a ShutdownSystem command.

The command is handled by the system’s NautilusKernel, which will invoke either stop (synchronously) or stop_async (asynchronously) depending on the execution context and the presence of an active event loop.

  • Parameters: reason (str , optional) – The reason for issuing the shutdown command.

start(self) → void​

Start the component.

While executing on_start() any exception will be logged and reraised, then the component will remain in a STARTING state.

WARNING​

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

state​

ComponentState

Return the components current state.

  • Return type: ComponentState
  • Type: Component.state

stop(self) → void​

Stop the component.

While executing on_stop() any exception will be logged and reraised, then the component will remain in a STOPPING state.

WARNING​

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

subscribe(self, SubscribeData command) → void​

Subscribe to data for the given data type.

  • Parameters:
    • data_type (DataType) – The data type for the subscription.
    • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

subscribe_bars(self, SubscribeBars command) → void​

Subscribe to Bar data for the given bar type.

  • Parameters:
    • bar_type (BarType) – The bar type to subscribe to.
    • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

subscribe_funding_rates(self, SubscribeFundingRates command) → void​

Subscribe to FundingRateUpdate data for the given instrument ID.

  • Parameters:
    • instrument_id (InstrumentId) – The instrument to subscribe to.
    • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

subscribe_index_prices(self, SubscribeIndexPrices command) → void​

Subscribe to IndexPriceUpdate data for the given instrument ID.

  • Parameters:
    • instrument_id (InstrumentId) – The instrument to subscribe to.
    • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

subscribe_instrument(self, SubscribeInstrument command) → void​

Subscribe to the Instrument with the given instrument ID.

  • Parameters: params (dict *[*str , Any ] , optional) – Additional params for the subscription.

subscribe_instrument_close(self, SubscribeInstrumentClose command) → void​

Subscribe to InstrumentClose updates for the given instrument ID.

  • Parameters:
    • instrument_id (InstrumentId) – The tick instrument to subscribe to.
    • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

subscribe_instrument_status(self, SubscribeInstrumentStatus command) → void​

Subscribe to InstrumentStatus data for the given instrument ID.

  • Parameters:
    • instrument_id (InstrumentId) – The tick instrument to subscribe to.
    • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

subscribe_instruments(self, SubscribeInstruments command) → void​

Subscribe to all Instrument data.

  • Parameters: params (dict *[*str , Any ] , optional) – Additional params for the subscription.

subscribe_mark_prices(self, SubscribeMarkPrices command) → void​

Subscribe to MarkPriceUpdate data for the given instrument ID.

  • Parameters:
    • instrument_id (InstrumentId) – The instrument to subscribe to.
    • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

subscribe_order_book_deltas(self, SubscribeOrderBook command) → void​

Subscribe to OrderBookDeltas data for the given instrument ID.

  • Parameters:
    • instrument_id (InstrumentId) – The order book instrument to subscribe to.
    • book_type (BookType {L1_MBP, L2_MBP, L3_MBO}) – The order book type.
    • depth (int , optional , default None) – The maximum depth for the subscription.
    • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

subscribe_order_book_depth(self, SubscribeOrderBook command) → void​

Subscribe to OrderBookDepth10 data for the given instrument ID.

  • Parameters:
    • instrument_id (InstrumentId) – The order book instrument to subscribe to.
    • depth (int , optional) – The maximum depth for the order book (defaults to 10).
    • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

subscribe_order_book_snapshots(self, SubscribeOrderBook command) → void​

Subscribe to OrderBook snapshots data for the given instrument ID.

  • Parameters:
    • instrument_id (InstrumentId) – The order book instrument to subscribe to.
    • book_type (BookType {L1_MBP, L2_MBP, L3_MBO}) – The order book level.
    • depth (int , optional) – The maximum depth for the order book. A depth of 0 is maximum depth.
    • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

subscribe_quote_ticks(self, SubscribeQuoteTicks command) → void​

Subscribe to QuoteTick data for the given instrument ID.

  • Parameters:
    • instrument_id (InstrumentId) – The tick instrument to subscribe to.
    • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

subscribe_trade_ticks(self, SubscribeTradeTicks command) → void​

Subscribe to TradeTick data for the given instrument ID.

