Index

A

ACCOUNT (BybitEndpointType attribute) account() (Cache method), [1] (CacheFacade method) (Portfolio method), [1] (PortfolioFacade method), [1] ACCOUNT_CONFIG_UPDATE (BinanceFuturesEventType attribute) account_for_venue() (Cache method), [1] (CacheFacade method) account_id (AccountState attribute), [1] (BacktestExecClient attribute) (BinanceFuturesExecutionClient attribute) (BinanceSpotExecutionClient attribute) (BybitExecutionClient attribute) (ExecutionClient attribute) (LimitIfTouchedOrder attribute) (LimitOrder attribute) (LiveExecutionClient attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (OKXExecutionClient attribute) (Order attribute), [1] (OrderAccepted attribute), [1] (OrderCanceled attribute), [1] (OrderCancelRejected attribute), [1] (OrderDenied attribute), [1] (OrderEmulated attribute), [1] (OrderEvent attribute), [1] (OrderExpired attribute), [1] (OrderFilled attribute), [1] (OrderInitialized attribute), [1] (OrderModifyRejected attribute), [1] (OrderPendingCancel attribute), [1] (OrderPendingUpdate attribute), [1] (OrderRejected attribute), [1] (OrderReleased attribute), [1] (OrderSubmitted attribute), [1] (OrderTriggered attribute), [1] (OrderUpdated attribute), [1] (Position attribute) (PositionChanged attribute) (PositionClosed attribute) (PositionEvent attribute), [1] (PositionOpened attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) account_id() (Cache method), [1] (CacheFacade method) account_type (AccountState attribute), [1] (BacktestExecClient attribute) (BacktestVenueConfig attribute) (BinanceDataClientConfig attribute) (BinanceExecClientConfig attribute) (BinanceFuturesExecutionClient attribute) (BinanceSpotExecutionClient attribute) (BybitExecutionClient attribute) ACCOUNT_TYPE (CashAccount attribute) account_type (ExecutionClient attribute) (LiveExecutionClient attribute) (OKXExecutionClient attribute) ACCOUNT_UPDATE (BinanceFuturesEventType attribute) AccountBalance (class in nautilus_trader.model.objects) AccountFactory (class in nautilus_trader.accounting.factory) AccountId (class in nautilus_trader.model.identifiers) accounts() (Cache method), [1] (CacheFacade method) AccountsManager (class in nautilus_trader.accounting.manager) AccountState (class in nautilus_trader.model.events) (class in nautilus_trader.model.events.account) ACK (BinanceNewOrderRespType attribute) action (BSPOrderBookDelta attribute) (InstrumentStatus attribute) (OrderBookDelta attribute) activation_ns (BinaryOption attribute), [1] (CryptoFuture attribute), [1] (FuturesContract attribute), [1] (FuturesSpread attribute), [1] (OptionsContract attribute) (OptionsSpread attribute) activation_utc (BinaryOption attribute), [1] (CryptoFuture attribute), [1] (FuturesContract attribute), [1] (FuturesSpread attribute), [1] (OptionsContract attribute) (OptionsSpread attribute) ACTIVE (BybitOrderStatus attribute) active_local (OrderManager attribute) active_task_ids() (Actor method) (ActorExecutor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) Actor (class in nautilus_trader.common.actor) actor_ids() (Cache method), [1] (CacheFacade method) (Trader method), [1] actor_path (ImportableActorConfig attribute) actor_states() (Trader method), [1] ActorConfig (class in nautilus_trader.common.config) ActorExecutor (class in nautilus_trader.common.executor) ActorFactory (class in nautilus_trader.common.config) actors (BacktestEngineConfig attribute) (NautilusKernelConfig attribute) (TradingNodeConfig attribute) actors() (Trader method), [1] add() (BinanceFuturesInstrumentProvider method) (BinanceSpotInstrumentProvider method) (BybitInstrumentProvider method) (Cache method), [1] (CacheDatabaseAdapter method), [1] (CacheFacade method) (DatabentoInstrumentProvider method) (InstrumentProvider method) (OKXInstrumentProvider method) (OrderBook method) add_account() (Cache method), [1] (CacheDatabaseAdapter method), [1] add_actor() (BacktestEngine method) (Trader method), [1] add_actors() (BacktestEngine method) (Trader method), [1] add_bar() (Cache method), [1] add_bars() (Cache method), [1] add_bulk() (BinanceFuturesInstrumentProvider method) (BinanceSpotInstrumentProvider method) (BybitInstrumentProvider method) (DatabentoInstrumentProvider method) (InstrumentProvider method) (OKXInstrumentProvider method) add_currency() (BinanceFuturesInstrumentProvider method) (BinanceSpotInstrumentProvider method) (BybitInstrumentProvider method) (Cache method), [1] (CacheDatabaseAdapter method), [1] (DatabentoInstrumentProvider method) (InstrumentProvider method) (OKXInstrumentProvider method) add_data() (BacktestEngine method) add_data_client_factory() (TradingNode method) (TradingNodeBuilder method) add_exec_algorithm() (BacktestEngine method) (Trader method), [1] add_exec_algorithms() (BacktestEngine method) (Trader method), [1] add_exec_client_factory() (TradingNode method) (TradingNodeBuilder method) add_fill_reports() (ExecutionMassStatus method) add_instrument() (BacktestEngine method) (Cache method), [1] (CacheDatabaseAdapter method), [1]

ADD_ISOLATED_MARGIN_NO_POSITION_REJECT (BinanceErrorCode attribute) ADD_ISOLATED_MARGIN_REJECT (BinanceErrorCode attribute) add_order() (Cache method), [1] (CacheDatabaseAdapter method), [1] (MatchingCore method) add_order_book() (Cache method), [1] add_order_list() (Cache method), [1] add_order_reports() (ExecutionMassStatus method) add_position() (Cache method), [1] (CacheDatabaseAdapter method), [1] add_position_id() (Cache method), [1] add_position_reports() (ExecutionMassStatus method) add_positions() (PortfolioAnalyzer method) add_quote_tick() (Cache method), [1] add_quote_ticks() (Cache method), [1] add_return() (PortfolioAnalyzer method) add_strategies() (BacktestEngine method) (Trader method), [1] add_strategy() (BacktestEngine method) (Trader method), [1] add_streaming_type() (MessageBus method) add_synthetic() (Actor method) (Cache method), [1] (CacheDatabaseAdapter method), [1] (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) add_trade() (PortfolioAnalyzer method) add_trade_tick() (Cache method), [1] add_trade_ticks() (Cache method), [1] add_venue() (BacktestEngine method) add_venue_order_id() (Cache method), [1] ADJUST_LEVERAGE_ACCOUNT_SYMBOL_FAILED (BinanceErrorCode attribute) ADJUST_LEVERAGE_COMPLIANCE_FAILED (BinanceErrorCode attribute) ADJUST_LEVERAGE_KYC_FAILED (BinanceErrorCode attribute) ADJUST_LEVERAGE_KYC_LIMIT (BinanceErrorCode attribute) ADJUST_LEVERAGE_ONE_MONTH_FAILED (BinanceErrorCode attribute) ADJUST_LEVERAGE_SYMBOL_FAILED (BinanceErrorCode attribute) ADJUST_LEVERAGE_X_DAYS_FAILED (BinanceErrorCode attribute) ADJUSTMENT (BinanceFuturesPositionUpdateReason attribute) ADL_TRADE (BybitExecType attribute) ADMIN_DEPOSIT (BinanceFuturesPositionUpdateReason attribute) ADMIN_WITHDRAW (BinanceFuturesPositionUpdateReason attribute) advance_time() (TestClock method) aggregation (BarSpecification attribute) aggregation_source (BarType attribute) aggressor_side (TradeTick attribute) AIRDROP (BybitTransactionType attribute) align_bid_ask_bar_data() (in module nautilus_trader.persistence.wranglers) AMENDMENT (BinanceExecutionType attribute) AMOUNT_MUST_BE_POSITIVE (BinanceErrorCode attribute) analyzer (Portfolio attribute) (PortfolioFacade attribute), [1] api_key (BinanceDataClientConfig attribute) (BinanceExecClientConfig attribute) (BybitDataClientConfig attribute) (BybitExecClientConfig attribute) (DatabentoDataClientConfig attribute), [1] (OKXDataClientConfig attribute) (OKXExecClientConfig attribute) (PolymarketDataClientConfig attribute) (PolymarketExecClientConfig attribute) API_KEYS_LOCKED (BinanceErrorCode attribute) api_secret (BinanceDataClientConfig attribute) (BinanceExecClientConfig attribute) (BybitDataClientConfig attribute) (BybitExecClientConfig attribute) (OKXDataClientConfig attribute) (OKXExecClientConfig attribute) (PolymarketDataClientConfig attribute) (PolymarketExecClientConfig attribute) apply() (CashAccount method) (LimitIfTouchedOrder method) (LimitOrder method) (MarginAccount method) (MarketIfTouchedOrder method) (MarketOrder method) (MarketToLimitOrder method) (Order method), [1] (OrderBook method) (Position method) (StopLimitOrder method) (StopMarketOrder method) (TrailingStopLimitOrder method) (TrailingStopMarketOrder method) apply_delta() (OrderBook method) apply_deltas() (OrderBook method) apply_depth() (OrderBook method) args (InvalidConfiguration attribute) (InvalidStateTrigger attribute) as_catalog() (StreamingConfig method) as_decimal() (Money method) (Price method) (Quantity method) as_double() (Money method) (Price method) (Quantity method) as_integer_ratio() (BarAggregation method) as_utc_index() (in module nautilus_trader.core.datetime) as_utc_timestamp() (in module nautilus_trader.core.datetime) ask (MatchingCore attribute) ask_counts (OrderBookDepth10 attribute) ask_price (QuoteTick attribute) ask_raw (MatchingCore attribute) ask_size (QuoteTick attribute) asks (OrderBookDepth10 attribute) asks() (OrderBook method) ASSET (BybitEndpointType attribute) asset_class (BettingInstrument attribute) (BinaryOption attribute) (Cfd attribute) (Commodity attribute) (CryptoFuture attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (Equity attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (Instrument attribute), [1] ASSET_NOT_SUPPORTED (BinanceErrorCode attribute) ASSET_TRANSFER (BinanceFuturesPositionUpdateReason attribute) auct_interest_clr_price (DatabentoImbalance attribute), [1] AUCTION_MATCH (BinanceSpotSymbolStatus attribute) AUTO_ADD_CROSSED_MARGIN_REJECT (BinanceErrorCode attribute) AUTO_EXCHANGE (BinanceFuturesPositionUpdateReason attribute) autotrim_mins (MessageBusConfig attribute) average (SpreadAnalyzer attribute) avg_px (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (Order attribute), [1] (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) avg_px_close (Position attribute) (PositionChanged attribute) (PositionClosed attribute) (PositionEvent attribute), [1] (PositionOpened attribute) avg_px_open (Position attribute) (PositionChanged attribute) (PositionClosed attribute) (PositionEvent attribute), [1] (PositionOpened attribute)

B

backend_session() (ParquetDataCatalog method) BACKTEST (Environment attribute) backtest_end (BacktestEngine attribute) (BacktestResult attribute) backtest_start (BacktestEngine attribute) (BacktestResult attribute) BacktestDataClient (class in nautilus_trader.backtest.data_client) BacktestDataConfig (class in nautilus_trader.backtest.config) BacktestEngine (class in nautilus_trader.backtest.engine) BacktestEngineConfig (class in nautilus_trader.backtest.config) BacktestExecClient (class in nautilus_trader.backtest.execution_client) BacktestMarketDataClient (class in nautilus_trader.backtest.data_client) BacktestNode (class in nautilus_trader.backtest.node) BacktestResult (class in nautilus_trader.backtest.results) BacktestRunConfig (class in nautilus_trader.backtest.config) BacktestVenueConfig (class in nautilus_trader.backtest.config) BAD_ACCOUNT (BinanceErrorCode attribute) BAD_API_KEY_FMT (BinanceErrorCode attribute) BAD_ASSET (BinanceErrorCode attribute) BAD_INSTRUMENT_TYPE (BinanceErrorCode attribute) BAD_INTERVAL (BinanceErrorCode attribute) BAD_PRECISION (BinanceErrorCode attribute) BAD_SYMBOL (BinanceErrorCode attribute) balance() (CashAccount method) (MarginAccount method) balance_free() (CashAccount method) (MarginAccount method) balance_impact() (CashAccount method) (MarginAccount method) balance_locked() (CashAccount method) (MarginAccount method) BALANCE_NOT_SUFFICIENT (BinanceErrorCode attribute) balance_total() (CashAccount method) (MarginAccount method) balances (AccountState attribute), [1] balances() (CashAccount method) (MarginAccount method) balances_free() (CashAccount method) (MarginAccount method) balances_locked() (CashAccount method) (MarginAccount method) (Portfolio method), [1] (PortfolioFacade method), [1] balances_total() (CashAccount method) (MarginAccount method) balanceUpdate (BinanceSpotEventType attribute) Bar (class in nautilus_trader.model.data) bar() (Cache method), [1] (CacheFacade method) bar_capacity (Cache attribute), [1] (CacheConfig attribute) bar_count() (Cache method), [1] (CacheFacade method) bar_execution (BacktestVenueConfig attribute) bar_spec (BacktestDataConfig attribute) bar_type (Bar attribute) (BarAggregator attribute) (BarDataWrangler attribute) (BinanceBar attribute) (TickBarAggregator attribute) (TimeBarAggregator attribute) (ValueBarAggregator attribute) (VolumeBarAggregator attribute) bar_types() (Cache method), [1] BarAggregation (class in nautilus_trader.model.data) BarAggregator (class in nautilus_trader.data.aggregation) BarBuilder (class in nautilus_trader.data.aggregation) BarDataWrangler (class in nautilus_trader.persistence.wranglers) bars() (BaseDataCatalog method) (Cache method), [1] (CacheFacade method) (ParquetDataCatalog method) BarSpecification (class in nautilus_trader.model.data) BarType (class in nautilus_trader.model.data) base_currency (AccountState attribute), [1] (BacktestExecClient attribute) (BacktestVenueConfig attribute) (BinanceFuturesExecutionClient attribute) (BinanceSpotExecutionClient attribute) (BybitExecutionClient attribute) (CashAccount attribute) (Cfd attribute), [1] (CryptoPerpetual attribute), [1] (CurrencyPair attribute), [1] (ExecutionClient attribute) (LiveExecutionClient attribute) (MarginAccount attribute) (OKXExecutionClient attribute) (Position attribute) base_from_dict() (BettingInstrument static method) (BinaryOption static method) (Cfd static method) (Commodity static method) (CryptoFuture static method) (CryptoPerpetual static method) (CurrencyPair static method) (Equity static method) (FuturesContract static method) (FuturesSpread static method) (IndexInstrument static method) (Instrument static method), [1] base_latency_nanos (LatencyModel attribute) base_to_dict() (BettingInstrument static method) (BinaryOption static method) (Cfd static method) (Commodity static method) (CryptoFuture static method) (CryptoPerpetual static method) (CurrencyPair static method) (Equity static method) (FuturesContract static method) (FuturesSpread static method) (IndexInstrument static method) (Instrument static method), [1] base_url_business_ws (OKXDataClientConfig attribute) (OKXExecClientConfig attribute) base_url_http (BinanceDataClientConfig attribute) (BinanceExecClientConfig attribute) (BybitDataClientConfig attribute) (BybitExecClientConfig attribute) (DYDXExecClientConfig attribute) (OKXDataClientConfig attribute) (OKXExecClientConfig attribute) (PolymarketDataClientConfig attribute) (PolymarketExecClientConfig attribute) base_url_private_ws (OKXDataClientConfig attribute) (OKXExecClientConfig attribute) base_url_public_ws (OKXDataClientConfig attribute) (OKXExecClientConfig attribute) base_url_ws (BinanceDataClientConfig attribute) (BinanceExecClientConfig attribute) (BybitExecClientConfig attribute) (DYDXExecClientConfig attribute) (PolymarketDataClientConfig attribute) (PolymarketExecClientConfig attribute)

BaseDataCatalog (class in nautilus_trader.persistence.catalog.base) basis_points_as_percentage() (in module nautilus_trader.core.stats) batch() (OrderBookDeltas static method) batch_cancel_orders() (BacktestExecClient method) (BinanceFuturesExecutionClient method) (BinanceSpotExecutionClient method) (BybitExecutionClient method) (ExecutionClient method) (LiveExecutionClient method) (OKXExecutionClient method) batch_size (BacktestDataConfig attribute) BatchCancelOrders (class in nautilus_trader.execution.messages) best_ask_price() (OrderBook method) best_ask_size() (OrderBook method) best_bid_price() (OrderBook method) best_bid_size() (OrderBook method) BetfairStartingPrice (class in nautilus_trader.adapters.betfair.data_types) BetfairTicker (class in nautilus_trader.adapters.betfair.data_types) betting_type (BettingInstrument attribute), [1] BettingInstrument (class in nautilus_trader.model.instruments) (class in nautilus_trader.model.instruments.betting) bid (MatchingCore attribute) bid_counts (OrderBookDepth10 attribute) bid_price (QuoteTick attribute) bid_raw (MatchingCore attribute) bid_size (QuoteTick attribute) BIDIRECTIONAL_TPSL_ORDER (BybitStopOrderType attribute) bids (OrderBookDepth10 attribute) bids() (OrderBook method) BinanceAccountType (class in nautilus_trader.adapters.binance.common.enums) BinanceBar (class in nautilus_trader.adapters.binance.common.types) BinanceDataClientConfig (class in nautilus_trader.adapters.binance.config) BinanceEnumParser (class in nautilus_trader.adapters.binance.common.enums) BinanceErrorCode (class in nautilus_trader.adapters.binance.common.enums) BinanceExchangeFilterType (class in nautilus_trader.adapters.binance.common.enums) BinanceExecClientConfig (class in nautilus_trader.adapters.binance.config) BinanceExecutionType (class in nautilus_trader.adapters.binance.common.enums) BinanceFuturesContractStatus (class in nautilus_trader.adapters.binance.futures.enums) BinanceFuturesContractType (class in nautilus_trader.adapters.binance.futures.enums) BinanceFuturesDataClient (class in nautilus_trader.adapters.binance.futures.data) BinanceFuturesEnumParser (class in nautilus_trader.adapters.binance.futures.enums) BinanceFuturesEventType (class in nautilus_trader.adapters.binance.futures.enums) BinanceFuturesExecutionClient (class in nautilus_trader.adapters.binance.futures.execution) BinanceFuturesInstrumentProvider (class in nautilus_trader.adapters.binance.futures.providers) BinanceFuturesMarginType (class in nautilus_trader.adapters.binance.futures.enums) BinanceFuturesMarkPriceUpdate (class in nautilus_trader.adapters.binance.futures.types) BinanceFuturesPositionSide (class in nautilus_trader.adapters.binance.common.enums) BinanceFuturesPositionUpdateReason (class in nautilus_trader.adapters.binance.futures.enums) BinanceFuturesWorkingType (class in nautilus_trader.adapters.binance.futures.enums) BinanceKeyType (class in nautilus_trader.adapters.binance.common.enums) BinanceKlineInterval (class in nautilus_trader.adapters.binance.common.enums) BinanceLiveDataClientFactory (class in nautilus_trader.adapters.binance.factories) BinanceLiveExecClientFactory (class in nautilus_trader.adapters.binance.factories) BinanceNewOrderRespType (class in nautilus_trader.adapters.binance.common.enums) BinanceOrderSide (class in nautilus_trader.adapters.binance.common.enums) BinanceOrderStatus (class in nautilus_trader.adapters.binance.common.enums) BinanceOrderType (class in nautilus_trader.adapters.binance.common.enums) BinanceRateLimitInterval (class in nautilus_trader.adapters.binance.common.enums) BinanceRateLimitType (class in nautilus_trader.adapters.binance.common.enums) BinanceSecurityType (class in nautilus_trader.adapters.binance.common.enums) BinanceSpotDataClient (class in nautilus_trader.adapters.binance.spot.data) BinanceSpotEnumParser (class in nautilus_trader.adapters.binance.spot.enums) BinanceSpotEventType (class in nautilus_trader.adapters.binance.spot.enums) BinanceSpotExecutionClient (class in nautilus_trader.adapters.binance.spot.execution) BinanceSpotInstrumentProvider (class in nautilus_trader.adapters.binance.spot.providers) BinanceSpotPermissions (class in nautilus_trader.adapters.binance.spot.enums) BinanceSpotSymbolStatus (class in nautilus_trader.adapters.binance.spot.enums) BinanceSymbolFilterType (class in nautilus_trader.adapters.binance.common.enums) BinanceTicker (class in nautilus_trader.adapters.binance.common.types) BinanceTimeInForce (class in nautilus_trader.adapters.binance.common.enums) BinaryOption (class in nautilus_trader.model.instruments) (class in nautilus_trader.model.instruments.binary_option) bit_count() (BarAggregation method) bit_length() (BarAggregation method) BLOCK_TRADE (BybitExecType attribute) body_size (FuzzyCandle attribute) book_type (BacktestVenueConfig attribute) (OrderBook attribute) book_update_count() (Cache method), [1] (CacheFacade method) BookOrder (class in nautilus_trader.model.data) BOTH (BinanceFuturesPositionSide attribute) bracket() (OrderFactory method) BREAK (BinanceSpotSymbolStatus attribute) BSPOrderBookDelta (class in nautilus_trader.adapters.betfair.data_types) buffer_deltas (DataEngineConfig attribute) (LiveDataEngineConfig attribute) buffer_interval_ms (CacheConfig attribute) (MessageBusConfig attribute) build() (BarBuilder method) (TradingNode method) build_data_clients() (TradingNodeBuilder method) build_exec_clients() (TradingNodeBuilder method) build_index() (Cache method), [1] build_now() (BarBuilder method) BUST_TRADE (BybitExecType attribute) BUY (BinanceOrderSide attribute) (BybitOrderSide attribute) (BybitPositionSide attribute) (PolymarketOrderSide attribute) BUY_HEDGE (BybitPositionIdx attribute) BybitAccountType (class in nautilus_trader.adapters.bybit.common.enums) BybitContractType (class in nautilus_trader.adapters.bybit.common.enums) BybitDataClient (class in nautilus_trader.adapters.bybit.data) BybitDataClientConfig (class in nautilus_trader.adapters.bybit.config) BybitEndpointType (class in nautilus_trader.adapters.bybit.common.enums) BybitEnumParser (class in nautilus_trader.adapters.bybit.common.enums) BybitExecClientConfig (class in nautilus_trader.adapters.bybit.config) BybitExecType (class in nautilus_trader.adapters.bybit.common.enums) BybitExecutionClient (class in nautilus_trader.adapters.bybit.execution) BybitInstrumentProvider (class in nautilus_trader.adapters.bybit.providers) BybitKlineInterval (class in nautilus_trader.adapters.bybit.common.enums) BybitLiveDataClientFactory (class in nautilus_trader.adapters.bybit.factories) BybitLiveExecClientFactory (class in nautilus_trader.adapters.bybit.factories) BybitOptionType (class in nautilus_trader.adapters.bybit.common.enums) BybitOrderSide (class in nautilus_trader.adapters.bybit.common.enums) BybitOrderStatus (class in nautilus_trader.adapters.bybit.common.enums) BybitOrderType (class in nautilus_trader.adapters.bybit.common.enums) BybitPositionIdx (class in nautilus_trader.adapters.bybit.common.enums) BybitPositionSide (class in nautilus_trader.adapters.bybit.common.enums) BybitProductType (class in nautilus_trader.adapters.bybit.common.enums) BybitStopOrderType (class in nautilus_trader.adapters.bybit.common.enums) BybitTimeInForce (class in nautilus_trader.adapters.bybit.common.enums) BybitTpSlMode (class in nautilus_trader.adapters.bybit.common.enums) BybitTransactionType (class in nautilus_trader.adapters.bybit.common.enums) BybitTriggerDirection (class in nautilus_trader.adapters.bybit.common.enums) BybitTriggerType (class in nautilus_trader.adapters.bybit.common.enums) bypass (LiveRiskEngineConfig attribute) (RiskEngineConfig attribute) bypass_logging (LoggingConfig attribute)

C

cache (Actor attribute) (BacktestEngine attribute) (BacktestEngineConfig attribute) Cache (class in nautilus_trader.cache) (class in nautilus_trader.cache.cache) cache (Controller attribute) (ExecAlgorithm attribute) (FXRolloverInterestModule attribute) (NautilusKernel property) (NautilusKernelConfig attribute) (OrderEmulator attribute) (SimulationModule attribute) (Strategy attribute) (TradingNode property) (TradingNodeConfig attribute) cache_accounts() (Cache method), [1] cache_currencies() (Cache method), [1] cache_general() (Cache method), [1] cache_instruments() (Cache method), [1] cache_order_lists() (Cache method), [1] cache_orders() (Cache method), [1] cache_positions() (Cache method), [1] cache_submit_order_command() (OrderManager method) cache_synthetics() (Cache method), [1] CacheConfig (class in nautilus_trader.cache.config) CacheDatabaseAdapter (class in nautilus_trader.cache) (class in nautilus_trader.cache.database) CacheFacade (class in nautilus_trader.cache.base) calc_overnight_rate() (RolloverInterestCalculator method) calculate() (FixedRiskSizer method) (PositionSizer method) (SyntheticInstrument method), [1] calculate_account_state (CashAccount attribute) (MarginAccount attribute) calculate_balance_locked() (CashAccount method) calculate_bar_price_offsets() (in module nautilus_trader.persistence.wranglers) calculate_base_quantity() (BettingInstrument method) (BinaryOption method) (Cfd method) (Commodity method) (CryptoFuture method) (CryptoPerpetual method) (CurrencyPair method) (Equity method) (FuturesContract method) (FuturesSpread method) (IndexInstrument method) (Instrument method), [1] calculate_commission() (CashAccount method) (MarginAccount method) calculate_from_orders() (PortfolioStatistic method) calculate_from_positions() (PortfolioStatistic method) calculate_from_realized_pnls() (PortfolioStatistic method) calculate_from_returns() (PortfolioStatistic method) calculate_margin_init() (MarginAccount method) calculate_margin_maint() (MarginAccount method) calculate_pnl() (Position method) calculate_pnls() (CashAccount method) (MarginAccount method) calculate_statistics() (PortfolioAnalyzer method) calculate_unrealized_pnl() (Cache method), [1] calculate_volume_quarter() (in module nautilus_trader.persistence.wranglers) CALCULATED (BinanceExecutionType attribute) CALL (BybitOptionType attribute) callback (DataRequest attribute) (Request attribute) CANCEL_ALL_FAIL (BinanceErrorCode attribute) cancel_all_orders() (BacktestExecClient method) (BinanceFuturesExecutionClient method) (BinanceSpotExecutionClient method) (BybitExecutionClient method) (ExecutionClient method) (LiveExecutionClient method) (OKXExecutionClient method) (Strategy method), [1] cancel_all_tasks() (Actor method) (ActorExecutor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (NautilusKernel method) (OrderEmulator method) (SimulationModule method) (Strategy method) cancel_gtd_expiry() (Strategy method), [1] cancel_latency_nanos (LatencyModel attribute) cancel_order() (BacktestExecClient method) (BinanceFuturesExecutionClient method) (BinanceSpotExecutionClient method) (BybitExecutionClient method) (ExecAlgorithm method) (ExecutionClient method) (LiveExecutionClient method) (OKXExecutionClient method) (OrderManager method) (Strategy method), [1] cancel_orders() (Strategy method), [1] CANCEL_REJECTED (BinanceErrorCode attribute) cancel_task() (Actor method) (ActorExecutor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) cancel_timer() (Clock method) (LiveClock method) (TestClock method) cancel_timers() (Clock method) (LiveClock method) (TestClock method) CancelAllOrders (class in nautilus_trader.execution.messages) CANCELED (BinanceExecutionType attribute) (BinanceOrderStatus attribute) (BybitOrderStatus attribute) (PolymarketOrderStatus attribute) CANCELLATION (PolymarketEventType attribute) CancelOrder (class in nautilus_trader.execution.messages) cancels (BatchCancelOrders attribute) capacity (SpreadAnalyzer attribute) capsule_from_list() (BSPOrderBookDelta static method) (OrderBookDelta static method) (OrderBookDepth10 static method) (QuoteTick static method) (TradeTick static method) capsule_to_data() (in module nautilus_trader.model.data) capsule_to_list() (in module nautilus_trader.model.data) CashAccount (class in nautilus_trader.accounting.accounts.cash) catalog (BacktestEngineConfig attribute) (NautilusKernel property) (NautilusKernelConfig attribute) (TradingNodeConfig attribute) catalog_fs_protocol (BacktestDataConfig attribute) catalog_fs_storage_options (BacktestDataConfig attribute) catalog_path (BacktestDataConfig attribute) (StreamingConfig attribute) Cfd (class in nautilus_trader.model.instruments) (class in nautilus_trader.model.instruments.cfd) change_fill_model() (BacktestEngine method) change_formula() (SyntheticInstrument method), [1] change_id() (Strategy method), [1] change_order_id_tag() (Strategy method), [1] channel_id (DatabentoStatistics attribute), [1] check_connected() (DataEngine method) (ExecutionEngine method) (LiveDataEngine method) (LiveExecutionEngine method) check_dict_keys() (in module nautilus_trader.adapters.bybit.common.enums) check_disconnected() (DataEngine method) (ExecutionEngine method) (LiveDataEngine method) (LiveExecutionEngine method) check_flush() (StreamingFeatherWriter method) check_information_aggregated() (BarSpecification static method) check_integrity() (Cache method), [1] (ExecutionEngine method) (LiveExecutionEngine method) (OrderBook method) check_residuals() (Cache method), [1] (ExecutionEngine method) (LiveExecutionEngine method) (Trader method), [1] check_threshold_aggregated() (BarSpecification static method) check_time_aggregated() (BarSpecification static method) chunk_size (BacktestRunConfig attribute) class_name (FeatherFile attribute) clear() (BSPOrderBookDelta static method) (OrderBook method) (OrderBookDelta static method) clear_actors() (BacktestEngine method) (Trader method), [1] clear_asks() (OrderBook method) clear_balance_locked() (CashAccount method) clear_bids() (OrderBook method) clear_data() (BacktestEngine method) clear_exec_algorithms() (BacktestEngine method) (Trader method), [1] clear_index() (Cache method), [1] clear_margin() (MarginAccount method) clear_margin_init() (MarginAccount method) clear_margin_maint() (MarginAccount method) clear_strategies() (BacktestEngine method) (Trader method), [1] client_id (BacktestDataConfig attribute) (BatchCancelOrders attribute) (CancelAllOrders attribute) (CancelOrder attribute) (DataCommand attribute) (DataRequest attribute) (DataResponse attribute) (ModifyOrder attribute) (QueryOrder attribute) (SubmitOrder attribute) (SubmitOrderList attribute) (Subscribe attribute) (TradingCommand attribute) (Unsubscribe attribute) client_id() (Cache method), [1] (CacheFacade method) client_order_id (CancelOrder attribute) (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (ModifyOrder attribute) (Order attribute), [1] (OrderAccepted attribute), [1] (OrderCanceled attribute), [1] (OrderCancelRejected attribute), [1] (OrderDenied attribute), [1] (OrderEmulated attribute), [1] (OrderEvent attribute), [1] (OrderExpired attribute), [1] (OrderFilled attribute), [1] (OrderInitialized attribute), [1] (OrderModifyRejected attribute), [1] (OrderPendingCancel attribute), [1] (OrderPendingUpdate attribute), [1] (OrderRejected attribute), [1] (OrderReleased attribute), [1] (OrderSubmitted attribute), [1] (OrderTriggered attribute), [1] (OrderUpdated attribute), [1] (QueryOrder attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) client_order_id() (Cache method), [1] (CacheFacade method) client_order_ids (Position attribute) client_order_ids() (Cache method), [1] (CacheFacade method) client_order_ids_closed() (Cache method), [1] (CacheFacade method) client_order_ids_emulated() (Cache method), [1] (CacheFacade method) client_order_ids_inflight() (Cache method), [1] (CacheFacade method) client_order_ids_open() (Cache method), [1] (CacheFacade method) ClientId (class in nautilus_trader.model.identifiers) ClientOrderId (class in nautilus_trader.model.identifiers) ClientOrderIdGenerator (class in nautilus_trader.adapters.okx.execution) (class in nautilus_trader.common.generators)