  • Parameters:
    • instrument_id (InstrumentId) – The tick instrument to subscribe to.
    • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

subscribed_bars(self) → list​

Return the bar types subscribed to.

subscribed_custom_data(self) → list​

Return the custom data types subscribed to.

subscribed_funding_rates(self) → list​

Return the funding rate update instruments subscribed to.

subscribed_index_prices(self) → list​

Return the index price update instruments subscribed to.

subscribed_instrument_close(self) → list​

Return the instrument closes subscribed to.

subscribed_instrument_status(self) → list​

Return the status update instruments subscribed to.

subscribed_instruments(self) → list​

Return the instruments subscribed to.

subscribed_mark_prices(self) → list​

Return the mark price update instruments subscribed to.

subscribed_order_book_deltas(self) → list​

Return the order book delta instruments subscribed to.

subscribed_order_book_snapshots(self) → list​

Return the order book snapshot instruments subscribed to.

subscribed_quote_ticks(self) → list​

Return the quote tick instruments subscribed to.

subscribed_trade_ticks(self) → list​

Return the trade tick instruments subscribed to.

trader_id​

The trader ID associated with the component.

  • Returns: TraderId

type​

The components type.

  • Returns: type

unsubscribe(self, UnsubscribeData command) → void​

Unsubscribe from data for the given data type.

  • Parameters:
    • data_type (DataType) – The data type for the subscription.
    • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

unsubscribe_bars(self, UnsubscribeBars command) → void​

Unsubscribe from Bar data for the given bar type.

  • Parameters:
    • bar_type (BarType) – The bar type to unsubscribe from.
    • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

unsubscribe_funding_rates(self, UnsubscribeFundingRates command) → void​

Unsubscribe from FundingRateUpdate data for the given instrument ID.

  • Parameters:
    • instrument_id (InstrumentId) – The instrument to subscribe to.
    • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

unsubscribe_index_prices(self, UnsubscribeIndexPrices command) → void​

Unsubscribe from IndexPriceUpdate data for the given instrument ID.

  • Parameters:
    • instrument_id (InstrumentId) – The instrument to subscribe to.
    • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

unsubscribe_instrument(self, UnsubscribeInstrument command) → void​

Unsubscribe from Instrument data for the given instrument ID.

  • Parameters:
    • instrument_id (InstrumentId) – The instrument to unsubscribe from.
    • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

unsubscribe_instrument_close(self, UnsubscribeInstrumentClose command) → void​

Unsubscribe from InstrumentClose data for the given instrument ID.

  • Parameters:
    • instrument_id (InstrumentId) – The tick instrument to unsubscribe from.
    • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

unsubscribe_instrument_status(self, UnsubscribeInstrumentStatus command) → void​

Unsubscribe from InstrumentStatus data for the given instrument ID.

  • Parameters:
    • instrument_id (InstrumentId) – The instrument status updates to unsubscribe from.
    • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

unsubscribe_instruments(self, UnsubscribeInstruments command) → void​

Unsubscribe from all Instrument data.

  • Parameters: params (dict *[*str , Any ] , optional) – Additional params for the subscription.

unsubscribe_mark_prices(self, UnsubscribeMarkPrices command) → void​

Unsubscribe from MarkPriceUpdate data for the given instrument ID.

  • Parameters:
    • instrument_id (InstrumentId) – The instrument to subscribe to.
    • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

unsubscribe_order_book_deltas(self, UnsubscribeOrderBook command) → void​

Unsubscribe from OrderBookDeltas data for the given instrument ID.

  • Parameters:
    • instrument_id (InstrumentId) – The order book instrument to unsubscribe from.
    • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

unsubscribe_order_book_depth(self, UnsubscribeOrderBook command) → void​

Unsubscribe from OrderBookDepth10 data for the given instrument ID.

  • Parameters:
    • instrument_id (InstrumentId) – The order book instrument to unsubscribe from.
    • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

unsubscribe_order_book_snapshots(self, UnsubscribeOrderBook command) → void​

Unsubscribe from OrderBook snapshots data for the given instrument ID.

  • Parameters:
    • instrument_id (InstrumentId) – The order book instrument to unsubscribe from.
    • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

unsubscribe_quote_ticks(self, UnsubscribeQuoteTicks command) → void​

Unsubscribe from QuoteTick data for the given instrument ID.

  • Parameters:
    • instrument_id (InstrumentId) – The tick instrument to unsubscribe from.
    • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

unsubscribe_trade_ticks(self, UnsubscribeTradeTicks command) → void​

Unsubscribe from TradeTick data for the given instrument ID.

  • Parameters:
    • instrument_id (InstrumentId) – The tick instrument to unsubscribe from.
    • params (dict *[*str , Any ] , optional) – Additional params for the subscription.

venue​

The clients venue ID (if applicable).

  • Returns: Venue or None

Execution​

class PolymarketExecutionClient​

Bases: LiveExecutionClient

Provides an execution client for Polymarket, a decentralized predication market.

  • Parameters:
    • loop (asyncio.AbstractEventLoop) – The event loop for the client.
    • http_client (py_clob_client.client.ClobClient) – The Polymarket HTTP client.
    • msgbus (MessageBus) – The message bus for the client.
    • cache (Cache) – The cache for the client.
    • clock (LiveClock) – The clock for the client.
    • instrument_provider (PolymarketInstrumentProvider) – The instrument provider.
    • config (PolymarketExecClientConfig) – The configuration for the client.
    • name (str , optional) – The custom client ID.

async generate_order_status_reports(command: GenerateOrderStatusReports) → list[OrderStatusReport]​

Generate a list of

`

OrderStatusReport`s with optional query filters.

The returned list may be empty if no orders match the given parameters.

async generate_order_status_report(command: GenerateOrderStatusReport) → OrderStatusReport | None​

Generate an OrderStatusReport for the given order identifier parameter(s).

If the order is not found, or an error occurs, then logs and returns None.

  • Parameters: command (GenerateOrderStatusReport) – The command to generate the report.
  • Return type: OrderStatusReport or None
  • Raises: ValueError – If both the client_order_id and venue_order_id are None.

async generate_fill_reports(command: GenerateFillReports) → list[FillReport]​

Generate a list of

`

FillReport`s with optional query filters.

The returned list may be empty if no trades match the given parameters.

async generate_position_status_reports(command: GeneratePositionStatusReports) → list[PositionStatusReport]​

Generate a list of

`

PositionStatusReport`s with optional query filters.

The returned list may be empty if no positions match the given parameters.

account_id​

The clients account ID.

  • Returns: AccountId or None

account_type​

The clients account type.

  • Returns: AccountType

base_currency​

The clients account base currency (None for multi-currency accounts).

  • Returns: Currency or None

batch_cancel_orders(self, BatchCancelOrders command) → void​

Batch cancel orders for the instrument ID contained in the given command.

cancel_all_orders(self, CancelAllOrders command) → void​

Cancel all orders for the instrument ID contained in the given command.

cancel_order(self, CancelOrder command) → void​

Cancel the order with the client order ID contained in the given command.

  • Parameters: command (CancelOrder) – The command to execute.

async cancel_pending_tasks(timeout_secs: float = 5.0) → None​

Cancel all pending tasks and await their cancellation.

  • Parameters: timeout_secs (float , default 5.0) – The timeout in seconds to wait for tasks to cancel.

connect() → None​

Connect the client.

create_task(coro: ~collections.abc.Coroutine, log_msg: str | None = None, actions: ~collections.abc.Callable | None = None, success_msg: str | None = None, success_color: ~nautilus_trader.core.rust.common.LogColor = <LogColor.NORMAL: 0>) → Task​

Run the given coroutine with error handling and optional callback actions when done.

  • Parameters:
    • coro (Coroutine) – The coroutine to run.
    • log_msg (str , optional) – The log message for the task.
    • actions (Callable , optional) – The actions callback to run when the coroutine is done.
    • success_msg (str , optional) – The log message to write on actions success.
    • success_color (str, default NORMAL) – The log message color for actions success.
  • Return type: asyncio.Task

degrade(self) → void​

Degrade the component.

While executing on_degrade() any exception will be logged and reraised, then the component will remain in a DEGRADING state.

WARNING​

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

disconnect() → None​

Disconnect the client.

dispose(self) → void​

Dispose of the component.

While executing on_dispose() any exception will be logged and reraised, then the component will remain in a DISPOSING state.

WARNING​

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

fault(self) → void​

Fault the component.

Calling this method multiple times has the same effect as calling it once (it is idempotent). Once called, it cannot be reversed, and no other methods should be called on this instance.

While executing on_fault() any exception will be logged and reraised, then the component will remain in a FAULTING state.