clock (Actor attribute) Clock (class in nautilus_trader.common.component) clock (Controller attribute) (ExecAlgorithm attribute) (FXRolloverInterestModule attribute) (NautilusKernel property) (OrderEmulator attribute) (SimulationModule attribute) (Strategy attribute) close (Bar attribute) (BinanceBar attribute) CLOSE (BinanceFuturesContractStatus attribute) close() (CacheDatabaseAdapter method), [1] (StreamingFeatherWriter method) close_all_positions() (Strategy method), [1] close_position() (Strategy method), [1] close_price (InstrumentClose attribute) close_type (InstrumentClose attribute) closing_order_id (Position attribute) (PositionChanged attribute) (PositionClosed attribute) (PositionEvent attribute), [1] (PositionOpened attribute) closing_side() (LimitIfTouchedOrder static method) (LimitOrder static method) (MarketIfTouchedOrder static method) (MarketOrder static method) (MarketToLimitOrder static method) (Order static method), [1] (StopLimitOrder static method) (StopMarketOrder static method) (TrailingStopLimitOrder static method) (TrailingStopMarketOrder static method) cmd_qsize() (LiveDataEngine method) (LiveExecutionEngine method) (LiveRiskEngine method) code (Currency attribute) COIN_FUTURE (BinanceAccountType attribute) COIN_SWAP_DEPOSIT (BinanceFuturesPositionUpdateReason attribute) COIN_SWAP_WITHDRAW (BinanceFuturesPositionUpdateReason attribute) Command (class in nautilus_trader.core.message) command_count (DataEngine attribute) (ExecutionEngine attribute) (LiveDataEngine attribute) (LiveExecutionEngine attribute) (LiveRiskEngine attribute) (OrderEmulator attribute) (RiskEngine attribute) commission (OrderFilled attribute), [1] commission() (CashAccount method) (MarginAccount method) COMMISSION_INVALID (BinanceErrorCode attribute) commissions() (CashAccount method) (LimitIfTouchedOrder method) (LimitOrder method) (MarginAccount method) (MarketIfTouchedOrder method) (MarketOrder method) (MarketToLimitOrder method) (Order method), [1] (Position method) (StopLimitOrder method) (StopMarketOrder method) (TrailingStopLimitOrder method) (TrailingStopMarketOrder method) Commodity (class in nautilus_trader.model.instruments) (class in nautilus_trader.model.instruments.commodity) competition_id (BettingInstrument attribute), [1] competition_name (BettingInstrument attribute), [1] complete_fetch_tickers_task() (BybitDataClient method) COMPLIANCE_BLACK_SYMBOL_RESTRICTION (BinanceErrorCode attribute) COMPLIANCE_RESTRICTION (BinanceErrorCode attribute) Component (class in nautilus_trader.common.component) component_id (ActorConfig attribute) (ControllerConfig attribute) (FXRolloverInterestConfig attribute) (SimulationModuleConfig attribute) component_state_from_str() (in module nautilus_trader.common.component) component_state_to_str() (in module nautilus_trader.common.component) component_trigger_from_str() (in module nautilus_trader.common.component) component_trigger_to_str() (in module nautilus_trader.common.component) ComponentFSMFactory (class in nautilus_trader.common.component) ComponentId (class in nautilus_trader.model.identifiers) components (SyntheticInstrument attribute), [1] composite() (BarType method) COMPOSITE_SCALE_OVERFLOW (BinanceErrorCode attribute) config (Actor attribute) (Controller attribute) (ExecAlgorithm attribute) (FXRolloverInterestModule attribute) (ImportableActorConfig attribute) (ImportableConfig attribute) (ImportableControllerConfig attribute) (ImportableExecAlgorithmConfig attribute) (ImportableStrategyConfig attribute) (OrderEmulator attribute) (SimulationModule attribute) (Strategy attribute) config_path (ImportableActorConfig attribute) (ImportableControllerConfig attribute) (ImportableExecAlgorithmConfig attribute) (ImportableStrategyConfig attribute) configs (BacktestNode property) CONFIRMED (PolymarketTradeStatus attribute) conjugate() (BarAggregation method) connect() (BinanceFuturesDataClient method) (BinanceFuturesExecutionClient method) (BinanceSpotDataClient method) (BinanceSpotExecutionClient method) (BybitDataClient method) (BybitExecutionClient method) (DatabentoDataClient method) (DataEngine method) (ExecutionEngine method) (LiveDataClient method) (LiveDataEngine method) (LiveExecutionClient method) (LiveExecutionEngine method) (LiveMarketDataClient method) (OKXDataClient method) (OKXExecutionClient method) cont_book_clr_price (DatabentoImbalance attribute), [1] contingency_type (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (Order attribute), [1] (OrderInitialized attribute), [1] (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) CONTRACT_PRICE (BinanceFuturesWorkingType attribute) contract_types (OKXDataClientConfig attribute) (OKXExecClientConfig attribute) controller (BacktestEngineConfig attribute) Controller (class in nautilus_trader.trading) (class in nautilus_trader.trading.controller) controller (NautilusKernelConfig attribute) (TradingNodeConfig attribute) controller_path (ImportableControllerConfig attribute) ControllerConfig (class in nautilus_trader.live.config) ControllerFactory (class in nautilus_trader.live.config) convert_stream_to_data() (ParquetDataCatalog method) COOLING_OFF_PERIOD (BinanceErrorCode attribute) correlation_id (DataResponse attribute) (Response attribute) count (BarBuilder attribute) (BinanceFuturesInstrumentProvider property) (BinanceSpotInstrumentProvider property) (BybitInstrumentProvider property) (ClientOrderIdGenerator attribute) (DatabentoInstrumentProvider property) (InstrumentProvider property) (OKXInstrumentProvider property) (OrderBook attribute) (OrderListIdGenerator attribute) count() (FeatherFile method) create() (AccountFactory static method) (ActorFactory static method) (BinanceLiveDataClientFactory static method) (BinanceLiveExecClientFactory static method) (BybitLiveDataClientFactory static method) (BybitLiveExecClientFactory static method) (ControllerFactory static method) (DatabentoLiveDataClientFactory static method), [1] (ExecAlgorithmFactory static method) (ImportableConfig method) (ImportableFactoryConfig method) (LimitIfTouchedOrder static method), [1] (LimitOrder static method), [1] (MarketIfTouchedOrder static method), [1] (MarketOrder static method), [1] (MarketToLimitOrder static method), [1] (OKXLiveDataClientFactory static method) (OKXLiveExecClientFactory static method) (PositionChanged static method), [1] (PositionClosed static method), [1] (PositionOpened static method), [1] (StopLimitOrder static method), [1] (StopMarketOrder static method), [1] (StrategyFactory static method) (TaskId class method) (TrailingStopLimitOrder static method), [1] (TrailingStopMarketOrder static method), [1] create_actor() (Controller method), [1] create_list() (OrderFactory method) create_matching_core() (OrderEmulator method) create_new_submit_order() (OrderManager method) create_pyo3_conversion_wrapper() (in module nautilus_trader.common.component) create_strategy() (Controller method), [1] create_task() (BinanceFuturesDataClient method) (BinanceFuturesExecutionClient method) (BinanceSpotDataClient method) (BinanceSpotExecutionClient method) (BybitDataClient method) (BybitExecutionClient method) (DatabentoDataClient method) (LiveDataClient method) (LiveExecutionClient method) (LiveMarketDataClient method) (OKXDataClient method) (OKXExecutionClient method) CREATED (BybitOrderStatus attribute) CROSS (BinanceFuturesMarginType attribute) CROSS_BALANCE_INSUFFICIENT (BinanceErrorCode attribute) CryptoFuture (class in nautilus_trader.model.instruments) (class in nautilus_trader.model.instruments.crypto_future) CryptoPerpetual (class in nautilus_trader.model.instruments) (class in nautilus_trader.model.instruments.crypto_perpetual) currencies (EconomicNewsEventFilter property) (PortfolioAnalyzer property) currencies() (BinanceFuturesInstrumentProvider method) (BinanceSpotInstrumentProvider method) (BybitInstrumentProvider method) (CashAccount method) (DatabentoInstrumentProvider method) (InstrumentProvider method) (MarginAccount method) (OKXInstrumentProvider method) currency (AccountBalance attribute) Currency (class in nautilus_trader.model.objects) currency (MarginBalance attribute) (Money attribute) (NewsEvent property) (OrderFilled attribute), [1] (PositionChanged attribute) (PositionClosed attribute) (PositionEvent attribute), [1] (PositionOpened attribute) currency() (BinanceFuturesInstrumentProvider method) (BinanceSpotInstrumentProvider method) (BybitInstrumentProvider method) (DatabentoInstrumentProvider method) (InstrumentProvider method) (OKXInstrumentProvider method) currency_type (Currency attribute) CurrencyPair (class in nautilus_trader.model.instruments) (class in nautilus_trader.model.instruments.currency_pair) current (SpreadAnalyzer attribute) CURRENT_MONTH (BinanceFuturesContractType attribute) CURRENT_QUARTER (BinanceFuturesContractType attribute) CURRENT_QUARTER_DELIVERING (BinanceFuturesContractType attribute) custom_data() (BaseDataCatalog method) (ParquetDataCatalog method) CustomData (class in nautilus_trader.model.data)

D

data (BacktestEngine attribute) (BacktestRunConfig attribute) (CustomData attribute) (DataResponse attribute) data_clients (TradingNodeConfig attribute) data_cls (BacktestDataConfig attribute) data_count (DataEngine attribute) (LiveDataEngine attribute) data_engine (BacktestEngineConfig attribute) (NautilusKernel property) (NautilusKernelConfig attribute) (TradingNodeConfig attribute) data_qsize() (LiveDataEngine method) data_type (BacktestDataConfig property) (CustomData attribute) (DataCommand attribute) (DataRequest attribute) (DataResponse attribute) (Subscribe attribute) (Unsubscribe attribute) database (CacheConfig attribute) (MessageBusConfig attribute) DatabaseConfig (class in nautilus_trader.common.config) DatabentoDataClient (class in nautilus_trader.adapters.databento.data) DatabentoDataClientConfig (class in nautilus_trader.adapters.databento) (class in nautilus_trader.adapters.databento.config) DatabentoDataLoader (class in nautilus_trader.adapters.databento) (class in nautilus_trader.adapters.databento.loaders) DatabentoImbalance (class in nautilus_trader.adapters.databento) (class in nautilus_trader.adapters.databento.types) DatabentoInstrumentProvider (class in nautilus_trader.adapters.databento.providers) DatabentoLiveDataClientFactory (class in nautilus_trader.adapters.databento) (class in nautilus_trader.adapters.databento.factories) DatabentoSchema (class in nautilus_trader.adapters.databento.enums) DatabentoStatistics (class in nautilus_trader.adapters.databento) (class in nautilus_trader.adapters.databento.types) DataCatalogConfig (class in nautilus_trader.persistence.config) DataClient (class in nautilus_trader.data.client) DataCommand (class in nautilus_trader.data.messages) DataEngine (class in nautilus_trader.data.engine) DataEngineConfig (class in nautilus_trader.data.config) DataRequest (class in nautilus_trader.data.messages) DataResponse (class in nautilus_trader.data.messages) DataType (class in nautilus_trader.model.data) DAY (BarAggregation attribute) (BinanceRateLimitInterval attribute) DAY_1 (BinanceKlineInterval attribute) (BybitKlineInterval attribute) DAY_3 (BinanceKlineInterval attribute) DEACTIVATED (BybitOrderStatus attribute) debug (DataEngine attribute) (DataEngineConfig attribute) (ExecEngineConfig attribute) (ExecutionEngine attribute) (LiveDataEngine attribute) (LiveDataEngineConfig attribute) (LiveExecEngineConfig attribute) (LiveExecutionEngine attribute) (LiveRiskEngine attribute) (LiveRiskEngineConfig attribute) (OrderEmulator attribute) (OrderEmulatorConfig attribute) (OrderManager attribute) (RiskEngine attribute) (RiskEngineConfig attribute) debug() (Logger method) default (RoutingConfig attribute) default_client (DataEngine attribute) (ExecutionEngine attribute) (LiveDataEngine attribute) (LiveExecutionEngine attribute) default_leverage (BacktestVenueConfig attribute) (MarginAccount attribute) DEFINITION (DatabentoSchema attribute) degrade() (Actor method) (BacktestDataClient method) (BacktestExecClient method) (BacktestMarketDataClient method) (BinanceFuturesDataClient method) (BinanceFuturesExecutionClient method) (BinanceSpotDataClient method) (BinanceSpotExecutionClient method) (BybitDataClient method) (BybitExecutionClient method) (Component method) (Controller method) (DatabentoDataClient method) (DataClient method) (DataEngine method) (ExecAlgorithm method) (ExecutionClient method) (ExecutionEngine method) (FXRolloverInterestModule method) (LiveDataClient method) (LiveDataEngine method) (LiveExecutionClient method) (LiveExecutionEngine method) (LiveMarketDataClient method) (LiveRiskEngine method) (MarketDataClient method) (OKXDataClient method) (OKXExecutionClient method) (OrderEmulator method) (RiskEngine method) (SimulationModule method) (Strategy method) (Trader method) DELAYED (PolymarketOrderStatus attribute) delete() (OrderBook method) delete_actor() (Cache method), [1] (CacheDatabaseAdapter method), [1] delete_order() (MatchingCore method) delete_strategy() (Cache method), [1] (CacheDatabaseAdapter method), [1] DELIVERED (BinanceFuturesContractStatus attribute) DELIVERING (BinanceFuturesContractStatus attribute) DELIVERY (BybitExecType attribute) (BybitTransactionType attribute) deltas (OrderBookDeltas attribute) demo (BybitDataClientConfig attribute) (BybitExecClientConfig attribute) demo_base_url_business_ws (OKXDataClientConfig attribute) (OKXExecClientConfig attribute) demo_base_url_private_ws (OKXDataClientConfig attribute) (OKXExecClientConfig attribute) demo_base_url_public_ws (OKXDataClientConfig attribute) (OKXExecClientConfig attribute) denominator (BarAggregation attribute) DEPOSIT (BinanceFuturesPositionUpdateReason attribute) deregister() (MessageBus method) deregister_client() (DataEngine method) (ExecutionEngine method) (LiveDataEngine method) (LiveExecutionEngine method) deregister_component_clock() (in module nautilus_trader.common.component)

deregister_statistic() (PortfolioAnalyzer method) deregister_statistics() (PortfolioAnalyzer method) deregister_warning_event() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) description (BinaryOption attribute), [1] deserialize() (MsgSpecSerializer method) (Serializer method) dict() (ActorConfig method) (BacktestDataConfig method) (BacktestEngineConfig method) (BacktestRunConfig method) (BacktestVenueConfig method) (BinanceDataClientConfig method) (BinanceExecClientConfig method) (BybitDataClientConfig method) (BybitExecClientConfig method) (CacheConfig method) (ControllerConfig method) (DatabaseConfig method) (DatabentoDataClientConfig method), [1] (DataCatalogConfig method) (DataEngineConfig method) (DYDXDataClientConfig method) (DYDXExecClientConfig method) (ExecAlgorithmConfig method) (ExecEngineConfig method) (FXRolloverInterestConfig method) (ImportableActorConfig method) (ImportableConfig method) (ImportableControllerConfig method) (ImportableExecAlgorithmConfig method) (ImportableFactoryConfig method) (ImportableStrategyConfig method) (InstrumentProviderConfig method) (LiveDataClientConfig method) (LiveDataEngineConfig method) (LiveExecClientConfig method) (LiveExecEngineConfig method) (LiveRiskEngineConfig method) (LoggingConfig method) (MessageBusConfig method) (NautilusConfig method) (NautilusKernelConfig method) (OKXDataClientConfig method) (OKXExecClientConfig method) (OrderEmulatorConfig method) (PolymarketDataClientConfig method) (PolymarketExecClientConfig method) (RiskEngineConfig method) (RoutingConfig method) (SimulationModuleConfig method) (StrategyConfig method) (StreamingConfig method) (TradingNodeConfig method) direction (FuzzyCandle attribute) disconnect() (BinanceFuturesDataClient method) (BinanceFuturesExecutionClient method) (BinanceSpotDataClient method) (BinanceSpotExecutionClient method) (BybitDataClient method) (BybitExecutionClient method) (DatabentoDataClient method) (DataEngine method) (ExecutionEngine method) (LiveDataClient method) (LiveDataEngine method) (LiveExecutionClient method) (LiveExecutionEngine method) (LiveMarketDataClient method) (OKXDataClient method) (OKXExecutionClient method) DISCONNECTED (BinanceErrorCode attribute) display_qty (LimitIfTouchedOrder attribute), [1] (LimitOrder attribute), [1] (MarketToLimitOrder attribute), [1] (StopLimitOrder attribute), [1] (TrailingStopLimitOrder attribute), [1] dispose() (Actor method) (BacktestDataClient method) (BacktestEngine method) (BacktestExecClient method) (BacktestMarketDataClient method) (BacktestNode method) (BinanceFuturesDataClient method) (BinanceFuturesExecutionClient method) (BinanceSpotDataClient method) (BinanceSpotExecutionClient method) (BybitDataClient method) (BybitExecutionClient method) (Cache method), [1] (Component method) (Controller method) (DatabentoDataClient method) (DataClient method) (DataEngine method) (ExecAlgorithm method) (ExecutionClient method) (ExecutionEngine method) (FXRolloverInterestModule method) (LiveDataClient method) (LiveDataEngine method) (LiveExecutionClient method) (LiveExecutionEngine method) (LiveMarketDataClient method) (LiveRiskEngine method) (MarketDataClient method) (MessageBus method) (NautilusKernel method) (OKXDataClient method) (OKXExecutionClient method) (OrderEmulator method) (Portfolio method), [1] (RiskEngine method) (SimulationModule method) (Strategy method) (Trader method) (TradingNode method) dispose_on_completion (BacktestRunConfig attribute) Document (class in nautilus_trader.core.message) drop_instruments_on_reset (CacheConfig attribute) dt_to_unix_nanos() (in module nautilus_trader.core.datetime) dump_pickled_data() (BacktestEngine method) DUPLICATE_IP (BinanceErrorCode attribute) DUPLICATED_CLIENT_TRAN_ID (BinanceErrorCode attribute) duration_ns (Position attribute) (PositionChanged attribute) (PositionClosed attribute) (PositionEvent attribute), [1] (PositionOpened attribute) DYDXDataClientConfig (class in nautilus_trader.adapters.dydx.config) DYDXExecClientConfig (class in nautilus_trader.adapters.dydx.config)

E

EconomicNewsEventFilter (class in nautilus_trader.trading.filters) ED25519 (BinanceKeyType attribute) elapsed_time (BacktestResult attribute) EMPTY_NEW_CL_ORD_ID (BinanceErrorCode attribute) EMPTY_ORG_CL_ORD_ID (BinanceErrorCode attribute) emulation_trigger (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (Order attribute), [1] (OrderInitialized attribute), [1] (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) emulator (BacktestEngineConfig attribute) (NautilusKernel property) (NautilusKernelConfig attribute) (TradingNodeConfig attribute) encoding (CacheConfig attribute) (MessageBusConfig attribute) end() (BacktestEngine method) END_OF_DAY (BinanceSpotSymbolStatus attribute) end_time (BacktestDataConfig attribute) end_time_nanos (BacktestDataConfig property) endpoints() (MessageBus method) engine (BacktestRunConfig attribute) ensure_plotting() (in module nautilus_trader.backtest.results) entry (Position attribute) (PositionChanged attribute) (PositionClosed attribute) (PositionEvent attribute), [1] (PositionOpened attribute) environment (BacktestEngineConfig attribute) Environment (class in nautilus_trader.common) environment (NautilusKernel property) (NautilusKernelConfig attribute) (TradingNodeConfig attribute) EOA (PolymarketSignatureType attribute) Equity (class in nautilus_trader.model.instruments) (class in nautilus_trader.model.instruments.equity) error() (Logger method) ERROR_MSG_RECEIVED (BinanceErrorCode attribute) Event (class in nautilus_trader.core.message) event (TimeEventHandler attribute) event_count (CashAccount attribute) (ExecutionEngine attribute) (LimitIfTouchedOrder attribute) (LimitOrder attribute) (LiveExecutionEngine attribute) (LiveRiskEngine attribute) (MarginAccount attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (Order attribute), [1] (OrderEmulator attribute) (Position attribute) (RiskEngine attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) event_country_code (BettingInstrument attribute), [1] event_id (BettingInstrument attribute), [1] event_name (BettingInstrument attribute), [1] event_open_date (BettingInstrument attribute), [1] event_type_id (BettingInstrument attribute), [1] event_type_name (BettingInstrument attribute), [1] events (CashAccount attribute) (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarginAccount attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (Order attribute), [1] (Position attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) evt_qsize() (LiveExecutionEngine method) (LiveRiskEngine method) EXCEED_MAX_CANCEL_ORDER_SIZE (BinanceErrorCode attribute) EXCEED_MAXIMUM_MODIFY_ORDER_LIMIT (BinanceErrorCode attribute) exception() (Logger method) exchange (FuturesContract attribute), [1] (FuturesSpread attribute), [1] (FXRolloverInterestModule attribute) (OptionsContract attribute) (OptionsSpread attribute) (SimulationModule attribute) EXCHANGE_MAX_NUM_ALGO_ORDERS (BinanceExchangeFilterType attribute) EXCHANGE_MAX_NUM_ORDERS (BinanceExchangeFilterType attribute) ExchangeRateCalculator (class in nautilus_trader.accounting.calculators) exec_algorithm_id (ExecAlgorithmConfig attribute) (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (Order attribute), [1] (OrderInitialized attribute), [1] (StopLimitOrder attribute) (StopMarketOrder attribute) (SubmitOrder attribute) (SubmitOrderList attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute)

exec_algorithm_ids() (Cache method), [1] (CacheFacade method) (Trader method), [1] exec_algorithm_params (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (Order attribute), [1] (OrderInitialized attribute), [1] (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) exec_algorithm_path (ImportableExecAlgorithmConfig attribute) exec_algorithm_states() (Trader method), [1] exec_algorithms (BacktestEngineConfig attribute) (NautilusKernelConfig attribute) (TradingNodeConfig attribute) exec_algorithms() (Trader method), [1] exec_clients (TradingNodeConfig attribute) exec_engine (BacktestEngineConfig attribute) (NautilusKernel property) (NautilusKernelConfig attribute) (TradingNodeConfig attribute) exec_spawn_id (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (Order attribute), [1] (OrderInitialized attribute), [1] (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) exec_spawn_total_filled_qty() (Cache method), [1] (CacheFacade method) exec_spawn_total_leaves_qty() (Cache method), [1] (CacheFacade method) exec_spawn_total_quantity() (Cache method), [1] (CacheFacade method) ExecAlgorithm (class in nautilus_trader.execution.algorithm) ExecAlgorithmConfig (class in nautilus_trader.execution.config) ExecAlgorithmFactory (class in nautilus_trader.execution.config) ExecAlgorithmId (class in nautilus_trader.model.identifiers) ExecEngineConfig (class in nautilus_trader.execution.config) execute() (DataEngine method) (ExecAlgorithm method) (ExecutionEngine method) (LiveDataEngine method) (LiveExecutionEngine method) (LiveRiskEngine method) (OrderEmulator method) (RiskEngine method) ExecutionClient (class in nautilus_trader.execution.client) ExecutionEngine (class in nautilus_trader.execution.engine) ExecutionMassStatus (class in nautilus_trader.execution.reports) executionReport (BinanceSpotEventType attribute) ExecutionReport (class in nautilus_trader.execution.reports) executor (NautilusKernel property) expiration_ns (BinaryOption attribute), [1] (CryptoFuture attribute), [1] (FuturesContract attribute), [1] (FuturesSpread attribute), [1] (OptionsContract attribute) (OptionsSpread attribute) expiration_utc (BinaryOption attribute), [1] (CryptoFuture attribute), [1] (FuturesContract attribute), [1] (FuturesSpread attribute), [1] (OptionsContract attribute) (OptionsSpread attribute) expire_time (LimitIfTouchedOrder attribute), [1] (LimitOrder attribute), [1] (MarketIfTouchedOrder attribute), [1] (MarketToLimitOrder attribute), [1] (StopLimitOrder attribute), [1] (StopMarketOrder attribute), [1] (TrailingStopLimitOrder attribute), [1] (TrailingStopMarketOrder attribute), [1] expire_time_ns (LimitIfTouchedOrder attribute), [1] (LimitOrder attribute), [1] (MarketIfTouchedOrder attribute), [1] (MarketToLimitOrder attribute), [1] (StopLimitOrder attribute), [1] (StopMarketOrder attribute), [1] (TrailingStopLimitOrder attribute), [1] (TrailingStopMarketOrder attribute), [1] EXPIRED (BinanceExecutionType attribute) (BinanceOrderStatus attribute) EXPIRED_IN_MATCH (BinanceOrderStatus attribute) exposure() (BookOrder method) (Level method) external_clients (DataEngineConfig attribute) (LiveDataEngineConfig attribute) external_order_claims (Strategy attribute), [1] (StrategyConfig attribute) external_streams (MessageBusConfig attribute) extract_price() (QuoteTick method) extract_size() (QuoteTick method)