WARNING​

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

classmethod fully_qualified_name(cls) → str​

Return the fully qualified name for the components class.

  • Return type: str

generate_account_state(self, list balances, list margins, bool reported, uint64_t ts_event, dict info=None) → void​

Generate an AccountState event and publish on the message bus.

  • Parameters:
    • balances (list [AccountBalance ]) – The account balances.
    • margins (list [MarginBalance ]) – The margin balances.
    • reported (bool) – If the balances are reported directly from the exchange.
    • ts_event (uint64_t) – UNIX timestamp (nanoseconds) when the account state event occurred.
    • info (dict *[*str , object ]) – The additional implementation specific account information.

async generate_mass_status(lookback_mins: int | None = None) → ExecutionMassStatus | None​

Generate an ExecutionMassStatus report.

  • Parameters: lookback_mins (int , optional) – The maximum lookback for querying closed orders, trades and positions.
  • Return type: ExecutionMassStatus or None

generate_order_accepted(self, StrategyId strategy_id, InstrumentId instrument_id, ClientOrderId client_order_id, VenueOrderId venue_order_id, uint64_t ts_event) → void​

Generate an OrderAccepted event and send it to the ExecutionEngine.

  • Parameters:
    • strategy_id (StrategyId) – The strategy ID associated with the event.
    • instrument_id (InstrumentId) – The instrument ID.
    • client_order_id (ClientOrderId) – The client order ID.
    • venue_order_id (VenueOrderId) – The venue order ID (assigned by the venue).
    • ts_event (uint64_t) – UNIX timestamp (nanoseconds) when the order accepted event occurred.

generate_order_cancel_rejected(self, StrategyId strategy_id, InstrumentId instrument_id, ClientOrderId client_order_id, VenueOrderId venue_order_id, str reason, uint64_t ts_event) → void​

Generate an OrderCancelRejected event and send it to the ExecutionEngine.

  • Parameters:
    • strategy_id (StrategyId) – The strategy ID associated with the event.
    • instrument_id (InstrumentId) – The instrument ID.
    • client_order_id (ClientOrderId) – The client order ID.
    • venue_order_id (VenueOrderId) – The venue order ID (assigned by the venue).
    • reason (str) – The order cancel rejected reason.
    • ts_event (uint64_t) – UNIX timestamp (nanoseconds) when the order cancel rejected event occurred.

generate_order_canceled(self, StrategyId strategy_id, InstrumentId instrument_id, ClientOrderId client_order_id, VenueOrderId venue_order_id, uint64_t ts_event) → void​

Generate an OrderCanceled event and send it to the ExecutionEngine.

  • Parameters:
    • strategy_id (StrategyId) – The strategy ID associated with the event.
    • instrument_id (InstrumentId) – The instrument ID.
    • client_order_id (ClientOrderId) – The client order ID.
    • venue_order_id (VenueOrderId) – The venue order ID (assigned by the venue).
    • ts_event (uint64_t) – UNIX timestamp (nanoseconds) when order canceled event occurred.

generate_order_denied(self, StrategyId strategy_id, InstrumentId instrument_id, ClientOrderId client_order_id, str reason, uint64_t ts_event) → void​

Generate an OrderDenied event and send it to the ExecutionEngine.

  • Parameters:
    • strategy_id (StrategyId) – The strategy ID associated with the event.
    • instrument_id (InstrumentId) – The instrument ID.
    • client_order_id (ClientOrderId) – The client order ID.
    • reason (str) – The order denied reason.
    • ts_event (uint64_t) – UNIX timestamp (nanoseconds) when the order denied event occurred.

generate_order_expired(self, StrategyId strategy_id, InstrumentId instrument_id, ClientOrderId client_order_id, VenueOrderId venue_order_id, uint64_t ts_event) → void​

Generate an OrderExpired event and send it to the ExecutionEngine.

  • Parameters:
    • strategy_id (StrategyId) – The strategy ID associated with the event.
    • instrument_id (InstrumentId) – The instrument ID.
    • client_order_id (ClientOrderId) – The client order ID.
    • venue_order_id (VenueOrderId) – The venue order ID (assigned by the venue).
    • ts_event (uint64_t) – UNIX timestamp (nanoseconds) when the order expired event occurred.

generate_order_filled(self, StrategyId strategy_id, InstrumentId instrument_id, ClientOrderId client_order_id, VenueOrderId venue_order_id, PositionId venue_position_id: PositionId | None, TradeId trade_id, OrderSide order_side, OrderType order_type, Quantity last_qty, Price last_px, Currency quote_currency, Money commission, LiquiditySide liquidity_side, uint64_t ts_event, dict info=None) → void​

Generate an OrderFilled event and send it to the ExecutionEngine.

  • Parameters:
    • strategy_id (StrategyId) – The strategy ID associated with the event.
    • instrument_id (InstrumentId) – The instrument ID.
    • client_order_id (ClientOrderId) – The client order ID.
    • venue_order_id (VenueOrderId) – The venue order ID (assigned by the venue).
    • trade_id (TradeId) – The trade ID.
    • venue_position_id (PositionId or None) – The venue position ID associated with the order. If the trading venue has assigned a position ID / ticket then pass that here, otherwise pass None and the execution engine OMS will handle position ID resolution.
    • order_side (OrderSide {BUY, SELL}) – The execution order side.
    • order_type (OrderType) – The execution order type.
    • last_qty (Quantity) – The fill quantity for this execution.
    • last_px (Price) – The fill price for this execution (not average price).
    • quote_currency (Currency) – The currency of the price.
    • commission (Money) – The fill commission.
    • liquidity_side (LiquiditySide {NO_LIQUIDITY_SIDE, MAKER, TAKER}) – The execution liquidity side.
    • ts_event (uint64_t) – UNIX timestamp (nanoseconds) when the order filled event occurred.
    • info (dict *[*str , object ] , optional) – The additional fill information.

generate_order_modify_rejected(self, StrategyId strategy_id, InstrumentId instrument_id, ClientOrderId client_order_id, VenueOrderId venue_order_id, str reason, uint64_t ts_event) → void​

Generate an OrderModifyRejected event and send it to the ExecutionEngine.

  • Parameters:
    • strategy_id (StrategyId) – The strategy ID associated with the event.
    • instrument_id (InstrumentId) – The instrument ID.
    • client_order_id (ClientOrderId) – The client order ID.
    • venue_order_id (VenueOrderId) – The venue order ID (assigned by the venue).
    • reason (str) – The order update rejected reason.
    • ts_event (uint64_t) – UNIX timestamp (nanoseconds) when the order update rejection event occurred.

generate_order_rejected(self, StrategyId strategy_id, InstrumentId instrument_id, ClientOrderId client_order_id, str reason, uint64_t ts_event, bool due_post_only=False) → void​

Generate an OrderRejected event and send it to the ExecutionEngine.

  • Parameters:
    • strategy_id (StrategyId) – The strategy ID associated with the event.
    • instrument_id (InstrumentId) – The instrument ID.
    • client_order_id (ClientOrderId) – The client order ID.
    • reason (datetime) – The order rejected reason.
    • ts_event (uint64_t) – UNIX timestamp (nanoseconds) when the order rejected event occurred.
    • due_post_only (bool , default False) – If the order was rejected because it was post-only and would execute immediately as a taker.

generate_order_submitted(self, StrategyId strategy_id, InstrumentId instrument_id, ClientOrderId client_order_id, uint64_t ts_event) → void​

Generate an OrderSubmitted event and send it to the ExecutionEngine.

  • Parameters:
    • strategy_id (StrategyId) – The strategy ID associated with the event.
    • instrument_id (InstrumentId) – The instrument ID.
    • client_order_id (ClientOrderId) – The client order ID.
    • ts_event (uint64_t) – UNIX timestamp (nanoseconds) when the order submitted event occurred.

generate_order_triggered(self, StrategyId strategy_id, InstrumentId instrument_id, ClientOrderId client_order_id, VenueOrderId venue_order_id, uint64_t ts_event) → void​

Generate an OrderTriggered event and send it to the ExecutionEngine.

  • Parameters:
    • strategy_id (StrategyId) – The strategy ID associated with the event.
    • instrument_id (InstrumentId) – The instrument ID.
    • client_order_id (ClientOrderId) – The client order ID.
    • venue_order_id (VenueOrderId) – The venue order ID (assigned by the venue).
    • ts_event (uint64_t) – UNIX timestamp (nanoseconds) when the order triggered event occurred.

generate_order_updated(self, StrategyId strategy_id, InstrumentId instrument_id, ClientOrderId client_order_id, VenueOrderId venue_order_id, Quantity quantity, Price price, Price trigger_price, uint64_t ts_event, bool venue_order_id_modified=False) → void​

Generate an OrderUpdated event and send it to the ExecutionEngine.