F

factory (ImportableConfig attribute) FAILED (PolymarketTradeStatus attribute) FALLS_TO (BybitTriggerDirection attribute) fast_mad() (in module nautilus_trader.core.stats) fast_mad_with_mean() (in module nautilus_trader.core.stats) fast_mean() (in module nautilus_trader.core.stats) fast_mean_iterated() (in module nautilus_trader.core.stats) fast_std() (in module nautilus_trader.core.stats) fast_std_with_mean() (in module nautilus_trader.core.stats) fault() (Actor method) (BacktestDataClient method) (BacktestExecClient method) (BacktestMarketDataClient method) (BinanceFuturesDataClient method) (BinanceFuturesExecutionClient method) (BinanceSpotDataClient method) (BinanceSpotExecutionClient method) (BybitDataClient method) (BybitExecutionClient method) (Component method) (Controller method) (DatabentoDataClient method) (DataClient method) (DataEngine method) (ExecAlgorithm method) (ExecutionClient method) (ExecutionEngine method) (FXRolloverInterestModule method) (LiveDataClient method) (LiveDataEngine method) (LiveExecutionClient method) (LiveExecutionEngine method) (LiveMarketDataClient method) (LiveRiskEngine method) (MarketDataClient method) (OKXDataClient method) (OKXExecutionClient method) (OrderEmulator method) (RiskEngine method) (SimulationModule method) (Strategy method) (Trader method) FeatherFile (class in nautilus_trader.persistence.catalog.parquet) FeeModel (class in nautilus_trader.backtest.models) fetch_send_tickers() (BybitDataClient method) fill_reports (ExecutionMassStatus property) FILLED (BinanceOrderStatus attribute) (BybitOrderStatus attribute) filled_qty (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (Order attribute), [1] (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) FillModel (class in nautilus_trader.backtest.models) FillReport (class in nautilus_trader.execution.reports) filter_callable (InstrumentProviderConfig attribute) filter_expr (BacktestDataConfig attribute) filter_position_reports (LiveExecEngineConfig attribute) filter_unclaimed_external_orders (LiveExecEngineConfig attribute) filters (InstrumentProviderConfig attribute) find() (BinanceFuturesInstrumentProvider method) (BinanceSpotInstrumentProvider method) (BybitInstrumentProvider method) (DatabentoInstrumentProvider method) (InstrumentProvider method) (OKXInstrumentProvider method) find_conditional() (OKXInstrumentProvider method) find_tick_index() (TieredTickScheme method) FiniteStateMachine (class in nautilus_trader.core.fsm) first (OrderList attribute), [1] FixedFeeModel (class in nautilus_trader.backtest.models) FixedRiskSizer (class in nautilus_trader.risk.sizing) FixedTickScheme (class in nautilus_trader.model.tick_scheme.implementations.fixed) flags (BSPOrderBookDelta attribute) (OrderBookDelta attribute) (OrderBookDeltas attribute) (OrderBookDepth10 attribute) FLAT (BybitPositionSide attribute) flush() (CacheDatabaseAdapter method), [1] (StreamingFeatherWriter method) flush_db() (Cache method), [1] (ExecutionEngine method) (LiveExecutionEngine method) flush_interval_ms (StreamingConfig attribute) flush_on_start (CacheConfig attribute) FOK (BinanceTimeInForce attribute) (BybitTimeInForce attribute) (PolymarketOrderType attribute) FOK_ORDER_REJECT (BinanceErrorCode attribute) ForexSession (class in nautilus_trader.trading.filters) ForexSessionFilter (class in nautilus_trader.trading.filters) format_iso8601() (in module nautilus_trader.core.datetime) formula (SyntheticInstrument attribute), [1] free (AccountBalance attribute) from_batch() (BSPOrderBookDelta static method) from_bytes() (BarAggregation method) from_code() (Venue static method) from_dbn_file() (DatabentoDataLoader method), [1] from_dict() (AccountBalance static method) (AccountState static method), [1] (Bar static method) (BatchCancelOrders static method) (BetfairStartingPrice class method) (BetfairTicker class method) (BettingInstrument static method), [1] (BinanceBar static method) (BinanceFuturesMarkPriceUpdate static method) (BinanceTicker static method) (BinaryOption static method), [1] (BookOrder static method) (BSPOrderBookDelta static method) (CancelAllOrders static method) (CancelOrder static method) (CashAccount static method) (Cfd static method), [1] (Commodity static method), [1] (CryptoFuture static method), [1] (CryptoPerpetual static method), [1] (CurrencyPair static method), [1] (DatabentoImbalance static method), [1] (DatabentoStatistics static method), [1] (Equity static method), [1] (FuturesContract static method), [1] (FuturesSpread static method), [1] (IndexInstrument static method), [1] (InstrumentClose static method) (InstrumentStatus static method) (MarginAccount static method) (MarginBalance static method) (ModifyOrder static method) (OptionsContract static method) (OptionsSpread static method) (OrderAccepted static method), [1] (OrderBookDelta static method) (OrderBookDeltas static method) (OrderBookDepth10 static method) (OrderCanceled static method), [1] (OrderCancelRejected static method), [1] (OrderDenied static method), [1] (OrderEmulated static method), [1] (OrderExpired static method), [1] (OrderFilled static method), [1] (OrderInitialized static method), [1] (OrderModifyRejected static method), [1] (OrderPendingCancel static method), [1] (OrderPendingUpdate static method), [1] (OrderRejected static method), [1] (OrderReleased static method), [1] (OrderSubmitted static method), [1] (OrderTriggered static method), [1] (OrderUpdated static method), [1] (PositionChanged static method), [1] (PositionClosed static method), [1] (PositionOpened static method), [1] (QueryOrder static method) (QuoteTick static method) (SubmitOrder static method) (SubmitOrderList static method) (SyntheticInstrument static method), [1] (TradeTick static method) from_env() (BaseDataCatalog class method) (ParquetDataCatalog class method) from_init() (OrderUnpacker static method) from_int() (Price static method) (Quantity static method) from_internal_map() (Currency static method) from_pyo3() (Bar static method) (BinanceBar static method) (BSPOrderBookDelta static method) (Cfd static method), [1] (Commodity static method), [1] (CryptoFuture static method), [1] (CryptoPerpetual static method), [1] (CurrencyPair static method), [1] (Equity static method), [1] (FuturesContract static method), [1] (FuturesSpread static method), [1] (IndexInstrument static method), [1] (InstrumentStatus static method) (LimitOrder static method), [1] (MarketOrder static method), [1] (OptionsContract static method) (OptionsSpread static method) (OrderBookDelta static method) (OrderBookDepth10 static method) (QuoteTick static method) (StopLimitOrder static method), [1] (TradeTick static method)

from_pyo3_list() (Bar static method) (BinanceBar static method) (BSPOrderBookDelta static method) (InstrumentStatus static method) (OrderBookDelta static method) (OrderBookDepth10 static method) (QuoteTick static method) (TradeTick static method) from_raw() (Bar static method) (BinanceBar static method) (BookOrder static method) (BSPOrderBookDelta static method) (Money static method) (OrderBookDelta static method) (Price static method) (Quantity static method) (QuoteTick static method) (TradeTick static method) from_raw_arrays_to_list() (Bar static method) (BinanceBar static method) (QuoteTick static method) (TradeTick static method) from_str() (BarSpecification static method) (BarType static method) (Currency static method) (InstrumentId static method) (Money static method) (Price static method) (Quantity static method) from_timedelta() (BarSpecification static method) from_uri() (BaseDataCatalog class method) (ParquetDataCatalog class method) frozen_account (BacktestVenueConfig attribute) fs (StreamingConfig property) fs_protocol (DataCatalogConfig attribute) (StreamingConfig attribute) fs_storage_options (DataCatalogConfig attribute) (StreamingConfig attribute) FULL (BinanceNewOrderRespType attribute) (BybitTpSlMode attribute) fully_qualified_name() (Actor class method) (ActorConfig class method) (BacktestDataClient class method) (BacktestDataConfig class method) (BacktestEngineConfig class method) (BacktestExecClient class method) (BacktestMarketDataClient class method) (BacktestRunConfig class method) (BacktestVenueConfig class method) (Bar class method) (BetfairStartingPrice class method) (BetfairTicker class method) (BettingInstrument class method) (BinanceBar class method) (BinanceDataClientConfig class method) (BinanceExecClientConfig class method) (BinanceFuturesDataClient class method) (BinanceFuturesExecutionClient class method) (BinanceFuturesMarkPriceUpdate class method) (BinanceSpotDataClient class method) (BinanceSpotExecutionClient class method) (BinanceTicker class method) (BinaryOption class method) (BSPOrderBookDelta class method) (BybitDataClient class method) (BybitDataClientConfig class method) (BybitExecClientConfig class method) (BybitExecutionClient class method) (CacheConfig class method) (Cfd class method) (Commodity class method) (Component class method) (Controller class method) (ControllerConfig class method) (CryptoFuture class method) (CryptoPerpetual class method) (CurrencyPair class method) (CustomData class method) (DatabaseConfig class method) (DatabentoDataClient class method) (DatabentoDataClientConfig class method), [1] (DataCatalogConfig class method) (DataClient class method) (DataEngine class method) (DataEngineConfig class method) (DYDXDataClientConfig class method) (DYDXExecClientConfig class method) (Equity class method) (ExecAlgorithm class method) (ExecAlgorithmConfig class method) (ExecEngineConfig class method) (ExecutionClient class method) (ExecutionEngine class method) (FuturesContract class method) (FuturesSpread class method) (FXRolloverInterestConfig class method) (FXRolloverInterestModule class method) (ImportableActorConfig class method) (ImportableConfig class method) (ImportableControllerConfig class method) (ImportableExecAlgorithmConfig class method) (ImportableFactoryConfig class method) (ImportableStrategyConfig class method) (IndexInstrument class method) (Instrument class method) (InstrumentClose class method) (InstrumentProviderConfig class method) (InstrumentStatus class method) (LiveDataClient class method) (LiveDataClientConfig class method) (LiveDataEngine class method) (LiveDataEngineConfig class method) (LiveExecClientConfig class method) (LiveExecEngineConfig class method) (LiveExecutionClient class method) (LiveExecutionEngine class method) (LiveMarketDataClient class method) (LiveRiskEngine class method) (LiveRiskEngineConfig class method) (LoggingConfig class method) (MarketDataClient class method) (MessageBusConfig class method) (NautilusConfig class method) (NautilusKernelConfig class method) (NewsEvent class method) (OKXDataClient class method) (OKXDataClientConfig class method) (OKXExecClientConfig class method) (OKXExecutionClient class method) (OrderBook class method) (OrderBookDelta class method) (OrderBookDeltas class method) (OrderBookDepth10 class method) (OrderEmulator class method) (OrderEmulatorConfig class method) (PolymarketDataClientConfig class method) (PolymarketExecClientConfig class method) (PortfolioStatistic class method) (QuoteTick class method) (RiskEngine class method) (RiskEngineConfig class method) (RoutingConfig class method) (SimulationModule class method) (SimulationModuleConfig class method) (Strategy class method) (StrategyConfig class method) (StreamingConfig class method) (SyntheticInstrument class method) (Trader class method) (TradeTick class method) (TradingNodeConfig class method) funder (PolymarketDataClientConfig attribute) (PolymarketExecClientConfig attribute) FUNDING (BybitExecType attribute) FUNDING_FEE (BinanceFuturesPositionUpdateReason attribute) FuturesContract (class in nautilus_trader.model.instruments) (class in nautilus_trader.model.instruments.futures_contract) FuturesSpread (class in nautilus_trader.model.instruments) (class in nautilus_trader.model.instruments.futures_spread) FuzzyCandle (class in nautilus_trader.indicators.fuzzy_candlesticks) FuzzyCandlesticks (class in nautilus_trader.indicators.fuzzy_candlesticks) FXRolloverInterestConfig (class in nautilus_trader.backtest.config) FXRolloverInterestModule (class in nautilus_trader.backtest.modules)

G

generate() (ClientOrderIdGenerator method) (OrderListIdGenerator method) (PositionIdGenerator method) generate_account_report() (ReportProvider static method) (Trader method), [1] generate_account_state() (BacktestExecClient method) (BinanceFuturesExecutionClient method) (BinanceSpotExecutionClient method) (BybitExecutionClient method) (ExecutionClient method) (LiveExecutionClient method) (OKXExecutionClient method) generate_client_order_id() (OrderFactory method) generate_fill_reports() (BinanceFuturesExecutionClient method) (BinanceSpotExecutionClient method) (BybitExecutionClient method) (LiveExecutionClient method) (OKXExecutionClient method) generate_fills_report() (ReportProvider static method) (Trader method), [1] generate_mass_status() (BinanceFuturesExecutionClient method) (BinanceSpotExecutionClient method) (BybitExecutionClient method) (LiveExecutionClient method) (OKXExecutionClient method) generate_missing_orders (LiveExecEngineConfig attribute) generate_okx_client_order_id() (ClientOrderIdGenerator method) generate_order_accepted() (BacktestExecClient method) (BinanceFuturesExecutionClient method) (BinanceSpotExecutionClient method) (BybitExecutionClient method) (ExecutionClient method) (LiveExecutionClient method) (OKXExecutionClient method) generate_order_cancel_rejected() (BacktestExecClient method) (BinanceFuturesExecutionClient method) (BinanceSpotExecutionClient method) (BybitExecutionClient method) (ExecutionClient method) (LiveExecutionClient method) (OKXExecutionClient method) generate_order_canceled() (BacktestExecClient method) (BinanceFuturesExecutionClient method) (BinanceSpotExecutionClient method) (BybitExecutionClient method) (ExecutionClient method) (LiveExecutionClient method) (OKXExecutionClient method) generate_order_expired() (BacktestExecClient method) (BinanceFuturesExecutionClient method) (BinanceSpotExecutionClient method) (BybitExecutionClient method) (ExecutionClient method) (LiveExecutionClient method) (OKXExecutionClient method) generate_order_filled() (BacktestExecClient method) (BinanceFuturesExecutionClient method) (BinanceSpotExecutionClient method) (BybitExecutionClient method) (ExecutionClient method) (LiveExecutionClient method) (OKXExecutionClient method) generate_order_fills_report() (ReportProvider static method) (Trader method), [1] generate_order_list_id() (OrderFactory method) generate_order_modify_rejected() (BacktestExecClient method) (BinanceFuturesExecutionClient method) (BinanceSpotExecutionClient method) (BybitExecutionClient method) (ExecutionClient method) (LiveExecutionClient method) (OKXExecutionClient method) generate_order_rejected() (BacktestExecClient method) (BinanceFuturesExecutionClient method) (BinanceSpotExecutionClient method) (BybitExecutionClient method) (ExecutionClient method) (LiveExecutionClient method) (OKXExecutionClient method) generate_order_status_report() (BinanceFuturesExecutionClient method) (BinanceSpotExecutionClient method) (BybitExecutionClient method) (LiveExecutionClient method) (OKXExecutionClient method) generate_order_status_reports() (BinanceFuturesExecutionClient method) (BinanceSpotExecutionClient method) (BybitExecutionClient method) (LiveExecutionClient method) (OKXExecutionClient method) generate_order_submitted() (BacktestExecClient method) (BinanceFuturesExecutionClient method) (BinanceSpotExecutionClient method) (BybitExecutionClient method) (ExecutionClient method) (LiveExecutionClient method) (OKXExecutionClient method) generate_order_triggered() (BacktestExecClient method) (BinanceFuturesExecutionClient method) (BinanceSpotExecutionClient method) (BybitExecutionClient method) (ExecutionClient method) (LiveExecutionClient method) (OKXExecutionClient method) generate_order_updated() (BacktestExecClient method) (BinanceFuturesExecutionClient method) (BinanceSpotExecutionClient method) (BybitExecutionClient method) (ExecutionClient method) (LiveExecutionClient method) (OKXExecutionClient method) generate_orders_report() (ReportProvider static method) (Trader method), [1] generate_position_status_reports() (BinanceFuturesExecutionClient method) (BinanceSpotExecutionClient method) (BybitExecutionClient method) (LiveExecutionClient method) (OKXExecutionClient method) generate_positions_report() (ReportProvider static method) (Trader method), [1]

generate_signal_class() (in module nautilus_trader.persistence.writer) get() (Cache method), [1] (CacheFacade method) get_account() (BacktestExecClient method) (BinanceFuturesExecutionClient method) (BinanceSpotExecutionClient method) (BybitExecutionClient method) (ExecutionClient method) (LiveExecutionClient method) (OKXExecutionClient method) get_all() (BinanceFuturesInstrumentProvider method) (BinanceSpotInstrumentProvider method) (BybitInstrumentProvider method) (DatabentoInstrumentProvider method) (InstrumentProvider method) (OKXInstrumentProvider method) get_applicable_ws_base_url() (OKXDataClientConfig method) (OKXExecClientConfig method) get_avg_px_for_quantity() (OrderBook method) get_base_currency() (BettingInstrument method) (BinaryOption method) (Cfd method) (Commodity method) (CryptoFuture method), [1] (CryptoPerpetual method), [1] (CurrencyPair method), [1] (Equity method) (FuturesContract method) (FuturesSpread method) (IndexInstrument method) (Instrument method), [1] get_bybit_http_client() (in module nautilus_trader.adapters.bybit.factories) get_bybit_instrument_provider() (in module nautilus_trader.adapters.bybit.factories) get_cached_binance_futures_instrument_provider() (in module nautilus_trader.adapters.binance.factories) get_cached_binance_http_client() (in module nautilus_trader.adapters.binance.factories) get_cached_binance_spot_instrument_provider() (in module nautilus_trader.adapters.binance.factories) get_cached_databento_http_client() (in module nautilus_trader.adapters.databento.factories) get_cached_databento_instrument_provider() (in module nautilus_trader.adapters.databento.factories) get_cached_fee_rate() (OKXInstrumentProvider method) get_cached_okx_http_client() (in module nautilus_trader.adapters.okx.factories) get_cached_okx_instrument_provider() (in module nautilus_trader.adapters.okx.factories) get_client_order_id() (ClientOrderIdGenerator method) get_cmd_queue_task() (LiveDataEngine method) (LiveExecutionEngine method) (LiveRiskEngine method) get_commission() (FeeModel method) (FixedFeeModel method) (MakerTakerFeeModel method) get_count() (PositionIdGenerator method) get_cumulative_value() (ValueBarAggregator method) get_current_file_info() (StreamingFeatherWriter method) get_data_queue_task() (LiveDataEngine method) get_dataset_for_venue() (DatabentoDataLoader method), [1] get_engine() (BacktestNode method) get_engines() (BacktestNode method) get_event_loop() (TradingNode method) get_evt_queue_task() (LiveExecutionEngine method) (LiveRiskEngine method) get_external_order_claim() (ExecutionEngine method) (LiveExecutionEngine method) get_external_order_claims_instruments() (ExecutionEngine method) (LiveExecutionEngine method) get_future() (ActorExecutor method) get_id() (AccountId method) get_inflight_check_task() (LiveExecutionEngine method) get_instrument_type_contract_type_combos() (in module nautilus_trader.adapters.okx.providers) get_issuer() (AccountId method) get_log_guard() (BacktestNode method) (NautilusKernel method) get_logger() (TradingNode method) get_matching_core() (OrderEmulator method) get_next_rotation_time() (StreamingFeatherWriter method) get_okx_client_order_id() (ClientOrderIdGenerator method) get_order() (MatchingCore method) get_orders() (MatchingCore method) get_orders_ask() (MatchingCore method) get_orders_bid() (MatchingCore method) get_performance_stats_general() (PortfolioAnalyzer method) get_performance_stats_pnls() (PortfolioAnalyzer method) get_performance_stats_returns() (PortfolioAnalyzer method) get_publishers() (DatabentoDataLoader method), [1] get_quantity_for_price() (OrderBook method) get_range() (DatabentoInstrumentProvider method) get_rate() (ExchangeRateCalculator method) get_rate_data() (RolloverInterestCalculator method) get_req_queue_task() (LiveDataEngine method) get_res_queue_task() (LiveDataEngine method) get_result() (BacktestEngine method) get_settlement_currency() (BettingInstrument method) (BinaryOption method) (Cfd method) (Commodity method) (CryptoFuture method) (CryptoPerpetual method) (CurrencyPair method) (Equity method) (FuturesContract method) (FuturesSpread method) (IndexInstrument method) (Instrument method), [1] get_start_time() (TimeBarAggregator method) get_state_transition_table() (ComponentFSMFactory static method) get_stats_general_formatted() (PortfolioAnalyzer method) get_stats_pnls_formatted() (PortfolioAnalyzer method) get_stats_returns_formatted() (PortfolioAnalyzer method) get_submit_order_commands() (OrderEmulator method) (OrderManager method) get_tag() (StrategyId method) (TraderId method) get_tick_scheme() (in module nautilus_trader.model.tick_scheme.base) get_xrate() (Cache method), [1] (CacheFacade method) GTC (BinanceTimeInForce attribute) (BybitTimeInForce attribute) (PolymarketOrderType attribute) GTD (BinanceTimeInForce attribute) (PolymarketOrderType attribute) GTE_GTC (BinanceTimeInForce attribute) GTX (BinanceTimeInForce attribute) GTX_ORDER_REJECT (BinanceErrorCode attribute)

H

HALT (BinanceSpotSymbolStatus attribute) handle() (TimeEventHandler method) handle_bar() (Actor method) (BarAggregator method) (Controller method) (ExecAlgorithm method) (FuzzyCandlesticks method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (SpreadAnalyzer method) (Strategy method) (TickBarAggregator method) (TimeBarAggregator method) (ValueBarAggregator method) (VolumeBarAggregator method) handle_bars() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) handle_contingencies() (OrderManager method) handle_contingencies_update() (OrderManager method) handle_data() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) handle_event() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (OrderManager method) (SimulationModule method) (Strategy method), [1] handle_historical_data() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) handle_instrument() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) handle_instrument_close() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) handle_instrument_status() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) handle_instruments() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) handle_order_book() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) handle_order_book_deltas() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) handle_order_canceled() (OrderManager method) handle_order_expired() (OrderManager method) handle_order_filled() (OrderManager method) handle_order_rejected() (OrderManager method) handle_order_updated() (OrderManager method) handle_position_event() (OrderManager method) handle_quote_tick() (Actor method) (BarAggregator method) (Controller method) (ExecAlgorithm method) (FuzzyCandlesticks method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (SpreadAnalyzer method) (Strategy method) (TickBarAggregator method) (TimeBarAggregator method) (ValueBarAggregator method) (VolumeBarAggregator method) handle_quote_ticks() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method)

handle_revised_bars (BinanceDataClientConfig attribute) (BybitDataClientConfig attribute) (DatabentoDataClientConfig attribute), [1] (DYDXDataClientConfig attribute) (LiveDataClientConfig attribute) (OKXDataClientConfig attribute) (PolymarketDataClientConfig attribute) handle_trade_tick() (Actor method) (BarAggregator method) (Controller method) (ExecAlgorithm method) (FuzzyCandlesticks method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (SpreadAnalyzer method) (Strategy method) (TickBarAggregator method) (TimeBarAggregator method) (ValueBarAggregator method) (VolumeBarAggregator method) handle_trade_ticks() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) handler (Subscription attribute) has_active_tasks() (Actor method) (ActorExecutor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) has_any_tasks() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) has_backing (Cache attribute), [1] (MessageBus attribute) has_bars() (Cache method), [1] (CacheFacade method) has_emulated_order (SubmitOrderList attribute) has_inputs (FuzzyCandlesticks attribute) (SpreadAnalyzer attribute) has_order_book() (Cache method), [1] (CacheFacade method) has_pending_requests() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) has_price (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (Order attribute), [1] (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) has_queued_tasks() (Actor method) (ActorExecutor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) has_quote_ticks() (Cache method), [1] (CacheFacade method) has_subscribers() (MessageBus method) has_trade_ticks() (Cache method), [1] (CacheFacade method) has_trigger_price (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (Order attribute), [1] (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) heartbeat() (Cache method), [1] (CacheDatabaseAdapter method), [1] heartbeat_interval_secs (MessageBusConfig attribute) high (Bar attribute) (BinanceBar attribute) HIGH (NewsImpact attribute) HMAC (BinanceKeyType attribute) host (DatabaseConfig attribute) HOUR (BarAggregation attribute) HOUR_1 (BinanceKlineInterval attribute) (BybitKlineInterval attribute) HOUR_12 (BinanceKlineInterval attribute) (BybitKlineInterval attribute) HOUR_2 (BinanceKlineInterval attribute) (BybitKlineInterval attribute) HOUR_4 (BinanceKlineInterval attribute) (BybitKlineInterval attribute) HOUR_6 (BinanceKlineInterval attribute) (BybitKlineInterval attribute) HOUR_8 (BinanceKlineInterval attribute) http_gateway (DatabentoDataClientConfig attribute), [1]

I

ICEBERG_PARTS (BinanceSymbolFilterType attribute) id (AccountState attribute), [1] (Actor attribute) (ActorConfig property) (BacktestDataClient attribute) (BacktestDataConfig property) (BacktestEngineConfig property) (BacktestExecClient attribute) (BacktestMarketDataClient attribute) (BacktestRunConfig property) (BacktestVenueConfig property) (BatchCancelOrders attribute) (BettingInstrument attribute) (BinanceDataClientConfig property) (BinanceExecClientConfig property) (BinanceFuturesDataClient attribute) (BinanceFuturesExecutionClient attribute) (BinanceSpotDataClient attribute) (BinanceSpotExecutionClient attribute) (BinaryOption attribute) (BybitDataClient attribute) (BybitDataClientConfig property) (BybitExecClientConfig property) (BybitExecutionClient attribute) (CacheConfig property) (CancelAllOrders attribute) (CancelOrder attribute) (CashAccount attribute) (Cfd attribute) (Command attribute) (Commodity attribute) (Component attribute) (Controller attribute) (ControllerConfig property) (CryptoFuture attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (DatabaseConfig property) (DatabentoDataClient attribute) (DatabentoDataClientConfig property), [1] (DataCatalogConfig property) (DataClient attribute) (DataCommand attribute) (DataEngine attribute) (DataEngineConfig property) (DataRequest attribute) (DataResponse attribute) (Document attribute) (DYDXDataClientConfig property) (DYDXExecClientConfig property) (Equity attribute) (Event attribute) (ExecAlgorithm attribute) (ExecAlgorithmConfig property) (ExecEngineConfig property) (ExecutionClient attribute) (ExecutionEngine attribute) (ExecutionMassStatus attribute) (ExecutionReport attribute) (FillReport attribute) (FuturesContract attribute) (FuturesSpread attribute) (FXRolloverInterestConfig property) (FXRolloverInterestModule attribute) (ImportableActorConfig property) (ImportableConfig property) (ImportableControllerConfig property) (ImportableExecAlgorithmConfig property) (ImportableFactoryConfig property) (ImportableStrategyConfig property) (IndexInstrument attribute) (Instrument attribute), [1] (InstrumentProviderConfig property) (LiveDataClient attribute) (LiveDataClientConfig property) (LiveDataEngine attribute) (LiveDataEngineConfig property) (LiveExecClientConfig property) (LiveExecEngineConfig property) (LiveExecutionClient attribute) (LiveExecutionEngine attribute) (LiveMarketDataClient attribute) (LiveRiskEngine attribute) (LiveRiskEngineConfig property) (LoggingConfig property) (MarginAccount attribute) (MarketDataClient attribute) (MessageBusConfig property) (ModifyOrder attribute) (NautilusConfig property) (NautilusKernelConfig property) (OKXDataClient attribute) (OKXDataClientConfig property) (OKXExecClientConfig property) (OKXExecutionClient attribute) (OrderAccepted attribute), [1] (OrderCanceled attribute), [1] (OrderCancelRejected attribute), [1] (OrderDenied attribute), [1] (OrderEmulated attribute), [1] (OrderEmulator attribute) (OrderEmulatorConfig property) (OrderEvent attribute), [1] (OrderExpired attribute), [1] (OrderFilled attribute), [1] (OrderInitialized attribute), [1] (OrderList attribute), [1] (OrderModifyRejected attribute), [1] (OrderPendingCancel attribute), [1] (OrderPendingUpdate attribute), [1] (OrderRejected attribute), [1] (OrderReleased attribute), [1] (OrderStatusReport attribute) (OrderSubmitted attribute), [1] (OrderTriggered attribute), [1] (OrderUpdated attribute), [1] (PolymarketDataClientConfig property) (PolymarketExecClientConfig property) (Position attribute) (PositionChanged attribute) (PositionClosed attribute) (PositionEvent attribute), [1] (PositionOpened attribute) (PositionStatusReport attribute) (QueryOrder attribute) (Request attribute) (Response attribute) (RiskEngine attribute) (RiskEngineConfig property) (RoutingConfig property) (SimulationModule attribute) (SimulationModuleConfig property) (Strategy attribute) (StrategyConfig property) (StreamingConfig property) (SubmitOrder attribute) (SubmitOrderList attribute) (Subscribe attribute) (SyntheticInstrument attribute), [1] (TimeEvent attribute) (Trader attribute) (TradingCommand attribute) (TradingNodeConfig property) (Unsubscribe attribute) Identifier (class in nautilus_trader.model.identifiers) IdentifierGenerator (class in nautilus_trader.common.generators) ILLEGAL_CHARS (BinanceErrorCode attribute) imag (BarAggregation attribute) IMBALANCE (DatabentoSchema attribute) impact (NewsEvent property) impacts (EconomicNewsEventFilter property) ImportableActorConfig (class in nautilus_trader.common.config) ImportableConfig (class in nautilus_trader.common.config) ImportableControllerConfig (class in nautilus_trader.trading.config) ImportableExecAlgorithmConfig (class in nautilus_trader.execution.config) ImportableFactoryConfig (class in nautilus_trader.common.config) ImportableStrategyConfig (class in nautilus_trader.trading.config) include_types (StreamingConfig attribute) increment (FixedTickScheme attribute) index() (FeatherFile method) index_order_position() (CacheDatabaseAdapter method), [1] INDEX_PRICE (BybitTriggerType attribute) index_venue_order_id() (CacheDatabaseAdapter method), [1] IndexInstrument (class in nautilus_trader.model.instruments) (class in nautilus_trader.model.instruments.index) indicators_initialized() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) inflight_check_interval_ms (LiveExecEngineConfig attribute) inflight_check_retries (LiveExecEngineConfig attribute) inflight_check_threshold_ms (LiveExecEngineConfig attribute) info (AccountState attribute), [1] (BettingInstrument attribute) (BinaryOption attribute) (Cfd attribute) (Commodity attribute) (CryptoFuture attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (Equity attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (Instrument attribute), [1] (OrderFilled attribute), [1] info() (LimitIfTouchedOrder method), [1] (LimitOrder method), [1] (Logger method) (MarketIfTouchedOrder method), [1] (MarketOrder method), [1] (MarketToLimitOrder method), [1] (Order method), [1] (Position method) (StopLimitOrder method), [1] (StopMarketOrder method), [1] (TrailingStopLimitOrder method), [1] (TrailingStopMarketOrder method), [1] init_event (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (Order attribute), [1] (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) init_id (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (Order attribute), [1] (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) init_logging() (in module nautilus_trader.common.component) initial (MarginBalance attribute) initialize() (BinanceFuturesInstrumentProvider method) (BinanceSpotInstrumentProvider method) (BybitInstrumentProvider method) (DatabentoInstrumentProvider method) (InstrumentProvider method) (OKXInstrumentProvider method) initialize_orders() (Portfolio method), [1] initialize_positions() (Portfolio method), [1] initialized (BarBuilder attribute) (FuzzyCandlesticks attribute) (Portfolio attribute) (PortfolioFacade attribute), [1] (SpreadAnalyzer attribute) insert_latency_nanos (LatencyModel attribute) instance_id (BacktestEngine attribute) (BacktestEngineConfig attribute) (BacktestResult attribute) (NautilusKernel property) (NautilusKernelConfig attribute) (Trader property), [1] (TradingNode property) (TradingNodeConfig attribute) instrument (BarDataWrangler attribute) Instrument (class in nautilus_trader.model.instruments) (class in nautilus_trader.model.instruments.base) instrument (FixedRiskSizer attribute) (OrderBookDeltaDataWrangler attribute) (PositionSizer attribute) (QuoteTickDataWrangler attribute) (TradeTickDataWrangler attribute) instrument() (Cache method), [1] (CacheFacade method) instrument_class (BettingInstrument attribute) (BinaryOption attribute) (Cfd attribute) (Commodity attribute) (CryptoFuture attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (Equity attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (Instrument attribute), [1] instrument_closes() (BaseDataCatalog method) (ParquetDataCatalog method) instrument_greeks_data() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) instrument_id (BacktestDataConfig attribute) (BarType attribute) (BatchCancelOrders attribute) (BSPOrderBookDelta attribute) (CancelAllOrders attribute) (CancelOrder attribute) (DatabentoImbalance attribute), [1] (DatabentoStatistics attribute), [1] (InstrumentClose attribute) (InstrumentStatus attribute) (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarginBalance attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (MatchingCore attribute) (ModifyOrder attribute) (Order attribute), [1] (OrderAccepted attribute), [1] (OrderBook attribute) (OrderBookDelta attribute) (OrderBookDeltas attribute) (OrderBookDepth10 attribute) (OrderCanceled attribute), [1] (OrderCancelRejected attribute), [1] (OrderDenied attribute), [1] (OrderEmulated attribute), [1] (OrderEvent attribute), [1] (OrderExpired attribute), [1] (OrderFilled attribute), [1] (OrderInitialized attribute), [1] (OrderList attribute), [1] (OrderModifyRejected attribute), [1] (OrderPendingCancel attribute), [1] (OrderPendingUpdate attribute), [1] (OrderRejected attribute), [1] (OrderReleased attribute), [1] (OrderSubmitted attribute), [1] (OrderTriggered attribute), [1] (OrderUpdated attribute), [1] (Position attribute) (PositionChanged attribute) (PositionClosed attribute) (PositionEvent attribute), [1] (PositionOpened attribute) (QueryOrder attribute) (QuoteTick attribute) (SpreadAnalyzer attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (SubmitOrder attribute) (SubmitOrderList attribute) (TradeTick attribute) (TradingCommand attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) instrument_ids (DatabentoDataClientConfig attribute), [1] instrument_ids() (Cache method), [1] (CacheFacade method) instrument_provider (BinanceDataClientConfig attribute) (BinanceExecClientConfig attribute) (BybitDataClientConfig attribute) (BybitExecClientConfig attribute) (DatabentoDataClientConfig attribute), [1] (DYDXDataClientConfig attribute) (DYDXExecClientConfig attribute) (LiveDataClientConfig attribute) (LiveExecClientConfig attribute) (OKXDataClientConfig attribute) (OKXExecClientConfig attribute) (PolymarketDataClientConfig attribute) (PolymarketExecClientConfig attribute) instrument_status() (BaseDataCatalog method) (ParquetDataCatalog method) instrument_types (OKXDataClientConfig attribute) (OKXExecClientConfig attribute) InstrumentClose (class in nautilus_trader.model.data) InstrumentId (class in nautilus_trader.model.identifiers) InstrumentProvider (class in nautilus_trader.common.providers) InstrumentProviderConfig (class in nautilus_trader.common.config) instruments() (BaseDataCatalog method) (Cache method), [1] (CacheFacade method) (ParquetDataCatalog method) instruments_from_pyo3() (in module nautilus_trader.model.instruments) (in module nautilus_trader.model.instruments.base) InstrumentStatus (class in nautilus_trader.model.data) INSURANCE_ACCOUNT_NOT_FOUND (BinanceErrorCode attribute) INSURANCE_CLEAR (BinanceFuturesPositionUpdateReason attribute) INSURANCE_FUND (BinanceOrderType attribute) INTERVAL (RotationMode attribute) interval (Throttler attribute) (TimeBarAggregator attribute) interval_ns (TimeBarAggregator attribute) INVALID (PolymarketOrderStatus attribute) INVALID_ACCOUNT_TYPE (BinanceErrorCode attribute) INVALID_ACTIVATION_PRICE (BinanceErrorCode attribute) INVALID_API_KEY_TYPE (BinanceErrorCode attribute) INVALID_BALANCE_TYPE (BinanceErrorCode attribute) INVALID_BATCH_PLACE_ORDER_SIZE (BinanceErrorCode attribute) INVALID_CALLBACK_RATE (BinanceErrorCode attribute) INVALID_CL_OPTIONS_ID_LEN (BinanceErrorCode attribute) INVALID_CL_ORD_ID_LEN (BinanceErrorCode attribute) INVALID_CLIENT_TRAN_ID_LEN (BinanceErrorCode attribute) INVALID_CONTRACT_TYPE (BinanceErrorCode attribute) INVALID_DEPTH_LIMIT (BinanceErrorCode attribute) INVALID_GOOD_TILL_DATE (BinanceErrorCode attribute) INVALID_LEVERAGE (BinanceErrorCode attribute) INVALID_LISTEN_KEY (BinanceErrorCode attribute) INVALID_MESSAGE (BinanceErrorCode attribute) INVALID_NEW_ORDER_RESP_TYPE (BinanceErrorCode attribute) INVALID_NOTIONAL_LIMIT_COEF (BinanceErrorCode attribute) INVALID_OPENING_POSITION_STATUS (BinanceErrorCode attribute) INVALID_OPTIONS_AMOUNT (BinanceErrorCode attribute) INVALID_OPTIONS_DIRECTION (BinanceErrorCode attribute) INVALID_OPTIONS_EVENT_TYPE (BinanceErrorCode attribute) INVALID_OPTIONS_ID (BinanceErrorCode attribute) INVALID_OPTIONS_PREMIUM_FEE (BinanceErrorCode attribute) INVALID_OPTIONS_REQUEST_TYPE (BinanceErrorCode attribute) INVALID_OPTIONS_TIME_FRAME (BinanceErrorCode attribute) INVALID_ORDER_STATUS (BinanceErrorCode attribute) INVALID_ORDER_TYPE (BinanceErrorCode attribute) INVALID_PAIR (BinanceErrorCode attribute) INVALID_PARAMETER (BinanceErrorCode attribute) INVALID_POSITION_SIDE (BinanceErrorCode attribute) INVALID_PRICE_SPREAD_THRESHOLD (BinanceErrorCode attribute) INVALID_RSA_PUBLIC_KEY (BinanceErrorCode attribute) INVALID_SIDE (BinanceErrorCode attribute) INVALID_SIGNATURE (BinanceErrorCode attribute) INVALID_STEP_SIZE_PRECISION (BinanceErrorCode attribute) INVALID_SYMBOL_STATUS (BinanceErrorCode attribute) INVALID_TICK_SIZE_PRECISION (BinanceErrorCode attribute) INVALID_TIF (BinanceErrorCode attribute) INVALID_TIME_INTERVAL (BinanceErrorCode attribute) INVALID_TIMESTAMP (BinanceErrorCode attribute) INVALID_WORKING_TYPE (BinanceErrorCode attribute) InvalidConfiguration InvalidStateTrigger INVERSE (BybitProductType attribute) INVERSE_FUTURE (BybitContractType attribute) INVERSE_PERPETUAL (BybitContractType attribute) IOC (BinanceTimeInForce attribute) (BybitTimeInForce attribute) is_active_local (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (Order attribute), [1] (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) is_add (BSPOrderBookDelta attribute) (OrderBookDelta attribute) is_aggressive (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (Order attribute), [1] (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) is_ask_initialized (MatchingCore attribute) is_bid_initialized (MatchingCore attribute) is_built (TradingNode property) is_buy (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (Order attribute), [1] (OrderFilled attribute), [1] (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) is_bypassed (LiveRiskEngine attribute) (RiskEngine attribute) is_canceled (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (Order attribute), [1] (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) is_cash_account (CashAccount attribute) (MarginAccount attribute) is_child_order (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (Order attribute), [1] (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) is_clear (BSPOrderBookDelta attribute) (OrderBookDelta attribute) is_closed (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (Order attribute), [1] (Position attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (StreamingFeatherWriter property) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) is_completely_flat() (Portfolio method), [1] (PortfolioFacade method), [1] is_composite() (BarType method) (Symbol method) is_connected (BacktestDataClient attribute) (BacktestExecClient attribute) (BacktestMarketDataClient attribute) (BinanceFuturesDataClient attribute) (BinanceFuturesExecutionClient attribute) (BinanceSpotDataClient attribute) (BinanceSpotExecutionClient attribute) (BybitDataClient attribute) (BybitExecutionClient attribute) (DatabentoDataClient attribute) (DataClient attribute) (ExecutionClient attribute) (LiveDataClient attribute) (LiveExecutionClient attribute) (LiveMarketDataClient attribute) (MarketDataClient attribute) (OKXDataClient attribute) (OKXExecutionClient attribute)

is_contingency (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (Order attribute), [1] (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) is_crypto() (Currency static method) is_datetime_utc() (in module nautilus_trader.core.datetime) is_degraded (Actor attribute) (BacktestDataClient attribute) (BacktestExecClient attribute) (BacktestMarketDataClient attribute) (BinanceFuturesDataClient attribute) (BinanceFuturesExecutionClient attribute) (BinanceSpotDataClient attribute) (BinanceSpotExecutionClient attribute) (BybitDataClient attribute) (BybitExecutionClient attribute) (Component attribute) (Controller attribute) (DatabentoDataClient attribute) (DataClient attribute) (DataEngine attribute) (ExecAlgorithm attribute) (ExecutionClient attribute) (ExecutionEngine attribute) (FXRolloverInterestModule attribute) (LiveDataClient attribute) (LiveDataEngine attribute) (LiveExecutionClient attribute) (LiveExecutionEngine attribute) (LiveMarketDataClient attribute) (LiveRiskEngine attribute) (MarketDataClient attribute) (OKXDataClient attribute) (OKXExecutionClient attribute) (OrderEmulator attribute) (RiskEngine attribute) (SimulationModule attribute) (Strategy attribute) (Trader attribute) is_delete (BSPOrderBookDelta attribute) (OrderBookDelta attribute) is_demo (OKXDataClientConfig attribute) (OKXExecClientConfig attribute) is_disposed (Actor attribute) (BacktestDataClient attribute) (BacktestExecClient attribute) (BacktestMarketDataClient attribute) (BinanceFuturesDataClient attribute) (BinanceFuturesExecutionClient attribute) (BinanceSpotDataClient attribute) (BinanceSpotExecutionClient attribute) (BybitDataClient attribute) (BybitExecutionClient attribute) (Component attribute) (Controller attribute) (DatabentoDataClient attribute) (DataClient attribute) (DataEngine attribute) (ExecAlgorithm attribute) (ExecutionClient attribute) (ExecutionEngine attribute) (FXRolloverInterestModule attribute) (LiveDataClient attribute) (LiveDataEngine attribute) (LiveExecutionClient attribute) (LiveExecutionEngine attribute) (LiveMarketDataClient attribute) (LiveRiskEngine attribute) (MarketDataClient attribute) (OKXDataClient attribute) (OKXExecutionClient attribute) (OrderEmulator attribute) (RiskEngine attribute) (SimulationModule attribute) (Strategy attribute) (Trader attribute) is_emulated (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (Order attribute), [1] (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) is_external() (StrategyId method) is_externally_aggregated() (BarType method) is_faulted (Actor attribute) (BacktestDataClient attribute) (BacktestExecClient attribute) (BacktestMarketDataClient attribute) (BinanceFuturesDataClient attribute) (BinanceFuturesExecutionClient attribute) (BinanceSpotDataClient attribute) (BinanceSpotExecutionClient attribute) (BybitDataClient attribute) (BybitExecutionClient attribute) (Component attribute) (Controller attribute) (DatabentoDataClient attribute) (DataClient attribute) (DataEngine attribute) (ExecAlgorithm attribute) (ExecutionClient attribute) (ExecutionEngine attribute) (FXRolloverInterestModule attribute) (LiveDataClient attribute) (LiveDataEngine attribute) (LiveExecutionClient attribute) (LiveExecutionEngine attribute) (LiveMarketDataClient attribute) (LiveRiskEngine attribute) (MarketDataClient attribute) (OKXDataClient attribute) (OKXExecutionClient attribute) (OrderEmulator attribute) (RiskEngine attribute) (SimulationModule attribute) (Strategy attribute) (Trader attribute) is_fiat() (Currency static method) is_flat() (Portfolio method), [1] (PortfolioFacade method), [1] is_futures (BinanceAccountType property) is_importable() (ImportableConfig static method) is_inflight (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (Order attribute), [1] (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) is_information_aggregated() (BarSpecification method) is_initialized (Actor attribute) (BacktestDataClient attribute) (BacktestExecClient attribute) (BacktestMarketDataClient attribute) (BinanceFuturesDataClient attribute) (BinanceFuturesExecutionClient attribute) (BinanceSpotDataClient attribute) (BinanceSpotExecutionClient attribute) (BybitDataClient attribute) (BybitExecutionClient attribute) (Component attribute) (Controller attribute) (DatabentoDataClient attribute) (DataClient attribute) (DataEngine attribute) (ExecAlgorithm attribute) (ExecutionClient attribute) (ExecutionEngine attribute) (FXRolloverInterestModule attribute) (LiveDataClient attribute) (LiveDataEngine attribute) (LiveExecutionClient attribute) (LiveExecutionEngine attribute) (LiveMarketDataClient attribute) (LiveRiskEngine attribute) (MarketDataClient attribute) (OKXDataClient attribute) (OKXExecutionClient attribute) (OrderEmulator attribute) (RiskEngine attribute) (SimulationModule attribute) (Strategy attribute) (Trader attribute) is_internally_aggregated() (BarType method) is_inverse (BettingInstrument attribute) (BinaryOption attribute) (BybitProductType property) (Cfd attribute) (Commodity attribute) (CryptoFuture attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (Equity attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (Instrument attribute), [1] (Position attribute) is_last_initialized (MatchingCore attribute) is_limit_filled() (FillModel method) is_limit_matched() (MatchingCore method) is_limiting (Throttler attribute) is_linear (BybitProductType property) is_logging_initialized() (in module nautilus_trader.common.component) is_logging_pyo3() (in module nautilus_trader.common.component) is_long (Position attribute) is_margin (BinanceAccountType property) is_margin_account (CashAccount attribute) (MarginAccount attribute) is_matching_py() (in module nautilus_trader.common.component) is_net_long() (Portfolio method), [1] (PortfolioFacade method), [1] is_net_short() (Portfolio method), [1] (PortfolioFacade method), [1] is_open (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (Order attribute), [1] (Position attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) is_opposite_side() (Position method) is_option (BybitProductType property) is_order_closed() (Cache method), [1] (CacheFacade method) is_order_emulated() (Cache method), [1] (CacheFacade method) is_order_inflight() (Cache method), [1] (CacheFacade method) is_order_open() (Cache method), [1] (CacheFacade method) is_order_pending_cancel_local() (Cache method), [1] (CacheFacade method) is_parent_order (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (Order attribute), [1] (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) is_passive (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (Order attribute), [1] (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) is_pending_cancel (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (Order attribute), [1] (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) is_pending_request() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (MessageBus method) (OrderEmulator method) (SimulationModule method) (Strategy method) is_pending_update (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (Order attribute), [1] (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) is_position_closed() (Cache method), [1] (CacheFacade method) is_position_open() (Cache method), [1] (CacheFacade method) is_post_only (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (Order attribute), [1] (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) is_primary (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (Order attribute), [1] (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) is_quanto (CryptoPerpetual attribute), [1] is_quote_quantity (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (Order attribute), [1] (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) is_quoting (InstrumentStatus attribute) is_reduce_only (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (Order attribute), [1] (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) is_reported (AccountState attribute), [1] is_revision (Bar attribute) (BinanceBar attribute) is_running (Actor attribute) (BacktestDataClient attribute) (BacktestExecClient attribute) (BacktestMarketDataClient attribute) (BinanceFuturesDataClient attribute) (BinanceFuturesExecutionClient attribute) (BinanceSpotDataClient attribute) (BinanceSpotExecutionClient attribute) (BybitDataClient attribute) (BybitExecutionClient attribute) (Component attribute) (Controller attribute) (DatabentoDataClient attribute) (DataClient attribute) (DataEngine attribute) (ExecAlgorithm attribute) (ExecutionClient attribute) (ExecutionEngine attribute) (FXRolloverInterestModule attribute) (LiveDataClient attribute) (LiveDataEngine attribute) (LiveExecutionClient attribute) (LiveExecutionEngine attribute) (LiveMarketDataClient attribute) (LiveRiskEngine attribute) (MarketDataClient attribute) (OKXDataClient attribute) (OKXExecutionClient attribute) (OrderEmulator attribute) (RiskEngine attribute) (SimulationModule attribute) (Strategy attribute) (Trader attribute) (TradingNode property) is_sell (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (Order attribute), [1] (OrderFilled attribute), [1] (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) is_short (Position attribute) is_short_sell_restricted (InstrumentStatus attribute) is_signal() (Bar class method) (BetfairStartingPrice class method) (BetfairTicker class method) (BettingInstrument class method) (BinanceBar class method) (BinanceFuturesMarkPriceUpdate class method) (BinanceTicker class method) (BinaryOption class method) (BSPOrderBookDelta class method) (Cfd class method) (Commodity class method) (CryptoFuture class method) (CryptoPerpetual class method) (CurrencyPair class method) (CustomData class method) (Equity class method) (FuturesContract class method) (FuturesSpread class method) (IndexInstrument class method) (Instrument class method) (InstrumentClose class method) (InstrumentStatus class method) (NewsEvent class method) (OrderBook class method) (OrderBookDelta class method) (OrderBookDeltas class method) (OrderBookDepth10 class method) (QuoteTick class method) (SyntheticInstrument class method) (TradeTick class method) is_single_price() (Bar method) (BinanceBar method) is_slipped() (FillModel method) is_snapshot (OrderBookDeltas attribute) is_spawned (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (Order attribute), [1] (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) is_spot (BinanceAccountType property) (BybitProductType property) is_spot_or_margin (BinanceAccountType property) is_standard() (BarType method) is_stop_filled() (FillModel method) is_stop_triggered() (MatchingCore method) is_stopped (Actor attribute) (BacktestDataClient attribute) (BacktestExecClient attribute) (BacktestMarketDataClient attribute) (BinanceFuturesDataClient attribute) (BinanceFuturesExecutionClient attribute) (BinanceSpotDataClient attribute) (BinanceSpotExecutionClient attribute) (BybitDataClient attribute) (BybitExecutionClient attribute) (Component attribute) (Controller attribute) (DatabentoDataClient attribute) (DataClient attribute) (DataEngine attribute) (ExecAlgorithm attribute) (ExecutionClient attribute) (ExecutionEngine attribute) (FXRolloverInterestModule attribute) (LiveDataClient attribute) (LiveDataEngine attribute) (LiveExecutionClient attribute) (LiveExecutionEngine attribute) (LiveMarketDataClient attribute) (LiveRiskEngine attribute) (MarketDataClient attribute) (OKXDataClient attribute) (OKXExecutionClient attribute) (OrderEmulator attribute) (RiskEngine attribute) (SimulationModule attribute) (Strategy attribute) (Trader attribute) is_streaming_type() (MessageBus method) is_subscribed() (MessageBus method) is_synthetic() (InstrumentId method) (Venue method) is_testnet (DYDXDataClientConfig attribute) (DYDXExecClientConfig attribute) is_threshold_aggregated() (BarSpecification method) is_time_aggregated() (BarSpecification method) is_touch_triggered() (MatchingCore method) is_trading (InstrumentStatus attribute) is_triggered (LimitIfTouchedOrder attribute), [1] (StopLimitOrder attribute), [1] (TrailingStopLimitOrder attribute), [1] is_tz_aware() (in module nautilus_trader.core.datetime) is_tz_naive() (in module nautilus_trader.core.datetime) is_unleveraged() (CashAccount method) (MarginAccount method) is_update (BSPOrderBookDelta attribute) (OrderBookDelta attribute) isin (Cfd attribute), [1] (Commodity attribute), [1] (Equity attribute), [1] iso4217 (Currency attribute) ISOLATED (BinanceFuturesMarginType attribute) ISOLATED_BALANCE_INSUFFICIENT (BinanceErrorCode attribute) ISOLATED_LEVERAGE_REJECT_WITH_POSITION (BinanceErrorCode attribute) ISOLATED_MARGIN (BinanceAccountType attribute) ISOLATED_REJECT_WITH_JOINT_MARGIN (BinanceErrorCode attribute) ISOLATED_REJECT_WITH_JOINT_MARGIN_2 (BinanceErrorCode attribute) iterate() (MatchingCore method) iteration (BacktestEngine attribute) iterations (BacktestResult attribute)

J

JOINT_MARGIN_REJECT_WITH_ISOLATED (BinanceErrorCode attribute) JOINT_MARGIN_REJECT_WITH_MB (BinanceErrorCode attribute) JOINT_MARGIN_REJECT_WITH_NEGATIVE_BALANCE (BinanceErrorCode attribute) JOINT_MARGIN_REJECT_WITH_OPEN_ORDER (BinanceErrorCode attribute) json() (ActorConfig method) (BacktestDataConfig method) (BacktestEngineConfig method) (BacktestRunConfig method) (BacktestVenueConfig method) (BinanceDataClientConfig method) (BinanceExecClientConfig method) (BybitDataClientConfig method) (BybitExecClientConfig method) (CacheConfig method) (ControllerConfig method) (DatabaseConfig method) (DatabentoDataClientConfig method), [1] (DataCatalogConfig method) (DataEngineConfig method) (DYDXDataClientConfig method) (DYDXExecClientConfig method) (ExecAlgorithmConfig method) (ExecEngineConfig method) (FXRolloverInterestConfig method) (ImportableActorConfig method) (ImportableConfig method) (ImportableControllerConfig method) (ImportableExecAlgorithmConfig method) (ImportableFactoryConfig method) (ImportableStrategyConfig method) (InstrumentProviderConfig method) (LiveDataClientConfig method) (LiveDataEngineConfig method) (LiveExecClientConfig method) (LiveExecEngineConfig method) (LiveRiskEngineConfig method) (LoggingConfig method) (MessageBusConfig method) (NautilusConfig method) (NautilusKernelConfig method) (OKXDataClientConfig method) (OKXExecClientConfig method) (OrderEmulatorConfig method) (PolymarketDataClientConfig method) (PolymarketExecClientConfig method) (RiskEngineConfig method) (RoutingConfig method) (SimulationModuleConfig method) (StrategyConfig method) (StreamingConfig method) (TradingNodeConfig method)

json_primitives() (ActorConfig method) (BacktestDataConfig method) (BacktestEngineConfig method) (BacktestRunConfig method) (BacktestVenueConfig method) (BinanceDataClientConfig method) (BinanceExecClientConfig method) (BybitDataClientConfig method) (BybitExecClientConfig method) (CacheConfig method) (ControllerConfig method) (DatabaseConfig method) (DatabentoDataClientConfig method), [1] (DataCatalogConfig method) (DataEngineConfig method) (DYDXDataClientConfig method) (DYDXExecClientConfig method) (ExecAlgorithmConfig method) (ExecEngineConfig method) (FXRolloverInterestConfig method) (ImportableActorConfig method) (ImportableConfig method) (ImportableControllerConfig method) (ImportableExecAlgorithmConfig method) (ImportableFactoryConfig method) (ImportableStrategyConfig method) (InstrumentProviderConfig method) (LiveDataClientConfig method) (LiveDataEngineConfig method) (LiveExecClientConfig method) (LiveExecEngineConfig method) (LiveRiskEngineConfig method) (LoggingConfig method) (MessageBusConfig method) (NautilusConfig method) (NautilusKernelConfig method) (OKXDataClientConfig method) (OKXExecClientConfig method) (OrderEmulatorConfig method) (PolymarketDataClientConfig method) (PolymarketExecClientConfig method) (RiskEngineConfig method) (RoutingConfig method) (SimulationModuleConfig method) (StrategyConfig method) (StreamingConfig method) (TradingNodeConfig method)

K

kernel (BacktestEngine attribute) key_type (BinanceDataClientConfig attribute) (BinanceExecClientConfig attribute)

keys() (CacheDatabaseAdapter method), [1] kill() (LiveDataEngine method) (LiveExecutionEngine method) (LiveRiskEngine method)