  • Parameters:
    • strategy_id (StrategyId) – The strategy ID associated with the event.
    • instrument_id (InstrumentId) – The instrument ID.
    • client_order_id (ClientOrderId) – The client order ID.
    • venue_order_id (VenueOrderId) – The venue order ID (assigned by the venue).
    • quantity (Quantity) – The orders current quantity.
    • price (Price) – The orders current price.
    • trigger_price (Price or None) – The orders current trigger price.
    • ts_event (uint64_t) – UNIX timestamp (nanoseconds) when the order update event occurred.
    • venue_order_id_modified (bool) – If the ID was modified for this event.

get_account(self) → Account​

Return the account for the client (if registered).

  • Return type: Account or None

id​

The components ID.

  • Returns: ComponentId

is_connected​

If the client is connected.

  • Returns: bool

is_degraded​

bool

Return whether the current component state is DEGRADED.

  • Return type: bool
  • Type: Component.is_degraded

is_disposed​

bool

Return whether the current component state is DISPOSED.

  • Return type: bool
  • Type: Component.is_disposed

is_faulted​

bool

Return whether the current component state is FAULTED.

  • Return type: bool
  • Type: Component.is_faulted

is_initialized​

bool

Return whether the component has been initialized (component.state >= INITIALIZED).

  • Return type: bool
  • Type: Component.is_initialized

is_running​

bool

Return whether the current component state is RUNNING.

  • Return type: bool
  • Type: Component.is_running

is_stopped​

bool

Return whether the current component state is STOPPED.

  • Return type: bool
  • Type: Component.is_stopped

modify_order(self, ModifyOrder command) → void​

Modify the order with parameters contained in the command.

  • Parameters: command (ModifyOrder) – The command to execute.

oms_type​

The venues order management system type.

  • Returns: OmsType

query_account(self, QueryAccount command) → void​

Query the account specified by the command which will generate an AccountState event.

  • Parameters: command (QueryAccount) – The command to execute.

query_order(self, QueryOrder command) → void​

Initiate a reconciliation for the queried order which will generate an OrderStatusReport.

  • Parameters: command (QueryOrder) – The command to execute.

reset(self) → void​

Reset the component.

All stateful fields are reset to their initial value.

While executing on_reset() any exception will be logged and reraised, then the component will remain in a RESETTING state.

WARNING​

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

resume(self) → void​

Resume the component.

While executing on_resume() any exception will be logged and reraised, then the component will remain in a RESUMING state.

WARNING​

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

async run_after_delay(delay: float, coro: Coroutine) → None​

Run the given coroutine after a delay.

  • Parameters:
    • delay (float) – The delay (seconds) before running the coroutine.
    • coro (Coroutine) – The coroutine to run after the initial delay.

shutdown_system(self, str reason=None) → void​

Initiate a system-wide shutdown by generating and publishing a ShutdownSystem command.

The command is handled by the system’s NautilusKernel, which will invoke either stop (synchronously) or stop_async (asynchronously) depending on the execution context and the presence of an active event loop.

  • Parameters: reason (str , optional) – The reason for issuing the shutdown command.

start(self) → void​

Start the component.

While executing on_start() any exception will be logged and reraised, then the component will remain in a STARTING state.

WARNING​

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

state​

ComponentState

Return the components current state.

  • Return type: ComponentState
  • Type: Component.state

stop(self) → void​

Stop the component.

While executing on_stop() any exception will be logged and reraised, then the component will remain in a STOPPING state.

WARNING​

Do not override.

If the component is not in a valid state from which to execute this method, then the component state will not change, and an error will be logged.

submit_order(self, SubmitOrder command) → void​

Submit the order contained in the given command for execution.

  • Parameters: command (SubmitOrder) – The command to execute.

submit_order_list(self, SubmitOrderList command) → void​

Submit the order list contained in the given command for execution.

trader_id​

The trader ID associated with the component.

  • Returns: TraderId

type​

The components type.

  • Returns: type

venue​

The clients venue ID (if not a routing client).

  • Returns: Venue or None
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