L

last (MatchingCore attribute) last_event (CashAccount attribute) (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarginAccount attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (Order attribute), [1] (Position attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) LAST_PRICE (BybitTriggerType attribute) last_px (OrderFilled attribute), [1] (PositionChanged attribute) (PositionClosed attribute) (PositionEvent attribute), [1] (PositionOpened attribute) last_qty (OrderFilled attribute), [1] (PositionChanged attribute) (PositionClosed attribute) (PositionEvent attribute), [1] (PositionOpened attribute) last_raw (MatchingCore attribute) last_trade_id (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (Order attribute), [1] (Position attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) LatencyModel (class in nautilus_trader.backtest.models) leaves_qty (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (Order attribute), [1] (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) Level (class in nautilus_trader.model.book) leverage() (MarginAccount method) LEVERAGED (BinanceSpotPermissions attribute) leverages (BacktestVenueConfig attribute) leverages() (MarginAccount method) LIMIT (BinanceOrderType attribute) (BybitOrderType attribute) limit (Throttler attribute) limit() (OrderFactory method) limit_if_touched() (OrderFactory method) LIMIT_MAKER (BinanceOrderType attribute) limit_offset (TrailingStopLimitOrder attribute), [1] LIMIT_ORDER_ONLY (BinanceErrorCode attribute) LimitIfTouchedOrder (class in nautilus_trader.model.orders) (class in nautilus_trader.model.orders.limit_if_touched) LimitOrder (class in nautilus_trader.model.orders) (class in nautilus_trader.model.orders.limit) LINEAR (BybitProductType attribute) LINEAR_FUTURE (BybitContractType attribute) LINEAR_PERPETUAL (BybitContractType attribute) linked_order_ids (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (Order attribute), [1] (OrderInitialized attribute), [1] (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) LIQUIDATION (BybitTransactionType attribute) liquidity_side (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (Order attribute), [1] (OrderFilled attribute), [1] (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) list_all() (BinanceFuturesInstrumentProvider method) (BinanceSpotInstrumentProvider method) (BybitInstrumentProvider method) (DatabentoInstrumentProvider method) (InstrumentProvider method) (OKXInstrumentProvider method) list_backtest_runs() (BaseDataCatalog method) (ParquetDataCatalog method) list_data_types() (BaseDataCatalog method) (ParquetDataCatalog method) list_from_capsule() (BSPOrderBookDelta static method) (OrderBookDelta static method) (OrderBookDepth10 static method) (QuoteTick static method) (TradeTick static method) list_generic_data_types() (BaseDataCatalog method) (ParquetDataCatalog method) list_live_runs() (BaseDataCatalog method) (ParquetDataCatalog method) list_tick_schemes() (in module nautilus_trader.model.tick_scheme.base) list_venues() (BacktestEngine method) LISTEN_KEY_EXPIRED (BinanceFuturesEventType attribute) listStatus (BinanceSpotEventType attribute) LIVE (Environment attribute) (PolymarketOrderStatus attribute) live_gateway (DatabentoDataClientConfig attribute), [1] LiveClock (class in nautilus_trader.common.component) LiveDataClient (class in nautilus_trader.live.data_client) LiveDataClientConfig (class in nautilus_trader.live.config) LiveDataEngine (class in nautilus_trader.live.data_engine) LiveDataEngineConfig (class in nautilus_trader.live.config) LiveExecClientConfig (class in nautilus_trader.live.config) LiveExecEngineConfig (class in nautilus_trader.live.config) LiveExecutionClient (class in nautilus_trader.live.execution_client) LiveExecutionEngine (class in nautilus_trader.live.execution_engine) LiveMarketDataClient (class in nautilus_trader.live.data_client) LiveRiskEngine (class in nautilus_trader.live.risk_engine) LiveRiskEngineConfig (class in nautilus_trader.live.config) load() (Actor method) (BinanceFuturesInstrumentProvider method) (BinanceSpotInstrumentProvider method) (BybitInstrumentProvider method) (CacheDatabaseAdapter method), [1] (Controller method) (DatabentoInstrumentProvider method) (ExecAlgorithm method) (FXRolloverInterestModule method) (InstrumentProvider method) (OKXInstrumentProvider method) (OrderEmulator method) (SimulationModule method) (Strategy method) (TardisQuoteDataLoader static method) (TardisTradeDataLoader static method) (Trader method), [1]

load_account() (Cache method), [1] (CacheDatabaseAdapter method), [1] load_accounts() (CacheDatabaseAdapter method), [1] load_actor() (Cache method), [1] (CacheDatabaseAdapter method), [1] load_all (InstrumentProviderConfig attribute) load_all() (BinanceFuturesInstrumentProvider method) (BinanceSpotInstrumentProvider method) (BybitInstrumentProvider method) (DatabentoInstrumentProvider method) (InstrumentProvider method) (OKXInstrumentProvider method) load_all_async() (BinanceFuturesInstrumentProvider method) (BinanceSpotInstrumentProvider method) (BybitInstrumentProvider method) (DatabentoInstrumentProvider method) (InstrumentProvider method) (OKXInstrumentProvider method) load_async() (BinanceFuturesInstrumentProvider method) (BinanceSpotInstrumentProvider method) (BybitInstrumentProvider method) (DatabentoInstrumentProvider method) (InstrumentProvider method) (OKXInstrumentProvider method) load_cache (ExecEngineConfig attribute) (LiveExecEngineConfig attribute) load_cache() (ExecutionEngine method) (LiveExecutionEngine method) load_catalog() (BacktestNode class method) load_currencies() (CacheDatabaseAdapter method), [1] load_currency() (CacheDatabaseAdapter method), [1] load_data_config() (BacktestNode class method) load_ids (InstrumentProviderConfig attribute) load_ids() (BinanceFuturesInstrumentProvider method) (BinanceSpotInstrumentProvider method) (BybitInstrumentProvider method) (DatabentoInstrumentProvider method) (InstrumentProvider method) (OKXInstrumentProvider method) load_ids_async() (BinanceFuturesInstrumentProvider method) (BinanceSpotInstrumentProvider method) (BybitInstrumentProvider method) (DatabentoInstrumentProvider method) (InstrumentProvider method) (OKXInstrumentProvider method) load_index_order_client() (CacheDatabaseAdapter method), [1] load_index_order_position() (CacheDatabaseAdapter method), [1] load_instrument() (Cache method), [1] (CacheDatabaseAdapter method), [1] load_instruments() (CacheDatabaseAdapter method), [1] load_order() (Cache method), [1] (CacheDatabaseAdapter method), [1] load_orders() (CacheDatabaseAdapter method), [1] load_pickled_data() (BacktestEngine method) load_position() (Cache method), [1] (CacheDatabaseAdapter method), [1] load_positions() (CacheDatabaseAdapter method), [1] load_publishers() (DatabentoDataLoader method), [1] load_state (BacktestEngineConfig attribute) (NautilusKernel property) (NautilusKernelConfig attribute) (TradingNodeConfig attribute) load_strategy() (Cache method), [1] (CacheDatabaseAdapter method), [1] load_synthetic() (Cache method), [1] (CacheDatabaseAdapter method), [1] load_synthetics() (CacheDatabaseAdapter method), [1] local_from_utc() (ForexSessionFilter method) local_now() (Clock method) (LiveClock method) (TestClock method) locked (AccountBalance attribute) log (Actor attribute) (Controller attribute) (ExecAlgorithm attribute) (FXRolloverInterestModule attribute) (OrderEmulator attribute) (SimulationModule attribute) (Strategy attribute) log_color_from_str() (in module nautilus_trader.common.component) log_color_to_str() (in module nautilus_trader.common.component) log_colors (LoggingConfig attribute) log_component_levels (LoggingConfig attribute) log_diagnostics() (FXRolloverInterestModule method) (SimulationModule method) log_directory (LoggingConfig attribute) log_file_format (LoggingConfig attribute) log_file_name (LoggingConfig attribute) log_header() (in module nautilus_trader.common.component) log_level (LoggingConfig attribute) log_level_file (LoggingConfig attribute) log_level_from_str() (in module nautilus_trader.common.component) log_level_to_str() (in module nautilus_trader.common.component) log_sysinfo() (in module nautilus_trader.common.component) log_warnings (InstrumentProviderConfig attribute) logger (BacktestEngine attribute) Logger (class in nautilus_trader.common.component) logger (NautilusKernel property) logging (BacktestEngineConfig attribute) (NautilusKernelConfig attribute) (TradingNodeConfig attribute) LoggingConfig (class in nautilus_trader.common.config) LogGuard (class in nautilus_trader.common.component) LONDON (ForexSession attribute) LONG (BinanceFuturesPositionSide attribute) loop (NautilusKernel property) loop_debug (BacktestEngineConfig attribute) (NautilusKernelConfig attribute) (TradingNodeConfig attribute) loop_sig_callback (NautilusKernel property) lot_size (BettingInstrument attribute) LOT_SIZE (BinanceSymbolFilterType attribute) lot_size (BinaryOption attribute) (Cfd attribute) (Commodity attribute) (CryptoFuture attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (Equity attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (Instrument attribute), [1] low (Bar attribute) (BinanceBar attribute) LOW (NewsImpact attribute) lower_wick_size (FuzzyCandle attribute)

M

machine_id (BacktestEngine attribute) (BacktestResult attribute) (NautilusKernel property) (TradingNode property) maintain_heartbeat() (TradingNode method) maintenance (MarginBalance attribute) make_price() (BettingInstrument method) (BinaryOption method) (Cfd method) (Commodity method) (CryptoFuture method) (CryptoPerpetual method) (CurrencyPair method) (Equity method) (FuturesContract method) (FuturesSpread method) (IndexInstrument method) (Instrument method), [1] make_qty() (BettingInstrument method) (BinaryOption method) (Cfd method) (Commodity method) (CryptoFuture method) (CryptoPerpetual method) (CurrencyPair method) (Equity method) (FuturesContract method) (FuturesSpread method) (IndexInstrument method) (Instrument method), [1] make_symbol() (in module nautilus_trader.model.instruments.betting) MAKER (PolymarketLiquiditySide attribute) maker_fee (BettingInstrument attribute) (BinaryOption attribute) (Cfd attribute) (Commodity attribute) (CryptoFuture attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (Equity attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (Instrument attribute), [1] MakerTakerFeeModel (class in nautilus_trader.backtest.models) manage_contingent_orders (Strategy attribute), [1] (StrategyConfig attribute) manage_gtd_expiry (Strategy attribute), [1] (StrategyConfig attribute) MANDATORY_PARAM_EMPTY_OR_MALFORMED (BinanceErrorCode attribute) MARGIN (BinanceAccountType attribute) (BinanceSecurityType attribute) (BinanceSpotPermissions attribute) margin() (MarginAccount method) MARGIN_CALL (BinanceFuturesEventType attribute) margin_init (BettingInstrument attribute) (BinaryOption attribute) (Cfd attribute) (Commodity attribute) (CryptoFuture attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (Equity attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (Instrument attribute), [1] margin_init() (MarginAccount method) margin_maint (BettingInstrument attribute) (BinaryOption attribute) (Cfd attribute) (Commodity attribute) (CryptoFuture attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (Equity attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (Instrument attribute), [1] margin_maint() (MarginAccount method) margin_mode (OKXExecClientConfig attribute) MARGIN_NOT_SUFFICIENT (BinanceErrorCode attribute) MARGIN_TRANSFER (BinanceFuturesPositionUpdateReason attribute) MARGIN_TYPE_CHANGE (BinanceFuturesPositionUpdateReason attribute) MarginAccount (class in nautilus_trader.accounting.accounts.margin) MarginBalance (class in nautilus_trader.model.objects) margins (AccountState attribute), [1] margins() (MarginAccount method) margins_init() (MarginAccount method) (Portfolio method), [1] (PortfolioFacade method), [1] margins_maint() (MarginAccount method) (Portfolio method), [1] (PortfolioFacade method), [1] MARK_PRICE (BinanceFuturesWorkingType attribute) (BybitTriggerType attribute) MARKET (BinanceOrderType attribute) (BybitEndpointType attribute) (BybitOrderType attribute) market() (OrderFactory method) MARKET_DATA (BinanceSecurityType attribute) market_id (BettingInstrument attribute), [1] market_if_touched() (OrderFactory method) MARKET_LOT_SIZE (BinanceSymbolFilterType attribute) market_name (BettingInstrument attribute), [1] MARKET_ORDER_REJECT (BinanceErrorCode attribute) market_start_time (BettingInstrument attribute), [1] market_to_limit() (OrderFactory method) market_type (BettingInstrument attribute), [1] MarketDataClient (class in nautilus_trader.data.client) MarketIfTouchedOrder (class in nautilus_trader.model.orders) (class in nautilus_trader.model.orders.market_if_touched) MarketOrder (class in nautilus_trader.model.orders) (class in nautilus_trader.model.orders.market) MarketToLimitOrder (class in nautilus_trader.model.orders) (class in nautilus_trader.model.orders.market_to_limit) match_limit_if_touched_order() (MatchingCore method) match_limit_order() (MatchingCore method) match_market_if_touched_order() (MatchingCore method) match_order() (MatchingCore method) match_stop_limit_order() (MatchingCore method) match_stop_market_order() (MatchingCore method) MATCHED (PolymarketOrderStatus attribute) (PolymarketTradeStatus attribute) MatchingCore (class in nautilus_trader.execution.matching_core) max_file_size (StreamingConfig attribute) MAX_LEVERAGE_RATIO (BinanceErrorCode attribute) max_notional (BettingInstrument attribute) (BinaryOption attribute) (Cfd attribute) (Commodity attribute) (CryptoFuture attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (Equity attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (Instrument attribute), [1] max_notional_per_order (LiveRiskEngineConfig attribute) (RiskEngineConfig attribute) max_notional_per_order() (LiveRiskEngine method) (RiskEngine method) max_notionals_per_order() (LiveRiskEngine method) (RiskEngine method) MAX_NUM_ALGO_ORDERS (BinanceSymbolFilterType attribute) MAX_NUM_ICEBERG_ORDERS (BinanceSymbolFilterType attribute) MAX_NUM_ORDERS (BinanceSymbolFilterType attribute) MAX_NUM_ORDERS_LESS_THAN_ZERO (BinanceErrorCode attribute) MAX_OPEN_ORDER_EXCEEDED (BinanceErrorCode attribute) max_order_modify_rate (LiveRiskEngineConfig attribute) (RiskEngineConfig attribute) max_order_modify_rate() (LiveRiskEngine method) (RiskEngine method) max_order_submit_rate (LiveRiskEngineConfig attribute) (RiskEngineConfig attribute) max_order_submit_rate() (LiveRiskEngine method) (RiskEngine method) MAX_POSITION (BinanceSymbolFilterType attribute) max_price (BettingInstrument attribute) (BinaryOption attribute) (Cfd attribute) (Commodity attribute) (CryptoFuture attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (Equity attribute) (FixedTickScheme attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (Instrument attribute), [1] (TickScheme attribute) (TieredTickScheme attribute) MAX_PRICE_LESS_THAN_MIN_PRICE (BinanceErrorCode attribute) MAX_PRICE_TOO_LARGE (BinanceErrorCode attribute) MAX_QTY_LESS_THAN_MIN_QTY (BinanceErrorCode attribute) max_quantity (BettingInstrument attribute) (BinaryOption attribute) (Cfd attribute) (Commodity attribute) (CryptoFuture attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (Equity attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (Instrument attribute), [1] max_retries (BinanceExecClientConfig attribute) (BybitExecClientConfig attribute) (DYDXExecClientConfig attribute) (PolymarketExecClientConfig attribute) MAX_STOP_ORDER_EXCEEDED (BinanceErrorCode attribute) maybe_dt_to_unix_nanos() (in module nautilus_trader.core.datetime) maybe_unix_nanos_to_dt() (in module nautilus_trader.core.datetime) MBO (DatabentoSchema attribute) mbo_subscriptions_delay (DatabentoDataClientConfig attribute), [1] MBP_1 (DatabentoSchema attribute) MBP_10 (DatabentoSchema attribute) ME_RECVWINDOW_REJECT (BinanceErrorCode attribute) MEDIUM (NewsImpact attribute) message_bus (BacktestEngineConfig attribute) (NautilusKernelConfig attribute) (TradingNodeConfig attribute) MessageBus (class in nautilus_trader.common.component) MessageBusConfig (class in nautilus_trader.common.config) metadata (BacktestDataConfig attribute) (DataType attribute) midpoint() (OrderBook method) MILLISECOND (BarAggregation attribute) MIN_LEVERAGE_RATIO (BinanceErrorCode attribute) min_notional (BettingInstrument attribute) MIN_NOTIONAL (BinanceErrorCode attribute) (BinanceSymbolFilterType attribute) min_notional (BinaryOption attribute) (Cfd attribute) (Commodity attribute) (CryptoFuture attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (Equity attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (Instrument attribute), [1] min_price (BettingInstrument attribute) (BinaryOption attribute) (Cfd attribute) (Commodity attribute) (CryptoFuture attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (Equity attribute) (FixedTickScheme attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (Instrument attribute), [1] (TickScheme attribute) (TieredTickScheme attribute) min_quantity (BettingInstrument attribute) (BinaryOption attribute) (Cfd attribute) (Commodity attribute) (CryptoFuture attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (Equity attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (Instrument attribute), [1]

MINED (PolymarketTradeStatus attribute) MINUTE (BarAggregation attribute) (BinanceRateLimitInterval attribute) MINUTE_1 (BinanceKlineInterval attribute) (BybitKlineInterval attribute) MINUTE_15 (BinanceKlineInterval attribute) (BybitKlineInterval attribute) MINUTE_3 (BinanceKlineInterval attribute) (BybitKlineInterval attribute) MINUTE_30 (BinanceKlineInterval attribute) (BybitKlineInterval attribute) MINUTE_5 (BinanceKlineInterval attribute) (BybitKlineInterval attribute) MM_RATE_CLOSE (BybitStopOrderType attribute) mnemonic (DYDXExecClientConfig attribute) modify_order() (BacktestExecClient method) (BinanceFuturesExecutionClient method) (BinanceSpotExecutionClient method) (BybitExecutionClient method) (ExecAlgorithm method) (ExecutionClient method) (LiveExecutionClient method) (OKXExecutionClient method) (Strategy method), [1] modify_order_in_place() (ExecAlgorithm method) modify_order_quantity() (OrderManager method) ModifyOrder (class in nautilus_trader.execution.messages) module nautilus_trader.accounting nautilus_trader.accounting.accounts.cash nautilus_trader.accounting.accounts.margin nautilus_trader.accounting.calculators nautilus_trader.accounting.factory nautilus_trader.accounting.manager nautilus_trader.adapters nautilus_trader.adapters.betfair nautilus_trader.adapters.betfair.data_types nautilus_trader.adapters.binance nautilus_trader.adapters.binance.common.enums nautilus_trader.adapters.binance.common.types nautilus_trader.adapters.binance.config nautilus_trader.adapters.binance.factories nautilus_trader.adapters.binance.futures.data nautilus_trader.adapters.binance.futures.enums nautilus_trader.adapters.binance.futures.execution nautilus_trader.adapters.binance.futures.providers nautilus_trader.adapters.binance.futures.types nautilus_trader.adapters.binance.spot.data nautilus_trader.adapters.binance.spot.enums nautilus_trader.adapters.binance.spot.execution nautilus_trader.adapters.binance.spot.providers nautilus_trader.adapters.bybit nautilus_trader.adapters.bybit.common.enums nautilus_trader.adapters.bybit.config nautilus_trader.adapters.bybit.data nautilus_trader.adapters.bybit.execution nautilus_trader.adapters.bybit.factories nautilus_trader.adapters.bybit.providers nautilus_trader.adapters.databento nautilus_trader.adapters.databento.config nautilus_trader.adapters.databento.data nautilus_trader.adapters.databento.enums nautilus_trader.adapters.databento.factories nautilus_trader.adapters.databento.loaders nautilus_trader.adapters.databento.providers nautilus_trader.adapters.databento.types nautilus_trader.adapters.dydx nautilus_trader.adapters.dydx.config nautilus_trader.adapters.interactive_brokers nautilus_trader.adapters.interactive_brokers.parsing.execution nautilus_trader.adapters.okx nautilus_trader.adapters.okx.config nautilus_trader.adapters.okx.data nautilus_trader.adapters.okx.execution nautilus_trader.adapters.okx.factories nautilus_trader.adapters.okx.providers nautilus_trader.adapters.polymarket nautilus_trader.adapters.polymarket.common.enums nautilus_trader.adapters.polymarket.config nautilus_trader.adapters.tardis nautilus_trader.adapters.tardis.loaders nautilus_trader.analysis nautilus_trader.analysis.analyzer nautilus_trader.analysis.reporter nautilus_trader.analysis.statistic nautilus_trader.backtest nautilus_trader.backtest.config nautilus_trader.backtest.data_client nautilus_trader.backtest.engine nautilus_trader.backtest.execution_client nautilus_trader.backtest.models nautilus_trader.backtest.modules nautilus_trader.backtest.node nautilus_trader.backtest.results nautilus_trader.cache nautilus_trader.cache.base nautilus_trader.cache.cache nautilus_trader.cache.config nautilus_trader.cache.database nautilus_trader.common nautilus_trader.common.actor nautilus_trader.common.component nautilus_trader.common.config nautilus_trader.common.executor nautilus_trader.common.factories nautilus_trader.common.generators nautilus_trader.common.providers nautilus_trader.core nautilus_trader.core.datetime nautilus_trader.core.fsm nautilus_trader.core.message nautilus_trader.core.stats nautilus_trader.core.uuid nautilus_trader.data nautilus_trader.data.aggregation nautilus_trader.data.client nautilus_trader.data.config nautilus_trader.data.engine nautilus_trader.data.messages nautilus_trader.execution nautilus_trader.execution.algorithm nautilus_trader.execution.client nautilus_trader.execution.config nautilus_trader.execution.emulator nautilus_trader.execution.engine nautilus_trader.execution.manager nautilus_trader.execution.matching_core nautilus_trader.execution.messages nautilus_trader.execution.reports nautilus_trader.indicators nautilus_trader.indicators.fuzzy_candlesticks nautilus_trader.indicators.spread_analyzer nautilus_trader.live nautilus_trader.live.config nautilus_trader.live.data_client nautilus_trader.live.data_engine nautilus_trader.live.execution_client nautilus_trader.live.execution_engine nautilus_trader.live.node nautilus_trader.live.node_builder nautilus_trader.live.risk_engine nautilus_trader.model nautilus_trader.model.book nautilus_trader.model.data nautilus_trader.model.events nautilus_trader.model.events.account nautilus_trader.model.events.order nautilus_trader.model.events.position nautilus_trader.model.identifiers nautilus_trader.model.instruments nautilus_trader.model.instruments.base nautilus_trader.model.instruments.betting nautilus_trader.model.instruments.binary_option nautilus_trader.model.instruments.cfd nautilus_trader.model.instruments.commodity nautilus_trader.model.instruments.crypto_future nautilus_trader.model.instruments.crypto_perpetual nautilus_trader.model.instruments.currency_pair nautilus_trader.model.instruments.equity nautilus_trader.model.instruments.futures_contract nautilus_trader.model.instruments.futures_spread nautilus_trader.model.instruments.index nautilus_trader.model.instruments.synthetic nautilus_trader.model.objects nautilus_trader.model.orders nautilus_trader.model.orders.base nautilus_trader.model.orders.limit nautilus_trader.model.orders.limit_if_touched nautilus_trader.model.orders.list nautilus_trader.model.orders.market nautilus_trader.model.orders.market_if_touched nautilus_trader.model.orders.market_to_limit nautilus_trader.model.orders.stop_limit nautilus_trader.model.orders.stop_market nautilus_trader.model.orders.trailing_stop_limit nautilus_trader.model.orders.trailing_stop_market nautilus_trader.model.position nautilus_trader.model.tick_scheme nautilus_trader.model.tick_scheme.base nautilus_trader.model.tick_scheme.implementations.fixed nautilus_trader.model.tick_scheme.implementations.tiered nautilus_trader.persistence nautilus_trader.persistence.catalog.base nautilus_trader.persistence.catalog.parquet nautilus_trader.persistence.config nautilus_trader.persistence.wranglers nautilus_trader.persistence.writer nautilus_trader.portfolio nautilus_trader.portfolio.base nautilus_trader.portfolio.portfolio nautilus_trader.risk nautilus_trader.risk.config nautilus_trader.risk.engine nautilus_trader.risk.sizing nautilus_trader.serialization nautilus_trader.serialization.base nautilus_trader.serialization.serializer nautilus_trader.system nautilus_trader.system.config nautilus_trader.system.kernel nautilus_trader.trading nautilus_trader.trading.config nautilus_trader.trading.controller nautilus_trader.trading.filters nautilus_trader.trading.strategy nautilus_trader.trading.trader modules (BacktestVenueConfig attribute) Money (class in nautilus_trader.model.objects) MONTH (BarAggregation attribute) MONTH_1 (BinanceKlineInterval attribute) (BybitKlineInterval attribute) MORE_THAN_XX_HOURS (BinanceErrorCode attribute) MOVE_ORDER_NOT_ALLOWED_SYMBOL_REASON (BinanceErrorCode attribute) MOVE_POSITION (BybitExecType attribute) msgbus (Actor attribute) (Controller attribute) (ExecAlgorithm attribute) (FXRolloverInterestModule attribute) (NautilusKernel property) (OrderEmulator attribute) (SimulationModule attribute) (Strategy attribute) msgbus_database (NautilusKernel property) msgbus_serializer (NautilusKernel property) msgspec_decoding_hook() (in module nautilus_trader.common.config) msgspec_encoding_hook() (in module nautilus_trader.common.config) MsgSpecSerializer (class in nautilus_trader.serialization.serializer) multiplier (BettingInstrument attribute) (BinaryOption attribute) (Cfd attribute) (Commodity attribute) (CryptoFuture attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (Equity attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (Instrument attribute), [1] (Position attribute) MULTIPLIER_DECIMAL_LESS_THAN_ZERO (BinanceErrorCode attribute) MULTIPLIER_DOWN_LESS_THAN_ZERO (BinanceErrorCode attribute) MULTIPLIER_UP_LESS_THAN_ZERO (BinanceErrorCode attribute)

N

name (BacktestVenueConfig attribute) (Currency attribute) (FixedTickScheme attribute) (FuzzyCandlesticks attribute) (Logger attribute) (NautilusKernel property) (NewsEvent property) (PortfolioStatistic property) (SpreadAnalyzer attribute) (Throttler attribute) (TickScheme attribute) (TieredTickScheme attribute) (TimeEvent attribute) nautilus_trader.accounting module nautilus_trader.accounting.accounts.cash module nautilus_trader.accounting.accounts.margin module nautilus_trader.accounting.calculators module nautilus_trader.accounting.factory module nautilus_trader.accounting.manager module nautilus_trader.adapters module nautilus_trader.adapters.betfair module nautilus_trader.adapters.betfair.data_types module nautilus_trader.adapters.binance module nautilus_trader.adapters.binance.common.enums module nautilus_trader.adapters.binance.common.types module nautilus_trader.adapters.binance.config module nautilus_trader.adapters.binance.factories module nautilus_trader.adapters.binance.futures.data module nautilus_trader.adapters.binance.futures.enums module nautilus_trader.adapters.binance.futures.execution module nautilus_trader.adapters.binance.futures.providers module nautilus_trader.adapters.binance.futures.types module nautilus_trader.adapters.binance.spot.data module nautilus_trader.adapters.binance.spot.enums module nautilus_trader.adapters.binance.spot.execution module nautilus_trader.adapters.binance.spot.providers module nautilus_trader.adapters.bybit module nautilus_trader.adapters.bybit.common.enums module nautilus_trader.adapters.bybit.config module nautilus_trader.adapters.bybit.data module nautilus_trader.adapters.bybit.execution module nautilus_trader.adapters.bybit.factories module nautilus_trader.adapters.bybit.providers module nautilus_trader.adapters.databento module nautilus_trader.adapters.databento.config module nautilus_trader.adapters.databento.data module nautilus_trader.adapters.databento.enums module nautilus_trader.adapters.databento.factories module nautilus_trader.adapters.databento.loaders module nautilus_trader.adapters.databento.providers module nautilus_trader.adapters.databento.types module nautilus_trader.adapters.dydx module nautilus_trader.adapters.dydx.config module nautilus_trader.adapters.interactive_brokers module nautilus_trader.adapters.interactive_brokers.parsing.execution module nautilus_trader.adapters.okx module nautilus_trader.adapters.okx.config module nautilus_trader.adapters.okx.data module nautilus_trader.adapters.okx.execution module nautilus_trader.adapters.okx.factories module nautilus_trader.adapters.okx.providers module nautilus_trader.adapters.polymarket module nautilus_trader.adapters.polymarket.common.enums module nautilus_trader.adapters.polymarket.config module nautilus_trader.adapters.tardis module nautilus_trader.adapters.tardis.loaders module nautilus_trader.analysis module nautilus_trader.analysis.analyzer module nautilus_trader.analysis.reporter module nautilus_trader.analysis.statistic module nautilus_trader.backtest module nautilus_trader.backtest.config module nautilus_trader.backtest.data_client module nautilus_trader.backtest.engine module nautilus_trader.backtest.execution_client module nautilus_trader.backtest.models module nautilus_trader.backtest.modules module nautilus_trader.backtest.node module nautilus_trader.backtest.results module nautilus_trader.cache module nautilus_trader.cache.base module nautilus_trader.cache.cache module nautilus_trader.cache.config module nautilus_trader.cache.database module nautilus_trader.common module nautilus_trader.common.actor module nautilus_trader.common.component module nautilus_trader.common.config module nautilus_trader.common.executor module nautilus_trader.common.factories module nautilus_trader.common.generators module nautilus_trader.common.providers module nautilus_trader.core module nautilus_trader.core.datetime module nautilus_trader.core.fsm module nautilus_trader.core.message module nautilus_trader.core.stats module nautilus_trader.core.uuid module nautilus_trader.data module nautilus_trader.data.aggregation module nautilus_trader.data.client module nautilus_trader.data.config module nautilus_trader.data.engine module nautilus_trader.data.messages module nautilus_trader.execution module nautilus_trader.execution.algorithm module nautilus_trader.execution.client module nautilus_trader.execution.config module nautilus_trader.execution.emulator module nautilus_trader.execution.engine module nautilus_trader.execution.manager module nautilus_trader.execution.matching_core module nautilus_trader.execution.messages module nautilus_trader.execution.reports module nautilus_trader.indicators module nautilus_trader.indicators.fuzzy_candlesticks module nautilus_trader.indicators.spread_analyzer module nautilus_trader.live module nautilus_trader.live.config module nautilus_trader.live.data_client module nautilus_trader.live.data_engine module nautilus_trader.live.execution_client module

nautilus_trader.live.execution_engine module nautilus_trader.live.node module nautilus_trader.live.node_builder module nautilus_trader.live.risk_engine module nautilus_trader.model module nautilus_trader.model.book module nautilus_trader.model.data module nautilus_trader.model.events module nautilus_trader.model.events.account module nautilus_trader.model.events.order module nautilus_trader.model.events.position module nautilus_trader.model.identifiers module nautilus_trader.model.instruments module nautilus_trader.model.instruments.base module nautilus_trader.model.instruments.betting module nautilus_trader.model.instruments.binary_option module nautilus_trader.model.instruments.cfd module nautilus_trader.model.instruments.commodity module nautilus_trader.model.instruments.crypto_future module nautilus_trader.model.instruments.crypto_perpetual module nautilus_trader.model.instruments.currency_pair module nautilus_trader.model.instruments.equity module nautilus_trader.model.instruments.futures_contract module nautilus_trader.model.instruments.futures_spread module nautilus_trader.model.instruments.index module nautilus_trader.model.instruments.synthetic module nautilus_trader.model.objects module nautilus_trader.model.orders module nautilus_trader.model.orders.base module nautilus_trader.model.orders.limit module nautilus_trader.model.orders.limit_if_touched module nautilus_trader.model.orders.list module nautilus_trader.model.orders.market module nautilus_trader.model.orders.market_if_touched module nautilus_trader.model.orders.market_to_limit module nautilus_trader.model.orders.stop_limit module nautilus_trader.model.orders.stop_market module nautilus_trader.model.orders.trailing_stop_limit module nautilus_trader.model.orders.trailing_stop_market module nautilus_trader.model.position module nautilus_trader.model.tick_scheme module nautilus_trader.model.tick_scheme.base module nautilus_trader.model.tick_scheme.implementations.fixed module nautilus_trader.model.tick_scheme.implementations.tiered module nautilus_trader.persistence module nautilus_trader.persistence.catalog.base module nautilus_trader.persistence.catalog.parquet module nautilus_trader.persistence.config module nautilus_trader.persistence.wranglers module nautilus_trader.persistence.writer module nautilus_trader.portfolio module nautilus_trader.portfolio.base module nautilus_trader.portfolio.portfolio module nautilus_trader.risk module nautilus_trader.risk.config module nautilus_trader.risk.engine module nautilus_trader.risk.sizing module nautilus_trader.serialization module nautilus_trader.serialization.base module nautilus_trader.serialization.serializer module nautilus_trader.system module nautilus_trader.system.config module nautilus_trader.system.kernel module nautilus_trader.trading module nautilus_trader.trading.config module nautilus_trader.trading.controller module nautilus_trader.trading.filters module nautilus_trader.trading.strategy module nautilus_trader.trading.trader module NautilusConfig (class in nautilus_trader.common.config) NautilusKernel (class in nautilus_trader.system.kernel) NautilusKernelConfig (class in nautilus_trader.system.config) net_exposure() (Portfolio method), [1] (PortfolioFacade method), [1] net_exposures() (Portfolio method), [1] (PortfolioFacade method), [1] net_position() (Portfolio method), [1] (PortfolioFacade method), [1] NEW (BinanceExecutionType attribute) (BinanceOrderStatus attribute) (BybitOrderStatus attribute) NEW_ADL (BinanceOrderStatus attribute) new_composite() (BarType static method) NEW_INSURANCE (BinanceOrderStatus attribute) NEW_ORDER_REJECTED (BinanceErrorCode attribute) NEW_YORK (ForexSession attribute) NewsEvent (class in nautilus_trader.trading.filters) NewsImpact (class in nautilus_trader.trading.filters) next_ask_price() (BettingInstrument method) (BinaryOption method) (Cfd method) (Commodity method) (CryptoFuture method) (CryptoPerpetual method) (CurrencyPair method) (Equity method) (FixedTickScheme method) (FuturesContract method) (FuturesSpread method) (IndexInstrument method) (Instrument method), [1] (TickScheme method) (TieredTickScheme method) next_bid_price() (BettingInstrument method) (BinaryOption method) (Cfd method) (Commodity method) (CryptoFuture method) (CryptoPerpetual method) (CurrencyPair method) (Equity method) (FixedTickScheme method) (FuturesContract method) (FuturesSpread method) (IndexInstrument method) (Instrument method), [1] (TickScheme method) (TieredTickScheme method) next_close_ns (TimeBarAggregator attribute) next_end() (ForexSessionFilter method) next_event() (EconomicNewsEventFilter method) NEXT_MONTH (BinanceFuturesContractType attribute) NEXT_QUARTER (BinanceFuturesContractType attribute) next_start() (ForexSessionFilter method) next_time_ns() (Clock method) (LiveClock method) (TestClock method) NO_DEPTH (BinanceErrorCode attribute) NO_NEED_TO_CHANGE_AUTO_ADD_MARGIN (BinanceErrorCode attribute) NO_NEED_TO_CHANGE_JOINT_MARGIN (BinanceErrorCode attribute) NO_NEED_TO_CHANGE_MARGIN_TYPE (BinanceErrorCode attribute) NO_NEED_TO_CHANGE_POSITION_SIDE (BinanceErrorCode attribute) NO_PLACE_ORDER_PERMISSION (BinanceErrorCode attribute) NO_ROTATION (RotationMode attribute) NO_SUCH_IP (BinanceErrorCode attribute) NO_SUCH_ORDER (BinanceErrorCode attribute) NO_TRADING_WINDOW (BinanceErrorCode attribute) NON_WHITE_LIST (BinanceErrorCode attribute) NONE (BinanceSecurityType attribute) (BybitEndpointType attribute) (BybitStopOrderType attribute) (BybitTriggerDirection attribute) (BybitTriggerType attribute) (NewsImpact attribute) NOT_FOUND (BinanceErrorCode attribute) NOTIONAL (BinanceSymbolFilterType attribute) notional_value() (BettingInstrument method), [1] (BinaryOption method) (Cfd method) (Commodity method) (CryptoFuture method) (CryptoPerpetual method) (CurrencyPair method) (Equity method) (FuturesContract method) (FuturesSpread method) (IndexInstrument method) (Instrument method), [1] (Position method) null_handicap() (in module nautilus_trader.model.instruments.betting) numerator (BarAggregation attribute)

O

OCO_ORDER (BybitStopOrderType attribute) OHLCV_1D (DatabentoSchema attribute) OHLCV_1H (DatabentoSchema attribute) OHLCV_1M (DatabentoSchema attribute) OHLCV_1S (DatabentoSchema attribute) OHLCV_EOD (DatabentoSchema attribute) OKXDataClient (class in nautilus_trader.adapters.okx.data) OKXDataClientConfig (class in nautilus_trader.adapters.okx.config) OKXExecClientConfig (class in nautilus_trader.adapters.okx.config) OKXExecutionClient (class in nautilus_trader.adapters.okx.execution) OKXInstrumentProvider (class in nautilus_trader.adapters.okx.providers) OKXLiveDataClientFactory (class in nautilus_trader.adapters.okx.factories) OKXLiveExecClientFactory (class in nautilus_trader.adapters.okx.factories) oms_type (BacktestExecClient attribute) (BacktestVenueConfig attribute) (BinanceFuturesExecutionClient attribute) (BinanceSpotExecutionClient attribute) (BybitExecutionClient attribute) (ExecutionClient attribute) (LiveExecutionClient attribute) (OKXExecutionClient attribute) (Strategy attribute), [1] (StrategyConfig attribute) on_bar() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) on_data() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) on_degrade() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) on_dispose() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) on_event() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) on_fault() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) on_historical_data() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) on_instrument() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) on_instrument_close() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) on_instrument_status() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) on_load() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) on_order() (ExecAlgorithm method) on_order_accepted() (ExecAlgorithm method) (Strategy method), [1] on_order_book() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) on_order_book_deltas() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) on_order_cancel_rejected() (ExecAlgorithm method) (Strategy method), [1] on_order_canceled() (ExecAlgorithm method) (Strategy method), [1] on_order_denied() (ExecAlgorithm method) (Strategy method), [1] on_order_emulated() (ExecAlgorithm method) (Strategy method), [1] on_order_event() (ExecAlgorithm method) (Strategy method), [1] on_order_expired() (ExecAlgorithm method) (Strategy method), [1] on_order_filled() (ExecAlgorithm method) (Strategy method), [1] on_order_initialized() (ExecAlgorithm method) (Strategy method), [1] on_order_list() (ExecAlgorithm method) on_order_modify_rejected() (ExecAlgorithm method) (Strategy method), [1] on_order_pending_cancel() (ExecAlgorithm method) (Strategy method), [1] on_order_pending_update() (ExecAlgorithm method) (Strategy method), [1] on_order_rejected() (ExecAlgorithm method) (Strategy method), [1] on_order_released() (ExecAlgorithm method) (Strategy method), [1] on_order_submitted() (ExecAlgorithm method) (Strategy method), [1] on_order_triggered() (ExecAlgorithm method) (Strategy method), [1] on_order_updated() (ExecAlgorithm method) (Strategy method), [1] on_position_changed() (ExecAlgorithm method) (Strategy method), [1] on_position_closed() (ExecAlgorithm method) (Strategy method), [1] on_position_event() (ExecAlgorithm method) (Strategy method), [1] on_position_opened() (ExecAlgorithm method) (Strategy method), [1] on_quote_tick() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) on_reset() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method), [1] on_resume() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method), [1] on_save() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) on_start() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method), [1]

on_stop() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method), [1] on_trade_tick() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) ONE_WAY (BybitPositionIdx attribute) open (Bar attribute) (BinanceBar attribute) opening_order_id (Position attribute) (PositionChanged attribute) (PositionClosed attribute) (PositionEvent attribute), [1] (PositionOpened attribute) opposite_side() (LimitIfTouchedOrder static method) (LimitOrder static method) (MarketIfTouchedOrder static method) (MarketOrder static method) (MarketToLimitOrder static method) (Order static method), [1] (StopLimitOrder static method) (StopMarketOrder static method) (TrailingStopLimitOrder static method) (TrailingStopMarketOrder static method) OPTION (BybitProductType attribute) option_kind (OptionsContract attribute) OPTIONAL_PARAMS_BAD_COMBO (BinanceErrorCode attribute) options (OrderInitialized attribute), [1] OPTIONS_AMOUNT_BIGGER_THAN_UPPER (BinanceErrorCode attribute) OPTIONS_COMMON_ERROR (BinanceErrorCode attribute) OPTIONS_NOT_FOUND (BinanceErrorCode attribute) OPTIONS_PREMIUM_FEE (BinanceFuturesPositionUpdateReason attribute) OPTIONS_PREMIUM_INPUT_LESS_THAN_ZERO (BinanceErrorCode attribute) OPTIONS_PREMIUM_NOT_UPDATE (BinanceErrorCode attribute) OPTIONS_PREMIUM_OUTPUT_ZERO (BinanceErrorCode attribute) OPTIONS_PREMIUM_REACH_LIMIT (BinanceErrorCode attribute) OPTIONS_PREMIUM_TOO_DIFF (BinanceErrorCode attribute) OPTIONS_SETTLE_PROFIT (BinanceFuturesPositionUpdateReason attribute) OPTIONS_USER_NOT_FOUND (BinanceErrorCode attribute) OptionsContract (class in nautilus_trader.model.instruments) OptionsSpread (class in nautilus_trader.model.instruments) ORDER (BinanceFuturesPositionUpdateReason attribute) order (BSPOrderBookDelta attribute) Order (class in nautilus_trader.model.orders) (class in nautilus_trader.model.orders.base) order (OrderBookDelta attribute) (SubmitOrder attribute) order() (Cache method), [1] (CacheFacade method) order_book() (Cache method), [1] (CacheFacade method) order_book_deltas() (BaseDataCatalog method) (ParquetDataCatalog method) order_book_depth10() (BaseDataCatalog method) (ParquetDataCatalog method) order_exists() (Cache method), [1] (CacheFacade method) (MatchingCore method) order_factory (Strategy attribute), [1] order_id (BookOrder attribute) order_id_tag (Strategy attribute), [1] (StrategyConfig attribute) order_list (SubmitOrderList attribute) order_list() (Cache method), [1] (CacheFacade method) order_list_exists() (Cache method), [1] (CacheFacade method) order_list_id (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (Order attribute), [1] (OrderInitialized attribute), [1] (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) order_list_ids() (Cache method), [1] (CacheFacade method) order_lists() (Cache method), [1] (CacheFacade method) order_reports (ExecutionMassStatus property) order_side (CancelAllOrders attribute) (OrderFilled attribute), [1] ORDER_TRADE_UPDATE (BinanceFuturesEventType attribute) order_type (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (Order attribute), [1] (OrderFilled attribute), [1] (OrderInitialized attribute), [1] (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) ORDER_TYPE_CANNOT_BE_MKT (BinanceErrorCode attribute) ORDER_WOULD_IMMEDIATELY_TRIGGER (BinanceErrorCode attribute) OrderAccepted (class in nautilus_trader.model.events) (class in nautilus_trader.model.events.order) OrderBook (class in nautilus_trader.model.book) OrderBookDelta (class in nautilus_trader.model.data) OrderBookDeltaDataWrangler (class in nautilus_trader.persistence.wranglers) OrderBookDeltas (class in nautilus_trader.model.data) OrderBookDepth10 (class in nautilus_trader.model.data) OrderCanceled (class in nautilus_trader.model.events) (class in nautilus_trader.model.events.order) OrderCancelRejected (class in nautilus_trader.model.events) (class in nautilus_trader.model.events.order) OrderDenied (class in nautilus_trader.model.events) (class in nautilus_trader.model.events.order) OrderEmulated (class in nautilus_trader.model.events) (class in nautilus_trader.model.events.order) OrderEmulator (class in nautilus_trader.execution.emulator) OrderEmulatorConfig (class in nautilus_trader.common.config) OrderEvent (class in nautilus_trader.model.events) (class in nautilus_trader.model.events.order) OrderExpired (class in nautilus_trader.model.events) (class in nautilus_trader.model.events.order) OrderFactory (class in nautilus_trader.common.factories) OrderFilled (class in nautilus_trader.model.events) (class in nautilus_trader.model.events.order) OrderInitialized (class in nautilus_trader.model.events) (class in nautilus_trader.model.events.order) OrderList (class in nautilus_trader.model.orders) (class in nautilus_trader.model.orders.list) OrderListId (class in nautilus_trader.model.identifiers) OrderListIdGenerator (class in nautilus_trader.common.generators) OrderManager (class in nautilus_trader.execution.manager) OrderModifyRejected (class in nautilus_trader.model.events) (class in nautilus_trader.model.events.order) OrderPendingCancel (class in nautilus_trader.model.events) (class in nautilus_trader.model.events.order) OrderPendingUpdate (class in nautilus_trader.model.events) (class in nautilus_trader.model.events.order) OrderRejected (class in nautilus_trader.model.events) (class in nautilus_trader.model.events.order) OrderReleased (class in nautilus_trader.model.events) (class in nautilus_trader.model.events.order) ORDERS (BinanceRateLimitType attribute) orders (OrderList attribute), [1] orders() (Cache method), [1] (CacheFacade method) (Level method) orders_closed() (Cache method), [1] (CacheFacade method) orders_closed_count() (Cache method), [1] (CacheFacade method) orders_emulated() (Cache method), [1] (CacheFacade method) orders_emulated_count() (Cache method), [1] (CacheFacade method) orders_for_exec_algorithm() (Cache method), [1] (CacheFacade method) orders_for_exec_spawn() (Cache method), [1] (CacheFacade method) orders_for_position() (Cache method), [1] (CacheFacade method) orders_inflight() (Cache method), [1] (CacheFacade method) orders_inflight_count() (Cache method), [1] (CacheFacade method) orders_open() (Cache method), [1] (CacheFacade method) orders_open_count() (Cache method), [1] (CacheFacade method) orders_total_count() (Cache method), [1] (CacheFacade method) OrderStatusReport (class in nautilus_trader.execution.reports) OrderSubmitted (class in nautilus_trader.model.events) (class in nautilus_trader.model.events.order) OrderTriggered (class in nautilus_trader.model.events) (class in nautilus_trader.model.events.order) OrderUnpacker (class in nautilus_trader.model.orders) OrderUpdated (class in nautilus_trader.model.events) (class in nautilus_trader.model.events.order) outboundAccountPosition (BinanceSpotEventType attribute) outcome (BinaryOption attribute), [1]

P

paired_qty (DatabentoImbalance attribute), [1] PARAM_EMPTY (BinanceErrorCode attribute) PARAM_NOT_REQUIRED (BinanceErrorCode attribute) parent_order_id (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (Order attribute), [1] (OrderInitialized attribute), [1] (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) parent_symbols (DatabentoDataClientConfig attribute), [1] ParquetDataCatalog (class in nautilus_trader.persistence.catalog.parquet) parse() (ActorConfig class method) (BacktestDataConfig class method) (BacktestEngineConfig class method) (BacktestRunConfig class method) (BacktestVenueConfig class method) (BinanceDataClientConfig class method) (BinanceExecClientConfig class method) (BybitDataClientConfig class method) (BybitExecClientConfig class method) (CacheConfig class method) (ControllerConfig class method) (DatabaseConfig class method) (DatabentoDataClientConfig class method), [1] (DataCatalogConfig class method) (DataEngineConfig class method) (DYDXDataClientConfig class method) (DYDXExecClientConfig class method) (ExecAlgorithmConfig class method) (ExecEngineConfig class method) (FXRolloverInterestConfig class method) (ImportableActorConfig class method) (ImportableConfig class method) (ImportableControllerConfig class method) (ImportableExecAlgorithmConfig class method) (ImportableFactoryConfig class method) (ImportableStrategyConfig class method) (InstrumentProviderConfig class method) (LiveDataClientConfig class method) (LiveDataEngineConfig class method) (LiveExecClientConfig class method) (LiveExecEngineConfig class method) (LiveRiskEngineConfig class method) (LoggingConfig class method) (MessageBusConfig class method) (NautilusConfig class method) (NautilusKernelConfig class method) (OKXDataClientConfig class method) (OKXExecClientConfig class method) (OrderEmulatorConfig class method) (PolymarketDataClientConfig class method) (PolymarketExecClientConfig class method) (RiskEngineConfig class method) (RoutingConfig class method) (SimulationModuleConfig class method) (StrategyConfig class method) (StreamingConfig class method) (TradingNodeConfig class method) parse_binance_bar_agg() (BinanceEnumParser method) (BinanceFuturesEnumParser method) (BinanceSpotEnumParser method) parse_binance_kline_interval_to_bar_spec() (BinanceEnumParser method) (BinanceFuturesEnumParser method) (BinanceSpotEnumParser method) parse_binance_order_side() (BinanceEnumParser method) (BinanceFuturesEnumParser method) (BinanceSpotEnumParser method) parse_binance_order_status() (BinanceEnumParser method) (BinanceFuturesEnumParser method) (BinanceSpotEnumParser method) parse_binance_order_type() (BinanceEnumParser method) (BinanceFuturesEnumParser method) (BinanceSpotEnumParser method) parse_binance_time_in_force() (BinanceEnumParser method) (BinanceFuturesEnumParser method) (BinanceSpotEnumParser method) parse_binance_trigger_type() (BinanceEnumParser method) (BinanceFuturesEnumParser method) (BinanceSpotEnumParser method) parse_bybit_kline() (BybitEnumParser method) parse_bybit_order_side() (BybitEnumParser method) parse_bybit_order_status() (BybitEnumParser method) parse_bybit_order_type() (BybitEnumParser method) parse_bybit_time_in_force() (BybitEnumParser method) parse_bybit_trigger_type() (BybitEnumParser method) parse_filters_expr() (in module nautilus_trader.backtest.config) parse_futures_position_side() (BinanceFuturesEnumParser method) parse_internal_order_side() (BinanceEnumParser method) (BinanceFuturesEnumParser method) (BinanceSpotEnumParser method) parse_internal_order_type() (BinanceEnumParser method) (BinanceFuturesEnumParser method) (BinanceSpotEnumParser method) parse_internal_time_in_force() (BinanceEnumParser method) (BinanceFuturesEnumParser method) (BinanceSpotEnumParser method) parse_nautilus_bar_aggregation() (BinanceEnumParser method) (BinanceFuturesEnumParser method) (BinanceSpotEnumParser method) parse_nautilus_order_side() (BybitEnumParser method) parse_nautilus_time_in_force() (BybitEnumParser method) parse_nautilus_trigger_type() (BybitEnumParser method) parse_position_id_to_binance_futures_position_side() (BinanceEnumParser method) (BinanceFuturesEnumParser method) (BinanceSpotEnumParser method) parse_to_position_side() (BybitPositionSide method) parse_trigger_direction() (BybitEnumParser method) PARTIAL (BybitTpSlMode attribute) PARTIAL_STOP_LOSS (BybitStopOrderType attribute) PARTIAL_TAKE_PROFIT (BybitStopOrderType attribute) PARTIALLY_FILLED (BinanceOrderStatus attribute) (BybitOrderStatus attribute) PARTIALLY_FILLED_CANCELED (BybitOrderStatus attribute) passphrase (OKXDataClientConfig attribute) (OKXExecClientConfig attribute) (PolymarketDataClientConfig attribute) (PolymarketExecClientConfig attribute) password (DatabaseConfig attribute) path (DataCatalogConfig attribute) (FeatherFile attribute) (ImportableConfig attribute) (ImportableFactoryConfig attribute) peak_qty (Position attribute) (PositionChanged attribute) (PositionClosed attribute) (PositionEvent attribute), [1] (PositionOpened attribute) PENDING_CANCEL (BinanceOrderStatus attribute) pending_requests() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) PENDING_STARTUP (SubscriptionStatus attribute) PENDING_TRADING (BinanceFuturesContractStatus attribute) PERCENT_PRICE (BinanceSymbolFilterType attribute) PERCENT_PRICE_BY_SIDE (BinanceSymbolFilterType attribute) period (FuzzyCandlesticks attribute) PERPETUAL (BinanceFuturesContractType attribute) PERPETUAL_DELIVERING (BinanceFuturesContractType attribute) PLACE_BATCH_ORDERS_FAIL (BinanceErrorCode attribute) PLACEMENT (PolymarketEventType attribute) POLY_GNOSIS_SAFE (PolymarketSignatureType attribute) POLY_PROXY (PolymarketSignatureType attribute) PolymarketDataClientConfig (class in nautilus_trader.adapters.polymarket.config) PolymarketEventType (class in nautilus_trader.adapters.polymarket.common.enums) PolymarketExecClientConfig (class in nautilus_trader.adapters.polymarket.config) PolymarketLiquiditySide (class in nautilus_trader.adapters.polymarket.common.enums) PolymarketOrderSide (class in nautilus_trader.adapters.polymarket.common.enums) PolymarketOrderStatus (class in nautilus_trader.adapters.polymarket.common.enums) PolymarketOrderType (class in nautilus_trader.adapters.polymarket.common.enums) PolymarketSignatureType (class in nautilus_trader.adapters.polymarket.common.enums) PolymarketTradeStatus (class in nautilus_trader.adapters.polymarket.common.enums) pop_submit_order_command() (OrderManager method) port (DatabaseConfig attribute) portfolio (Actor attribute) (BacktestEngine attribute) Portfolio (class in nautilus_trader.portfolio) (class in nautilus_trader.portfolio.portfolio) portfolio (Controller attribute) (ExecAlgorithm attribute) (FXRolloverInterestModule attribute) (NautilusKernel property) (OrderEmulator attribute) (SimulationModule attribute) (Strategy attribute) (TradingNode property) portfolio_greeks() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) PortfolioAnalyzer (class in nautilus_trader.analysis.analyzer)

PortfolioFacade (class in nautilus_trader.portfolio) (class in nautilus_trader.portfolio.base) PortfolioStatistic (class in nautilus_trader.analysis.statistic) POSITION (BybitEndpointType attribute) Position (class in nautilus_trader.model.position) position() (Cache method), [1] (CacheFacade method) position_closed_ids() (Cache method), [1] (CacheFacade method) position_exists() (Cache method), [1] (CacheFacade method) position_for_order() (Cache method), [1] (CacheFacade method) position_id (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (Order attribute), [1] (OrderFilled attribute), [1] (PositionChanged attribute) (PositionClosed attribute) (PositionEvent attribute), [1] (PositionOpened attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (SubmitOrder attribute) (SubmitOrderList attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) position_id() (Cache method), [1] (CacheFacade method) position_id_count() (ExecutionEngine method) (LiveExecutionEngine method) position_ids() (Cache method), [1] (CacheFacade method) POSITION_NOT_SUFFICIENT (BinanceErrorCode attribute) position_open_ids() (Cache method), [1] (CacheFacade method) position_reports (ExecutionMassStatus property) POSITION_SIDE_CHANGE_EXISTS_OPEN_ORDERS (BinanceErrorCode attribute) POSITION_SIDE_CHANGE_EXISTS_QUANTITY (BinanceErrorCode attribute) POSITION_SIDE_NOT_MATCH (BinanceErrorCode attribute) position_snapshots() (Cache method), [1] (CacheFacade method) PositionChanged (class in nautilus_trader.model.events) (class in nautilus_trader.model.events.position) PositionClosed (class in nautilus_trader.model.events) (class in nautilus_trader.model.events.position) PositionEvent (class in nautilus_trader.model.events) (class in nautilus_trader.model.events.position) PositionId (class in nautilus_trader.model.identifiers) PositionIdGenerator (class in nautilus_trader.common.generators) PositionOpened (class in nautilus_trader.model.events) (class in nautilus_trader.model.events.position) positions() (Cache method), [1] (CacheFacade method) positions_closed() (Cache method), [1] (CacheFacade method) positions_closed_count() (Cache method), [1] (CacheFacade method) positions_open() (Cache method), [1] (CacheFacade method) positions_open_count() (Cache method), [1] (CacheFacade method) positions_total_count() (Cache method), [1] (CacheFacade method) PositionSizer (class in nautilus_trader.risk.sizing) PositionStatusReport (class in nautilus_trader.execution.reports) POST_ONLY (BybitTimeInForce attribute) post_only (OrderInitialized attribute), [1] POST_TRADING (BinanceSpotSymbolStatus attribute) pprint() (OrderBook method) PRE_DELIVERING (BinanceFuturesContractStatus attribute) pre_process() (FXRolloverInterestModule method) (SimulationModule method) PRE_SETTLE (BinanceFuturesContractStatus attribute) PRE_TRADING (BinanceSpotSymbolStatus attribute) precision (Currency attribute) (Price attribute) (Quantity attribute) prepare_event_and_init_timestamps() (in module nautilus_trader.persistence.wranglers) preprocess_bar_data() (in module nautilus_trader.persistence.wranglers) prev_end() (ForexSessionFilter method) prev_event() (EconomicNewsEventFilter method) prev_start() (ForexSessionFilter method) price (BookOrder attribute) Price (class in nautilus_trader.model.objects) price (DatabentoStatistics attribute), [1] (Level attribute) (LimitIfTouchedOrder attribute), [1] (LimitOrder attribute), [1] (MarketToLimitOrder attribute), [1] (ModifyOrder attribute) (OrderUpdated attribute), [1] (StopLimitOrder attribute), [1] (TradeTick attribute) (TrailingStopLimitOrder attribute), [1] price() (Cache method), [1] (CacheFacade method) PRICE_FILTER (BinanceSymbolFilterType attribute) PRICE_GREATER_THAN_MAX_PRICE (BinanceErrorCode attribute) PRICE_HIGHTER_THAN_MULTIPLIER_UP (BinanceErrorCode attribute) price_increment (BettingInstrument attribute) (BinaryOption attribute) (Cfd attribute) (Commodity attribute) (CryptoFuture attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (Equity attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (Instrument attribute), [1] (MatchingCore attribute) (SyntheticInstrument attribute), [1] PRICE_LESS_THAN_MIN_PRICE (BinanceErrorCode attribute) PRICE_LESS_THAN_ZERO (BinanceErrorCode attribute) PRICE_LOWER_THAN_MULTIPLIER_DOWN (BinanceErrorCode attribute) PRICE_LOWER_THAN_STOP_MULTIPLIER_DOWN (BinanceErrorCode attribute) PRICE_NOT_INCREASED_BY_TICK_SIZE (BinanceErrorCode attribute) price_precision (BarBuilder attribute) (BettingInstrument attribute) (BinaryOption attribute) (Cfd attribute) (Commodity attribute) (CryptoFuture attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (Equity attribute) (FixedTickScheme attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (Instrument attribute), [1] (MatchingCore attribute) (Position attribute) (SyntheticInstrument attribute), [1] price_type (BarSpecification attribute) print_config (LoggingConfig attribute) priority (Subscription attribute) private_key (PolymarketDataClientConfig attribute) (PolymarketExecClientConfig attribute) prob_fill_on_limit (FillModel attribute) prob_fill_on_stop (FillModel attribute) prob_slippage (FillModel attribute) process() (BarDataWrangler method) (DataEngine method) (ExecutionEngine method) (FXRolloverInterestModule method) (LiveDataEngine method) (LiveExecutionEngine method) (LiveRiskEngine method) (OrderBookDeltaDataWrangler method) (QuoteTickDataWrangler method) (RiskEngine method) (SimulationModule method) (TradeTickDataWrangler method) process_bar_data() (QuoteTickDataWrangler method) (TradeTickDataWrangler method) processed_data (TradeTickDataWrangler attribute) product_types (BybitDataClientConfig attribute) (BybitExecClientConfig attribute) pub_count (MessageBus attribute) publish() (MessageBus method) publish_bus_message() (TradingNode method) publish_data() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) publish_signal() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) PUT (BybitOptionType attribute)

Q

qsize (LiveDataEngineConfig attribute) (LiveExecEngineConfig attribute) (LiveRiskEngineConfig attribute) (Throttler attribute) QTY_GREATER_THAN_MAX_QTY (BinanceErrorCode attribute) QTY_LESS_THAN_MIN_QTY (BinanceErrorCode attribute) QTY_LESS_THAN_ZERO (BinanceErrorCode attribute) QTY_NOT_INCREASED_BY_STEP_SIZE (BinanceErrorCode attribute) Quantity (class in nautilus_trader.model.objects) quantity (DatabentoStatistics attribute), [1] (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (ModifyOrder attribute) (Order attribute), [1] (OrderInitialized attribute), [1] (OrderUpdated attribute), [1] (Position attribute) (PositionChanged attribute) (PositionClosed attribute) (PositionEvent attribute), [1] (PositionOpened attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) QUANTITY_EXISTS_WITH_CLOSE_POSITION (BinanceErrorCode attribute) query (BacktestDataConfig property) query() (BaseDataCatalog method) (ParquetDataCatalog method) query_order() (BacktestExecClient method) (BinanceFuturesExecutionClient method) (BinanceSpotExecutionClient method) (BybitExecutionClient method) (ExecutionClient method) (LiveExecutionClient method) (OKXExecutionClient method) (Strategy method), [1] query_pyarrow() (ParquetDataCatalog method)

query_rust() (ParquetDataCatalog method) QueryOrder (class in nautilus_trader.execution.messages) queue_for_executor() (Actor method) (ActorExecutor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) queued_task_ids() (Actor method) (ActorExecutor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) quote_currency (BettingInstrument attribute) (BinaryOption attribute) (Cfd attribute) (Commodity attribute) (CryptoFuture attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (Equity attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (Instrument attribute), [1] (Position attribute) quote_quantity (OrderInitialized attribute), [1] quote_tick() (Cache method), [1] (CacheFacade method) quote_tick_count() (Cache method), [1] (CacheFacade method) quote_ticks() (BaseDataCatalog method) (Cache method), [1] (CacheFacade method) (ParquetDataCatalog method) QuoteTick (class in nautilus_trader.model.data) QuoteTickDataWrangler (class in nautilus_trader.persistence.wranglers)

R

raise_error() (in module nautilus_trader.adapters.bybit.common.enums) rate_data (FXRolloverInterestConfig attribute) raw (Money attribute) (Price attribute) (Quantity attribute) RAW_REQUESTS (BinanceRateLimitType attribute) raw_symbol (BettingInstrument attribute) (BinaryOption attribute) (Cfd attribute) (Commodity attribute) (CryptoFuture attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (Equity attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (Instrument attribute), [1] raw_to_f64() (Quantity static method) read_backtest() (BaseDataCatalog method) (ParquetDataCatalog method) read_live_run() (BaseDataCatalog method) (ParquetDataCatalog method) real (BarAggregation attribute) realized_pnl (Position attribute) (PositionChanged attribute) (PositionClosed attribute) (PositionEvent attribute), [1] (PositionOpened attribute) realized_pnls() (PortfolioAnalyzer method) realized_return (Position attribute) (PositionChanged attribute) (PositionClosed attribute) (PositionEvent attribute), [1] (PositionOpened attribute) reason (InstrumentStatus attribute) (OrderCancelRejected attribute), [1] (OrderDenied attribute), [1] (OrderModifyRejected attribute), [1] (OrderRejected attribute), [1] reconcile_mass_status() (ExecutionEngine method) (LiveExecutionEngine method) reconcile_report() (ExecutionEngine method) (LiveExecutionEngine method) reconcile_state() (ExecutionEngine method) (LiveExecutionEngine method) reconciliation (ExecutionEngine attribute) (LiveExecEngineConfig attribute) (LiveExecutionEngine property) (OrderAccepted attribute), [1] (OrderCanceled attribute), [1] (OrderCancelRejected attribute), [1] (OrderDenied attribute), [1] (OrderEmulated attribute), [1] (OrderEvent attribute), [1] (OrderExpired attribute), [1] (OrderFilled attribute), [1] (OrderInitialized attribute), [1] (OrderModifyRejected attribute), [1] (OrderPendingCancel attribute), [1] (OrderPendingUpdate attribute), [1] (OrderRejected attribute), [1] (OrderReleased attribute), [1] (OrderSubmitted attribute), [1] (OrderTriggered attribute), [1] (OrderUpdated attribute), [1] reconciliation_lookback_mins (LiveExecEngineConfig attribute) recv_count (Throttler attribute) recv_window_ms (BinanceExecClientConfig attribute) reduce_only (OrderInitialized attribute), [1] REDUCE_ONLY_CONFLICT (BinanceErrorCode attribute) REDUCE_ONLY_MARGIN_CHECK_FAILED (BinanceErrorCode attribute) REDUCE_ONLY_MUST_BE_TRUE (BinanceErrorCode attribute) REDUCE_ONLY_ORDER_PERMISSION (BinanceErrorCode attribute) REDUCE_ONLY_ORDER_TYPE_NOT_SUPPORTED (BinanceErrorCode attribute) REDUCE_ONLY_REJECT (BinanceErrorCode attribute) ref_price (DatabentoImbalance attribute), [1] register() (Currency static method) (ExecAlgorithm method) (MessageBus method) (Strategy method), [1] register_account_type() (AccountFactory static method) register_base() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) register_calculated_account() (AccountFactory static method) register_catalog() (DataEngine method) (LiveDataEngine method) register_client() (DataEngine method) (ExecutionEngine method) (LiveDataEngine method) (LiveExecutionEngine method) register_component_clock() (in module nautilus_trader.common.component) register_config_decoding() (in module nautilus_trader.common.config) register_config_encoding() (in module nautilus_trader.common.config) register_default_client() (DataEngine method) (ExecutionEngine method) (LiveDataEngine method) (LiveExecutionEngine method) register_default_handler() (Clock method) (LiveClock method) (TestClock method) register_executor() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) register_external_order_claims() (ExecutionEngine method) (LiveExecutionEngine method) register_indicator_for_bars() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) register_indicator_for_quote_ticks() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) register_indicator_for_trade_ticks() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) register_oms_type() (ExecutionEngine method) (LiveExecutionEngine method) register_serializable_type() (in module nautilus_trader.serialization.base) register_statistic() (PortfolioAnalyzer method) register_tick_scheme() (in module nautilus_trader.model.tick_scheme.base) register_venue() (FXRolloverInterestModule method) (SimulationModule method) register_venue_routing() (DataEngine method) (ExecutionEngine method) (LiveDataEngine method) (LiveExecutionEngine method) register_warning_event() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) registered_clients (DataEngine attribute) (ExecutionEngine attribute) (LiveDataEngine attribute) (LiveExecutionEngine attribute) registered_indicators (Actor attribute) (Controller attribute) (ExecAlgorithm attribute) (FXRolloverInterestModule attribute) (OrderEmulator attribute) (SimulationModule attribute) (Strategy attribute) reject_stop_orders (BacktestVenueConfig attribute) REJECTED (BinanceExecutionType attribute) (BinanceOrderStatus attribute) (BybitOrderStatus attribute) REJECTED_MBX_KEY (BinanceErrorCode attribute) released_price (OrderReleased attribute), [1] remove_actor() (Controller method), [1] (Trader method), [1] remove_instance_component_clocks() (in module nautilus_trader.common.component) remove_strategy() (Controller method), [1] (Trader method), [1] replace_existing (StreamingConfig attribute) report_count (ExecutionEngine attribute) (LiveExecutionEngine attribute) ReportProvider (class in nautilus_trader.analysis.reporter) req_count (MessageBus attribute) req_qsize() (LiveDataEngine method) Request (class in nautilus_trader.core.message) request() (BacktestDataClient method) (BacktestMarketDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (DatabentoDataClient method) (DataClient method) (DataEngine method) (LiveDataClient method) (LiveDataEngine method) (LiveMarketDataClient method) (MarketDataClient method) (MessageBus method) (OKXDataClient method) request_bars() (Actor method) (BacktestMarketDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (Controller method) (DatabentoDataClient method) (ExecAlgorithm method) (FXRolloverInterestModule method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) (OrderEmulator method) (SimulationModule method) (Strategy method) request_count (DataEngine attribute) (LiveDataEngine attribute) request_data() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) request_instrument() (Actor method) (BacktestMarketDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (Controller method) (DatabentoDataClient method) (ExecAlgorithm method) (FXRolloverInterestModule method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) (OrderEmulator method) (SimulationModule method) (Strategy method)

request_instruments() (Actor method) (BacktestMarketDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (Controller method) (DatabentoDataClient method) (ExecAlgorithm method) (FXRolloverInterestModule method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) (OrderEmulator method) (SimulationModule method) (Strategy method) request_order_book_snapshot() (Actor method) (BacktestMarketDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (Controller method) (DatabentoDataClient method) (ExecAlgorithm method) (FXRolloverInterestModule method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) (OrderEmulator method) (SimulationModule method) (Strategy method) request_quote_ticks() (Actor method) (BacktestMarketDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (Controller method) (DatabentoDataClient method) (ExecAlgorithm method) (FXRolloverInterestModule method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) (OrderEmulator method) (SimulationModule method) (Strategy method) request_trade_ticks() (Actor method) (BacktestMarketDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (Controller method) (DatabentoDataClient method) (ExecAlgorithm method) (FXRolloverInterestModule method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) (OrderEmulator method) (SimulationModule method) (Strategy method) REQUEST_WEIGHT (BinanceRateLimitType attribute) res_count (MessageBus attribute) res_qsize() (LiveDataEngine method) reset() (Actor method) (ActorExecutor method) (BacktestDataClient method) (BacktestEngine method) (BacktestExecClient method) (BacktestMarketDataClient method) (BarBuilder method) (BinanceFuturesDataClient method) (BinanceFuturesExecutionClient method) (BinanceSpotDataClient method) (BinanceSpotExecutionClient method) (BybitDataClient method) (BybitExecutionClient method) (Cache method), [1] (ClientOrderIdGenerator method) (Component method) (Controller method) (DatabentoDataClient method) (DataClient method) (DataEngine method) (ExecAlgorithm method) (ExecutionClient method) (ExecutionEngine method) (FuzzyCandlesticks method) (FXRolloverInterestModule method) (LiveDataClient method) (LiveDataEngine method) (LiveExecutionClient method) (LiveExecutionEngine method) (LiveMarketDataClient method) (LiveRiskEngine method) (MarketDataClient method) (MatchingCore method) (OKXDataClient method) (OKXExecutionClient method) (OrderBook method) (OrderEmulator method) (OrderFactory method) (OrderListIdGenerator method) (OrderManager method) (Portfolio method), [1] (PortfolioAnalyzer method) (PositionIdGenerator method) (RiskEngine method) (SimulationModule method) (SpreadAnalyzer method) (Strategy method) (Throttler method) (Trader method) resolve_config_path() (in module nautilus_trader.common.config) resolve_path() (in module nautilus_trader.common.config) Response (class in nautilus_trader.core.message) response() (DataEngine method) (LiveDataEngine method) (MessageBus method) response_count (DataEngine attribute) (LiveDataEngine attribute) RESULT (BinanceNewOrderRespType attribute) resume() (Actor method) (BacktestDataClient method) (BacktestExecClient method) (BacktestMarketDataClient method) (BinanceFuturesDataClient method) (BinanceFuturesExecutionClient method) (BinanceSpotDataClient method) (BinanceSpotExecutionClient method) (BybitDataClient method) (BybitExecutionClient method) (Component method) (Controller method) (DatabentoDataClient method) (DataClient method) (DataEngine method) (ExecAlgorithm method) (ExecutionClient method) (ExecutionEngine method) (FXRolloverInterestModule method) (LiveDataClient method) (LiveDataEngine method) (LiveExecutionClient method) (LiveExecutionEngine method) (LiveMarketDataClient method) (LiveRiskEngine method) (MarketDataClient method) (OKXDataClient method) (OKXExecutionClient method) (OrderEmulator method) (RiskEngine method) (SimulationModule method) (Strategy method) (Trader method) retry_delay (BinanceExecClientConfig attribute) (BybitExecClientConfig attribute) (DYDXExecClientConfig attribute) (PolymarketExecClientConfig attribute) RETRYING (PolymarketTradeStatus attribute) returns() (PortfolioAnalyzer method) RISES_TO (BybitTriggerDirection attribute) risk_engine (BacktestEngineConfig attribute) (NautilusKernel property) (NautilusKernelConfig attribute) (TradingNodeConfig attribute) RiskEngine (class in nautilus_trader.risk.engine) RiskEngineConfig (class in nautilus_trader.risk.config) RolloverInterestCalculator (class in nautilus_trader.accounting.calculators) root() (Symbol method) rotation_interval (StreamingConfig attribute) rotation_mode (StreamingConfig attribute) rotation_time (StreamingConfig attribute) rotation_timezone (StreamingConfig attribute) RotationMode (class in nautilus_trader.persistence.writer) round_down() (in module nautilus_trader.model.tick_scheme.base) round_up() (in module nautilus_trader.model.tick_scheme.base) routing (BacktestVenueConfig attribute) (BinanceDataClientConfig attribute) (BinanceExecClientConfig attribute) (BybitDataClientConfig attribute) (BybitExecClientConfig attribute) (DatabentoDataClientConfig attribute), [1] (DYDXDataClientConfig attribute) (DYDXExecClientConfig attribute) (LiveDataClientConfig attribute) (LiveExecClientConfig attribute) (OKXDataClientConfig attribute) (OKXExecClientConfig attribute) (PolymarketDataClientConfig attribute) (PolymarketExecClientConfig attribute) RoutingConfig (class in nautilus_trader.live.config) RSA (BinanceKeyType attribute) run() (BacktestEngine method) (BacktestNode method) (TradingNode method) run_after_delay() (BinanceFuturesDataClient method) (BinanceFuturesExecutionClient method) (BinanceSpotDataClient method) (BinanceSpotExecutionClient method) (BybitDataClient method) (BybitExecutionClient method) (DatabentoDataClient method) (LiveDataClient method) (LiveExecutionClient method) (LiveMarketDataClient method) (OKXDataClient method) (OKXExecutionClient method) run_analysis (BacktestEngineConfig attribute) run_async() (TradingNode method) run_config_id (BacktestEngine attribute) (BacktestResult attribute) run_finished (BacktestEngine attribute) (BacktestResult attribute) run_id (BacktestEngine attribute) (BacktestResult attribute) run_in_executor() (Actor method) (ActorExecutor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) run_started (BacktestEngine attribute) (BacktestResult attribute) RUNNING (SubscriptionStatus attribute)

S

SAME_ORDER (BinanceErrorCode attribute) SANDBOX (Environment attribute) save() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) (Trader method), [1] save_state (BacktestEngineConfig attribute) (NautilusKernel property) (NautilusKernelConfig attribute) (TradingNodeConfig attribute) SCHEDULED_DATES (RotationMode attribute) schema() (BetfairStartingPrice class method) (BetfairTicker class method) (BSPOrderBookDelta class method) SECOND (BarAggregation attribute) (BinanceRateLimitInterval attribute) SECOND_1 (BinanceKlineInterval attribute) selection_handicap (BettingInstrument attribute), [1] selection_id (BettingInstrument attribute), [1] selection_name (BettingInstrument attribute), [1] SELL (BinanceOrderSide attribute) (BybitOrderSide attribute) (BybitPositionSide attribute) (PolymarketOrderSide attribute) SELL_HEDGE (BybitPositionIdx attribute) send() (MessageBus method) (Throttler method) send_algo_command() (OrderManager method) send_emulator_command() (OrderManager method) send_exec_command() (OrderManager method) send_exec_event() (OrderManager method) send_risk_command() (OrderManager method) send_risk_event() (OrderManager method) sent_count (MessageBus attribute) (Throttler attribute) sequence (BSPOrderBookDelta attribute) (DatabentoStatistics attribute), [1] (OrderBook attribute) (OrderBookDelta attribute) (OrderBookDeltas attribute) (OrderBookDepth10 attribute) serialize() (MsgSpecSerializer method) (Serializer method) Serializer (class in nautilus_trader.serialization.base) serializer (MessageBus attribute) SERVER_BUSY (BinanceErrorCode attribute) SERVICE_SHUTTING_DOWN (BinanceErrorCode attribute) set_await_partial() (BarAggregator method) (TickBarAggregator method) (TimeBarAggregator method) (ValueBarAggregator method) (VolumeBarAggregator method) set_client_order_id() (OrderAccepted method), [1] (OrderCanceled method), [1] (OrderCancelRejected method), [1] (OrderDenied method), [1] (OrderEmulated method), [1] (OrderEvent method), [1] (OrderExpired method), [1] (OrderFilled method), [1] (OrderInitialized method), [1] (OrderModifyRejected method), [1] (OrderPendingCancel method), [1] (OrderPendingUpdate method), [1] (OrderRejected method), [1] (OrderReleased method), [1] (OrderSubmitted method), [1] (OrderTriggered method), [1] (OrderUpdated method), [1] set_client_order_id_count() (OrderFactory method) set_count() (ClientOrderIdGenerator method) (OrderListIdGenerator method) (PositionIdGenerator method) set_default_leverage() (MarginAccount method) set_leverage() (MarginAccount method) set_logging_pyo3() (in module nautilus_trader.common.component) set_max_notional_per_order() (LiveRiskEngine method) (RiskEngine method) set_order_list_id_count() (OrderFactory method) set_partial() (BarAggregator method) (BarBuilder method) (TickBarAggregator method) (TimeBarAggregator method) (ValueBarAggregator method) (VolumeBarAggregator method) set_specific_venue() (Portfolio method), [1] set_time() (TestClock method) set_time_alert() (Clock method) (LiveClock method) (TestClock method) set_time_alert_ns() (Clock method) (LiveClock method) (TestClock method) set_timer() (Clock method) (LiveClock method) (TestClock method) set_timer_ns() (Clock method) (LiveClock method) (TestClock method) set_trading_state() (LiveRiskEngine method) (RiskEngine method) SETTLE (BybitExecType attribute) SETTLEMENT (BybitTransactionType attribute) settlement_currency (CryptoFuture attribute), [1] (CryptoPerpetual attribute), [1] (Position attribute) SETTLING (BinanceFuturesContractStatus attribute) SHORT (BinanceFuturesPositionSide attribute) should_manage_order() (OrderManager method) shutdown() (ActorExecutor method) side (BookOrder attribute) (DatabentoImbalance attribute), [1] (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (Order attribute), [1] (OrderInitialized attribute), [1] (Position attribute) (PositionChanged attribute) (PositionClosed attribute) (PositionEvent attribute), [1] (PositionOpened attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) side_from_order_side() (Position static method) side_string() (LimitIfTouchedOrder method) (LimitOrder method) (MarketIfTouchedOrder method) (MarketOrder method) (MarketToLimitOrder method) (Order method), [1] (StopLimitOrder method) (StopMarketOrder method) (TrailingStopLimitOrder method) (TrailingStopMarketOrder method) signature_type (PolymarketDataClientConfig attribute) (PolymarketExecClientConfig attribute) signed_decimal_qty() (LimitIfTouchedOrder method) (LimitOrder method) (MarketIfTouchedOrder method) (MarketOrder method) (MarketToLimitOrder method) (Order method), [1] (Position method) (StopLimitOrder method) (StopMarketOrder method) (TrailingStopLimitOrder method) (TrailingStopMarketOrder method) signed_qty (Position attribute) (PositionChanged attribute) (PositionClosed attribute) (PositionEvent attribute), [1] (PositionOpened attribute) signed_size() (BookOrder method) significant_imbalance (DatabentoImbalance attribute), [1] simulate_fills() (OrderBook method) SimulationModule (class in nautilus_trader.backtest.modules) SimulationModuleConfig (class in nautilus_trader.backtest.config) size (BookOrder attribute) (FuzzyCandle attribute) SIZE (RotationMode attribute) size (TradeTick attribute) size() (Level method) size_increment (BettingInstrument attribute) (BinaryOption attribute) (Cfd attribute) (Commodity attribute) (CryptoFuture attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (Equity attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (Instrument attribute), [1] size_precision (BarBuilder attribute) (BettingInstrument attribute) (BinaryOption attribute) (Cfd attribute) (Commodity attribute) (CryptoFuture attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (Equity attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (Instrument attribute), [1] (Position attribute) slippage (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (Order attribute), [1] (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) snapshot_order_state() (Cache method), [1] (CacheDatabaseAdapter method), [1] snapshot_orders (ExecEngineConfig attribute) (ExecutionEngine attribute) (LiveExecEngineConfig attribute) (LiveExecutionEngine attribute) snapshot_position() (Cache method), [1] snapshot_position_state() (Cache method), [1] (CacheDatabaseAdapter method), [1] snapshot_positions (ExecEngineConfig attribute) (ExecutionEngine attribute) (LiveExecEngineConfig attribute) (LiveExecutionEngine attribute) snapshot_positions_interval_secs (ExecEngineConfig attribute) (ExecutionEngine attribute) (LiveExecEngineConfig attribute) (LiveExecutionEngine attribute) snapshot_positions_timer_name (ExecutionEngine attribute) (LiveExecutionEngine attribute) SnapshotInfo (class in nautilus_trader.data.engine) spawn_limit() (ExecAlgorithm method) spawn_market() (ExecAlgorithm method) spawn_market_to_limit() (ExecAlgorithm method) spec (BarType attribute) SPOT (BinanceAccountType attribute) (BinanceSpotPermissions attribute) (BybitProductType attribute) spread() (OrderBook method) SpreadAnalyzer (class in nautilus_trader.indicators.spread_analyzer) ssl (DatabaseConfig attribute) standard() (BarType method) start() (Actor method) (BacktestDataClient method) (BacktestExecClient method) (BacktestMarketDataClient method) (BinanceFuturesDataClient method) (BinanceFuturesExecutionClient method) (BinanceSpotDataClient method) (BinanceSpotExecutionClient method) (BybitDataClient method) (BybitExecutionClient method) (Component method) (Controller method) (DatabentoDataClient method) (DataClient method) (DataEngine method) (ExecAlgorithm method) (ExecutionClient method) (ExecutionEngine method) (FXRolloverInterestModule method) (LiveDataClient method) (LiveDataEngine method) (LiveExecutionClient method) (LiveExecutionEngine method) (LiveMarketDataClient method) (LiveRiskEngine method) (MarketDataClient method) (NautilusKernel method) (OKXDataClient method) (OKXExecutionClient method) (OrderEmulator method) (RiskEngine method) (SimulationModule method) (Strategy method) (Trader method) start_actor() (Controller method), [1] (Trader method), [1] start_async() (NautilusKernel method) start_strategy() (Controller method), [1] (Trader method), [1] start_time (BacktestDataConfig attribute) START_TIME_GREATER_THAN_END_TIME (BinanceErrorCode attribute) start_time_nanos (BacktestDataConfig property) starting_balances (BacktestVenueConfig attribute) starting_balances() (CashAccount method) (MarginAccount method) stat_flags (DatabentoStatistics attribute), [1] stat_type (DatabentoStatistics attribute), [1] state (Actor attribute) (BacktestDataClient attribute) (BacktestExecClient attribute) (BacktestMarketDataClient attribute) (BinanceFuturesDataClient attribute) (BinanceFuturesExecutionClient attribute) (BinanceSpotDataClient attribute) (BinanceSpotExecutionClient attribute) (BybitDataClient attribute) (BybitExecutionClient attribute) (Component attribute) (Controller attribute) (DatabentoDataClient attribute) (DataClient attribute) (DataEngine attribute) (ExecAlgorithm attribute) (ExecutionClient attribute) (ExecutionEngine attribute) (FiniteStateMachine attribute) (FXRolloverInterestModule attribute) (LiveDataClient attribute) (LiveDataEngine attribute) (LiveExecutionClient attribute) (LiveExecutionEngine attribute) (LiveMarketDataClient attribute) (LiveRiskEngine attribute) (MarketDataClient attribute) (OKXDataClient attribute) (OKXExecutionClient attribute) (OrderEmulator attribute) (RiskEngine attribute) (SimulationModule attribute) (Strategy attribute) (Trader attribute) state_string (FiniteStateMachine attribute) statistic() (PortfolioAnalyzer method) STATISTICS (DatabentoSchema attribute) stats_pnls (BacktestResult attribute) stats_returns (BacktestResult attribute) STATUS (DatabentoSchema attribute) status (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (Order attribute), [1] (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) status_string() (LimitIfTouchedOrder method) (LimitOrder method) (MarketIfTouchedOrder method) (MarketOrder method) (MarketToLimitOrder method) (Order method), [1] (StopLimitOrder method) (StopMarketOrder method) (TrailingStopLimitOrder method) (TrailingStopMarketOrder method) step (BarSpecification attribute) STEP_SIZE_LESS_THAN_ZERO (BinanceErrorCode attribute) STOP (BinanceOrderType attribute) (BybitStopOrderType attribute) stop() (Actor method) (BacktestDataClient method) (BacktestExecClient method) (BacktestMarketDataClient method) (BinanceFuturesDataClient method) (BinanceFuturesExecutionClient method) (BinanceSpotDataClient method) (BinanceSpotExecutionClient method) (BybitDataClient method) (BybitExecutionClient method) (Component method) (Controller method) (DatabentoDataClient method) (DataClient method) (DataEngine method) (ExecAlgorithm method) (ExecutionClient method) (ExecutionEngine method) (FXRolloverInterestModule method) (LiveDataClient method) (LiveDataEngine method) (LiveExecutionClient method) (LiveExecutionEngine method) (LiveMarketDataClient method) (LiveRiskEngine method) (MarketDataClient method) (NautilusKernel method) (OKXDataClient method) (OKXExecutionClient method) (OrderEmulator method) (RiskEngine method) (SimulationModule method) (Strategy method) (TimeBarAggregator method) (Trader method) (TradingNode method) stop_actor() (Controller method), [1] (Trader method), [1] stop_async() (NautilusKernel method) (TradingNode method) stop_clients() (DataEngine method) (ExecutionEngine method) (LiveDataEngine method) (LiveExecutionEngine method) stop_limit() (OrderFactory method) STOP_LOSS (BinanceOrderType attribute) (BybitStopOrderType attribute) STOP_LOSS_LIMIT (BinanceOrderType attribute) STOP_MARKET (BinanceOrderType attribute) stop_market() (OrderFactory method) STOP_PRICE_GREATER_THAN_MAX_PRICE (BinanceErrorCode attribute) STOP_PRICE_HIGHER_THAN_PRICE_MULTIPLIER_LIMIT (BinanceErrorCode attribute) STOP_PRICE_LESS_THAN_ZERO (BinanceErrorCode attribute)

STOP_PRICE_LOWER_THAN_PRICE_MULTIPLIER_LIMIT (BinanceErrorCode attribute) stop_strategy() (Controller method), [1] (Trader method), [1] StopLimitOrder (class in nautilus_trader.model.orders) (class in nautilus_trader.model.orders.stop_limit) StopMarketOrder (class in nautilus_trader.model.orders) (class in nautilus_trader.model.orders.stop_market) strategies (BacktestEngineConfig attribute) (NautilusKernelConfig attribute) (TradingNodeConfig attribute) strategies() (Trader method), [1] Strategy (class in nautilus_trader.trading) (class in nautilus_trader.trading.strategy) strategy_id (BatchCancelOrders attribute) (CancelAllOrders attribute) (CancelOrder attribute) (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (ModifyOrder attribute) (Order attribute), [1] (OrderAccepted attribute), [1] (OrderCanceled attribute), [1] (OrderCancelRejected attribute), [1] (OrderDenied attribute), [1] (OrderEmulated attribute), [1] (OrderEvent attribute), [1] (OrderExpired attribute), [1] (OrderFactory attribute) (OrderFilled attribute), [1] (OrderInitialized attribute), [1] (OrderList attribute), [1] (OrderModifyRejected attribute), [1] (OrderPendingCancel attribute), [1] (OrderPendingUpdate attribute), [1] (OrderRejected attribute), [1] (OrderReleased attribute), [1] (OrderSubmitted attribute), [1] (OrderTriggered attribute), [1] (OrderUpdated attribute), [1] (Position attribute) (PositionChanged attribute) (PositionClosed attribute) (PositionEvent attribute), [1] (PositionOpened attribute) (QueryOrder attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (StrategyConfig attribute) (SubmitOrder attribute) (SubmitOrderList attribute) (TradingCommand attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) strategy_id_for_order() (Cache method), [1] (CacheFacade method) strategy_id_for_position() (Cache method), [1] (CacheFacade method) strategy_ids() (Cache method), [1] (CacheFacade method) (Trader method), [1] STRATEGY_INVALID_TRIGGER_PRICE (BinanceErrorCode attribute) strategy_path (ImportableStrategyConfig attribute) strategy_states() (Trader method), [1] strategy_type (FuturesSpread attribute), [1] (OptionsSpread attribute) StrategyConfig (class in nautilus_trader.trading.config) StrategyFactory (class in nautilus_trader.trading.config) StrategyId (class in nautilus_trader.model.identifiers) stream_per_topic (MessageBusConfig attribute) streaming (BacktestEngineConfig attribute) (NautilusKernelConfig attribute) (TradingNodeConfig attribute) StreamingConfig (class in nautilus_trader.persistence.config) StreamingFeatherWriter (class in nautilus_trader.persistence.writer) streams_prefix (MessageBusConfig attribute) strike_price (OptionsContract attribute) subaccount (DYDXExecClientConfig attribute) submit_order() (BacktestExecClient method) (BinanceFuturesExecutionClient method) (BinanceSpotExecutionClient method) (BybitExecutionClient method) (ExecAlgorithm method) (ExecutionClient method) (LiveExecutionClient method) (OKXExecutionClient method) (Strategy method), [1] submit_order_list() (BacktestExecClient method) (BinanceFuturesExecutionClient method) (BinanceSpotExecutionClient method) (BybitExecutionClient method) (ExecutionClient method) (LiveExecutionClient method) (OKXExecutionClient method) (Strategy method), [1] SubmitOrder (class in nautilus_trader.execution.messages) SubmitOrderList (class in nautilus_trader.execution.messages) Subscribe (class in nautilus_trader.data.messages) subscribe() (BacktestDataClient method) (BacktestMarketDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (DatabentoDataClient method) (DataClient method) (LiveDataClient method) (LiveMarketDataClient method) (MarketDataClient method) (MessageBus method) (OKXDataClient method) (Trader method), [1] subscribe_bars() (Actor method) (BacktestMarketDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (Controller method) (DatabentoDataClient method) (ExecAlgorithm method) (FXRolloverInterestModule method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) (OrderEmulator method) (SimulationModule method) (Strategy method) subscribe_data() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) subscribe_instrument() (Actor method) (BacktestMarketDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (Controller method) (DatabentoDataClient method) (ExecAlgorithm method) (FXRolloverInterestModule method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) (OrderEmulator method) (SimulationModule method) (Strategy method) subscribe_instrument_close() (Actor method) (BacktestMarketDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (Controller method) (DatabentoDataClient method) (ExecAlgorithm method) (FXRolloverInterestModule method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) (OrderEmulator method) (SimulationModule method) (Strategy method) subscribe_instrument_status() (Actor method) (BacktestMarketDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (Controller method) (DatabentoDataClient method) (ExecAlgorithm method) (FXRolloverInterestModule method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) (OrderEmulator method) (SimulationModule method) (Strategy method) subscribe_instruments() (Actor method) (BacktestMarketDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (Controller method) (DatabentoDataClient method) (ExecAlgorithm method) (FXRolloverInterestModule method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) (OrderEmulator method) (SimulationModule method) (Strategy method) subscribe_order_book_at_interval() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) subscribe_order_book_deltas() (Actor method) (BacktestMarketDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (Controller method) (DatabentoDataClient method) (ExecAlgorithm method) (FXRolloverInterestModule method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) (OrderEmulator method) (SimulationModule method) (Strategy method) subscribe_order_book_snapshots() (BacktestMarketDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (DatabentoDataClient method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) subscribe_quote_ticks() (Actor method) (BacktestMarketDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (Controller method) (DatabentoDataClient method) (ExecAlgorithm method) (FXRolloverInterestModule method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) (OrderEmulator method) (SimulationModule method) (Strategy method) subscribe_signal() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) subscribe_trade_ticks() (Actor method) (BacktestMarketDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (Controller method) (DatabentoDataClient method) (ExecAlgorithm method) (FXRolloverInterestModule method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) (OrderEmulator method) (SimulationModule method) (Strategy method) SUBSCRIBED (SubscriptionStatus attribute) subscribed_bars() (BacktestMarketDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (DatabentoDataClient method) (DataEngine method) (LiveDataEngine method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) subscribed_custom_data() (BacktestDataClient method) (BacktestMarketDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (DatabentoDataClient method) (DataClient method) (DataEngine method) (LiveDataClient method) (LiveDataEngine method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) subscribed_instrument_close() (BacktestMarketDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (DatabentoDataClient method) (DataEngine method) (LiveDataEngine method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) subscribed_instrument_status() (BacktestMarketDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (DatabentoDataClient method) (DataEngine method) (LiveDataEngine method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) subscribed_instruments() (BacktestMarketDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (DatabentoDataClient method) (DataEngine method) (LiveDataEngine method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) subscribed_order_book_deltas() (BacktestMarketDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (DatabentoDataClient method) (DataEngine method) (LiveDataEngine method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) subscribed_order_book_snapshots() (BacktestMarketDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (DatabentoDataClient method) (DataEngine method) (LiveDataEngine method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) subscribed_quote_ticks() (BacktestMarketDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (DatabentoDataClient method) (DataEngine method) (LiveDataEngine method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) subscribed_quotes (OrderEmulator attribute) subscribed_synthetic_quotes() (DataEngine method) (LiveDataEngine method) subscribed_synthetic_trades() (DataEngine method) (LiveDataEngine method) subscribed_trade_ticks() (BacktestMarketDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (DatabentoDataClient method) (DataEngine method) (LiveDataEngine method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) subscribed_trades (OrderEmulator attribute) Subscription (class in nautilus_trader.common.component) subscriptions() (MessageBus method) SubscriptionStatus (class in nautilus_trader.adapters.betfair.data_types) support_contingent_orders (BacktestVenueConfig attribute) support_gtd_orders (BacktestVenueConfig attribute) SYDNEY (ForexSession attribute) symbol (BettingInstrument attribute) (BinaryOption attribute) (Cfd attribute) Symbol (class in nautilus_trader.model.identifiers) symbol (Commodity attribute) (CryptoFuture attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (Equity attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (Instrument attribute), [1] (InstrumentId attribute) (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (Order attribute), [1] (Position attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) SYMBOL_ALREADY_CLOSED (BinanceErrorCode attribute) synthetic() (Cache method), [1] (CacheFacade method) synthetic_ids() (Cache method), [1] (CacheFacade method) SyntheticInstrument (class in nautilus_trader.model.instruments) (class in nautilus_trader.model.instruments.synthetic) synthetics() (Cache method), [1] (CacheFacade method)

T

tags (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (Order attribute), [1] (OrderInitialized attribute), [1] (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) TAKE_PROFIT (BinanceOrderType attribute) (BybitStopOrderType attribute) TAKE_PROFIT_LIMIT (BinanceOrderType attribute) TAKE_PROFIT_MARKET (BinanceOrderType attribute) TAKER (PolymarketLiquiditySide attribute) taker_fee (BettingInstrument attribute) (BinaryOption attribute) (Cfd attribute) (Commodity attribute) (CryptoFuture attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (Equity attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (Instrument attribute), [1] TardisQuoteDataLoader (class in nautilus_trader.adapters.tardis.loaders) TardisTradeDataLoader (class in nautilus_trader.adapters.tardis.loaders) TARGET_STRATEGY_INVALID (BinanceErrorCode attribute) TaskId (class in nautilus_trader.common.executor) TBBO (DatabentoSchema attribute) TestClock (class in nautilus_trader.common.component) testnet (BinanceDataClientConfig attribute) (BinanceExecClientConfig attribute) (BybitDataClientConfig attribute) (BybitExecClientConfig attribute) THERE_EXISTS_OPEN_ORDERS (BinanceErrorCode attribute) THERE_EXISTS_QUANTITY (BinanceErrorCode attribute) Throttler (class in nautilus_trader.common.component) TICK (BarAggregation attribute) tick_capacity (Cache attribute), [1] (CacheConfig attribute) TICK_IMBALANCE (BarAggregation attribute) TICK_RUNS (BarAggregation attribute) tick_scheme_name (BettingInstrument attribute) (BinaryOption attribute) (Cfd attribute) (Commodity attribute) (CryptoFuture attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (Equity attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (Instrument attribute), [1] TICK_SIZE_LESS_THAN_ZERO (BinanceErrorCode attribute) TickBarAggregator (class in nautilus_trader.data.aggregation) ticks (TieredTickScheme attribute) TickScheme (class in nautilus_trader.model.tick_scheme.base) TieredTickScheme (class in nautilus_trader.model.tick_scheme.implementations.tiered) TIF_NOT_REQUIRED (BinanceErrorCode attribute) tif_string() (LimitIfTouchedOrder method) (LimitOrder method) (MarketIfTouchedOrder method) (MarketOrder method) (MarketToLimitOrder method) (Order method), [1] (StopLimitOrder method) (StopMarketOrder method) (TrailingStopLimitOrder method) (TrailingStopMarketOrder method) time_bars_build_with_no_updates (DataEngineConfig attribute) (LiveDataEngineConfig attribute) time_bars_interval_type (DataEngineConfig attribute) (LiveDataEngineConfig attribute) time_bars_timestamp_on_close (DataEngineConfig attribute) (LiveDataEngineConfig attribute) time_in_force (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (Order attribute), [1] (OrderInitialized attribute), [1] (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) TimeBarAggregator (class in nautilus_trader.data.aggregation) timedelta (BarSpecification attribute) TimeEvent (class in nautilus_trader.common.component) TimeEventHandler (class in nautilus_trader.common.component) TIMEOUT (BinanceErrorCode attribute) timeout (DatabaseConfig attribute) timeout_connection (BacktestEngineConfig attribute) (NautilusKernelConfig attribute) (TradingNodeConfig attribute) timeout_disconnection (BacktestEngineConfig attribute) (NautilusKernelConfig attribute) (TradingNodeConfig attribute) timeout_initial_load (DatabentoDataClientConfig attribute), [1] timeout_portfolio (BacktestEngineConfig attribute) (NautilusKernelConfig attribute) (TradingNodeConfig attribute) timeout_post_stop (BacktestEngineConfig attribute) (NautilusKernelConfig attribute) (TradingNodeConfig attribute) timeout_reconciliation (BacktestEngineConfig attribute) (NautilusKernelConfig attribute) (TradingNodeConfig attribute) timer_count (Clock attribute) (LiveClock attribute) (TestClock attribute) timer_names (Clock attribute) (LiveClock attribute) (TestClock attribute) timestamp() (Clock method) (LiveClock method) (TestClock method) timestamp_ms() (Clock method) (LiveClock method) (TestClock method) timestamp_ns() (Clock method) (LiveClock method) (TestClock method) timestamps_as_iso8601 (CacheConfig attribute) (MessageBusConfig attribute) (MsgSpecSerializer attribute) timestamps_as_str (MsgSpecSerializer attribute) timestring_to_timestamp() (in module nautilus_trader.adapters.interactive_brokers.parsing.execution) to_batch() (BSPOrderBookDelta static method) to_bytes() (BarAggregation method) to_capsule() (OrderBookDeltas method) to_dict() (AccountBalance method) (AccountState static method), [1] (Bar static method) (BatchCancelOrders static method) (BetfairStartingPrice static method) (BetfairTicker static method) (BettingInstrument static method), [1] (BinanceBar static method) (BinanceFuturesMarkPriceUpdate static method) (BinanceTicker static method) (BinaryOption static method), [1] (BookOrder static method) (BSPOrderBookDelta static method) (CancelAllOrders static method) (CancelOrder static method) (CashAccount static method) (Cfd static method), [1] (Commodity static method), [1] (CryptoFuture static method), [1] (CryptoPerpetual static method), [1] (CurrencyPair static method), [1] (DatabentoImbalance method), [1] (DatabentoStatistics method), [1] (Equity static method), [1] (FuturesContract static method), [1] (FuturesSpread static method), [1] (IndexInstrument static method), [1] (InstrumentClose static method) (InstrumentStatus static method) (LimitIfTouchedOrder method), [1] (LimitOrder method), [1] (MarginAccount static method) (MarginBalance method) (MarketIfTouchedOrder method), [1] (MarketOrder method), [1] (MarketToLimitOrder method), [1] (ModifyOrder static method) (OptionsContract static method) (OptionsSpread static method) (Order method), [1] (OrderAccepted static method), [1] (OrderBookDelta static method) (OrderBookDeltas static method) (OrderBookDepth10 static method) (OrderCanceled static method), [1] (OrderCancelRejected static method), [1] (OrderDenied static method), [1] (OrderEmulated static method), [1] (OrderExpired static method), [1] (OrderFilled static method), [1] (OrderInitialized static method), [1] (OrderModifyRejected static method), [1] (OrderPendingCancel static method), [1] (OrderPendingUpdate static method), [1] (OrderRejected static method), [1] (OrderReleased static method), [1] (OrderSubmitted static method), [1] (OrderTriggered static method), [1] (OrderUpdated static method), [1] (Position method) (PositionChanged static method), [1] (PositionClosed static method), [1] (PositionOpened static method), [1] (QueryOrder static method) (QuoteTick static method) (StopLimitOrder method), [1] (StopMarketOrder method), [1] (SubmitOrder static method) (SubmitOrderList static method) (SyntheticInstrument static method), [1] (TradeTick static method) (TrailingStopLimitOrder method), [1] (TrailingStopMarketOrder method), [1] to_formatted_str() (Money method) (Price method) (Quantity method) to_importable_config() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method), [1] to_pyo3() (Bar method) (BinanceBar method) (InstrumentStatus method) (OrderBookDeltas method) (QuoteTick method) (TradeTick method) to_pyo3_list() (Bar static method) (BinanceBar static method) (BSPOrderBookDelta static method) (OrderBookDelta static method) (QuoteTick static method) (TradeTick static method) tokenize_config() (in module nautilus_trader.common.config) TOKYO (ForexSession attribute) TOO_MANY_ORDERS (BinanceErrorCode attribute) TOO_MANY_PARAMETERS (BinanceErrorCode attribute) TOO_MANY_REQUESTS (BinanceErrorCode attribute) topic (DataType attribute) (Subscription attribute) topic() (Symbol method) topics() (MessageBus method) total (AccountBalance attribute) total_events (BacktestResult attribute) total_imbalance_qty (DatabentoImbalance attribute), [1] total_orders (BacktestResult attribute) total_pnl() (PortfolioAnalyzer method) (Position method) total_pnl_percentage() (PortfolioAnalyzer method) total_positions (BacktestResult attribute) TPSL_ORDER (BybitStopOrderType attribute) TRADE (BinanceExecutionType attribute) (BinanceSecurityType attribute) (BybitEndpointType attribute) (BybitExecType attribute) (BybitTransactionType attribute) (PolymarketEventType attribute) trade_id (OrderFilled attribute), [1] (TradeTick attribute) trade_ids (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (Order attribute), [1] (Position attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) TRADE_LITE (BinanceFuturesEventType attribute) TRADE_PREVENTION (BinanceExecutionType attribute) trade_tick() (Cache method), [1] (CacheFacade method) trade_tick_count() (Cache method), [1] (CacheFacade method) trade_ticks() (BaseDataCatalog method) (Cache method), [1] (CacheFacade method) (ParquetDataCatalog method) TradeId (class in nautilus_trader.model.identifiers) trader (BacktestEngine attribute) Trader (class in nautilus_trader.trading) (class in nautilus_trader.trading.trader) trader (NautilusKernel property) (TradingNode property) trader_id (Actor attribute) (BacktestDataClient attribute) (BacktestEngine attribute) (BacktestEngineConfig attribute) (BacktestExecClient attribute) (BacktestMarketDataClient attribute) (BacktestResult attribute) (BatchCancelOrders attribute) (BinanceFuturesDataClient attribute) (BinanceFuturesExecutionClient attribute) (BinanceSpotDataClient attribute) (BinanceSpotExecutionClient attribute) (BybitDataClient attribute) (BybitExecutionClient attribute) (CancelAllOrders attribute) (CancelOrder attribute) (Component attribute) (Controller attribute) (DatabentoDataClient attribute) (DataClient attribute) (DataEngine attribute) (ExecAlgorithm attribute) (ExecutionClient attribute) (ExecutionEngine attribute) (FXRolloverInterestModule attribute) (LimitIfTouchedOrder attribute) (LimitOrder attribute) (LiveDataClient attribute) (LiveDataEngine attribute) (LiveExecutionClient attribute) (LiveExecutionEngine attribute) (LiveMarketDataClient attribute) (LiveRiskEngine attribute) (MarketDataClient attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (MessageBus attribute) (ModifyOrder attribute) (NautilusKernel property) (NautilusKernelConfig attribute) (OKXDataClient attribute) (OKXExecutionClient attribute) (Order attribute), [1] (OrderAccepted attribute), [1] (OrderCanceled attribute), [1] (OrderCancelRejected attribute), [1] (OrderDenied attribute), [1] (OrderEmulated attribute), [1] (OrderEmulator attribute) (OrderEvent attribute), [1] (OrderExpired attribute), [1] (OrderFactory attribute) (OrderFilled attribute), [1] (OrderInitialized attribute), [1] (OrderModifyRejected attribute), [1] (OrderPendingCancel attribute), [1] (OrderPendingUpdate attribute), [1] (OrderRejected attribute), [1] (OrderReleased attribute), [1] (OrderSubmitted attribute), [1] (OrderTriggered attribute), [1] (OrderUpdated attribute), [1] (Position attribute) (PositionChanged attribute) (PositionClosed attribute) (PositionEvent attribute), [1] (PositionOpened attribute) (QueryOrder attribute) (RiskEngine attribute) (SimulationModule attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (Strategy attribute) (SubmitOrder attribute) (SubmitOrderList attribute) (Trader attribute) (TradingCommand attribute) (TradingNode property) (TradingNodeConfig attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute)

TraderId (class in nautilus_trader.model.identifiers) TRADES (DatabentoSchema attribute) TradeTick (class in nautilus_trader.model.data) TradeTickDataWrangler (class in nautilus_trader.persistence.wranglers) TRADING (BinanceFuturesContractStatus attribute) (BinanceSpotSymbolStatus attribute) trading_event (InstrumentStatus attribute) TRADING_QUANTITATIVE_RULE (BinanceErrorCode attribute) trading_state (LiveRiskEngine attribute) (RiskEngine attribute) TradingCommand (class in nautilus_trader.execution.messages) TradingNode (class in nautilus_trader.live.node) TradingNodeBuilder (class in nautilus_trader.live.node_builder) TradingNodeConfig (class in nautilus_trader.live.config) TRAILING_DELTA (BinanceSymbolFilterType attribute) trailing_offset (TrailingStopLimitOrder attribute), [1] (TrailingStopMarketOrder attribute), [1] trailing_offset_type (TrailingStopLimitOrder attribute), [1] (TrailingStopMarketOrder attribute), [1] TRAILING_STOP (BybitStopOrderType attribute) trailing_stop_limit() (OrderFactory method) TRAILING_STOP_MARKET (BinanceOrderType attribute) trailing_stop_market() (OrderFactory method) TrailingStopLimitOrder (class in nautilus_trader.model.orders) (class in nautilus_trader.model.orders.trailing_stop_limit) TrailingStopMarketOrder (class in nautilus_trader.model.orders) (class in nautilus_trader.model.orders.trailing_stop_market) TRANSFER_IN (BybitTransactionType attribute) TRANSFER_OUT (BybitTransactionType attribute) transform_py() (LimitOrder static method), [1] (MarketOrder static method), [1] TRD_GRP_002 (BinanceSpotPermissions attribute) TRD_GRP_003 (BinanceSpotPermissions attribute) TRD_GRP_004 (BinanceSpotPermissions attribute) TRD_GRP_005 (BinanceSpotPermissions attribute) TRD_GRP_006 (BinanceSpotPermissions attribute) TRD_GRP_007 (BinanceSpotPermissions attribute) TRD_GRP_008 (BinanceSpotPermissions attribute) TRD_GRP_009 (BinanceSpotPermissions attribute) TRD_GRP_010 (BinanceSpotPermissions attribute) TRD_GRP_011 (BinanceSpotPermissions attribute) TRD_GRP_012 (BinanceSpotPermissions attribute) TRD_GRP_013 (BinanceSpotPermissions attribute) TRD_GRP_014 (BinanceSpotPermissions attribute) TRD_GRP_015 (BinanceSpotPermissions attribute) TRD_GRP_016 (BinanceSpotPermissions attribute) TRD_GRP_017 (BinanceSpotPermissions attribute) TRD_GRP_018 (BinanceSpotPermissions attribute) TRD_GRP_019 (BinanceSpotPermissions attribute) TRD_GRP_020 (BinanceSpotPermissions attribute) TRD_GRP_021 (BinanceSpotPermissions attribute) TRD_GRP_022 (BinanceSpotPermissions attribute) TRD_GRP_023 (BinanceSpotPermissions attribute) TRD_GRP_024 (BinanceSpotPermissions attribute) TRD_GRP_025 (BinanceSpotPermissions attribute) TRD_GRP_026 (BinanceSpotPermissions attribute) TRD_GRP_027 (BinanceSpotPermissions attribute) TRD_GRP_028 (BinanceSpotPermissions attribute) TRD_GRP_029 (BinanceSpotPermissions attribute) TRD_GRP_030 (BinanceSpotPermissions attribute) TRD_GRP_031 (BinanceSpotPermissions attribute) TRD_GRP_032 (BinanceSpotPermissions attribute) treat_expired_as_canceled (BinanceExecClientConfig attribute) (BinanceFuturesExecutionClient property) (BinanceSpotExecutionClient property) (BybitExecClientConfig attribute) trigger() (FiniteStateMachine method) trigger_instrument_id (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (Order attribute), [1] (OrderInitialized attribute), [1] (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) trigger_price (LimitIfTouchedOrder attribute), [1] (MarketIfTouchedOrder attribute), [1] (ModifyOrder attribute) (OrderUpdated attribute), [1] (StopLimitOrder attribute), [1] (StopMarketOrder attribute), [1] (TrailingStopLimitOrder attribute), [1] (TrailingStopMarketOrder attribute), [1] trigger_type (LimitIfTouchedOrder attribute), [1] (MarketIfTouchedOrder attribute), [1] (StopLimitOrder attribute), [1] (StopMarketOrder attribute), [1] (TrailingStopLimitOrder attribute), [1] (TrailingStopMarketOrder attribute), [1] TRIGGERED (BybitOrderStatus attribute) ts_closed (Position attribute) (PositionChanged attribute) (PositionClosed attribute) (PositionEvent attribute), [1] (PositionOpened attribute) ts_created (NautilusKernel property) ts_event (AccountState attribute), [1] (Bar attribute) (BetfairStartingPrice property) (BetfairTicker property) (BettingInstrument attribute) (BinanceBar attribute) (BinanceFuturesMarkPriceUpdate property) (BinanceTicker property) (BinaryOption attribute) (BSPOrderBookDelta attribute) (Cfd attribute) (Commodity attribute) (CryptoFuture attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (CustomData attribute) (DatabentoImbalance attribute), [1] (DatabentoStatistics attribute), [1] (Equity attribute) (Event attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (Instrument attribute), [1] (InstrumentClose attribute) (InstrumentStatus attribute) (NewsEvent property) (OrderAccepted attribute), [1] (OrderBook attribute) (OrderBookDelta attribute) (OrderBookDeltas attribute) (OrderBookDepth10 attribute) (OrderCanceled attribute), [1] (OrderCancelRejected attribute), [1] (OrderDenied attribute), [1] (OrderEmulated attribute), [1] (OrderEvent attribute), [1] (OrderExpired attribute), [1] (OrderFilled attribute), [1] (OrderInitialized attribute), [1] (OrderModifyRejected attribute), [1] (OrderPendingCancel attribute), [1] (OrderPendingUpdate attribute), [1] (OrderRejected attribute), [1] (OrderReleased attribute), [1] (OrderSubmitted attribute), [1] (OrderTriggered attribute), [1] (OrderUpdated attribute), [1] (PositionChanged attribute) (PositionClosed attribute) (PositionEvent attribute), [1] (PositionOpened attribute) (QuoteTick attribute) (SyntheticInstrument attribute), [1] (TimeEvent attribute) (TradeTick attribute) ts_in_delta (DatabentoStatistics attribute), [1] ts_init (AccountState attribute), [1] (Bar attribute) (BatchCancelOrders attribute) (BetfairStartingPrice property) (BetfairTicker property) (BettingInstrument attribute) (BinanceBar attribute) (BinanceFuturesMarkPriceUpdate property) (BinanceTicker property) (BinaryOption attribute) (BSPOrderBookDelta attribute) (CancelAllOrders attribute) (CancelOrder attribute) (Cfd attribute) (Command attribute) (Commodity attribute) (CryptoFuture attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (CustomData attribute) (DatabentoImbalance attribute), [1] (DatabentoStatistics attribute), [1] (DataCommand attribute) (DataRequest attribute) (DataResponse attribute) (Document attribute) (Equity attribute) (Event attribute) (ExecutionMassStatus attribute) (ExecutionReport attribute) (FillReport attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (Instrument attribute), [1] (InstrumentClose attribute) (InstrumentStatus attribute) (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (ModifyOrder attribute) (NewsEvent property) (Order attribute), [1] (OrderAccepted attribute), [1] (OrderBook attribute) (OrderBookDelta attribute) (OrderBookDeltas attribute) (OrderBookDepth10 attribute) (OrderCanceled attribute), [1] (OrderCancelRejected attribute), [1] (OrderDenied attribute), [1] (OrderEmulated attribute), [1] (OrderEvent attribute), [1] (OrderExpired attribute), [1] (OrderFilled attribute), [1] (OrderInitialized attribute), [1] (OrderList attribute), [1] (OrderModifyRejected attribute), [1] (OrderPendingCancel attribute), [1] (OrderPendingUpdate attribute), [1] (OrderRejected attribute), [1] (OrderReleased attribute), [1] (OrderStatusReport attribute) (OrderSubmitted attribute), [1] (OrderTriggered attribute), [1] (OrderUpdated attribute), [1] (Position attribute) (PositionChanged attribute) (PositionClosed attribute) (PositionEvent attribute), [1] (PositionOpened attribute) (PositionStatusReport attribute) (QueryOrder attribute) (QuoteTick attribute) (Request attribute) (Response attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (SubmitOrder attribute) (SubmitOrderList attribute) (Subscribe attribute) (SyntheticInstrument attribute), [1] (TimeEvent attribute) (TradeTick attribute) (TradingCommand attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) (Unsubscribe attribute) ts_last (BarBuilder attribute) (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (Order attribute), [1] (OrderBook attribute) (Position attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) ts_opened (Position attribute) (PositionChanged attribute) (PositionClosed attribute) (PositionEvent attribute), [1] (PositionOpened attribute) ts_recv (DatabentoImbalance attribute), [1] (DatabentoStatistics attribute), [1] ts_ref (DatabentoStatistics attribute), [1] ts_triggered (LimitIfTouchedOrder attribute), [1] (StopLimitOrder attribute), [1] (TrailingStopLimitOrder attribute), [1] type (Actor attribute) (BacktestDataClient attribute) (BacktestExecClient attribute) (BacktestMarketDataClient attribute) (BinanceFuturesDataClient attribute) (BinanceFuturesExecutionClient attribute) (BinanceSpotDataClient attribute) (BinanceSpotExecutionClient attribute) (BybitDataClient attribute) (BybitExecutionClient attribute) (CashAccount attribute) (Component attribute) (Controller attribute) (DatabaseConfig attribute) (DatabentoDataClient attribute) (DataClient attribute) (DataEngine attribute) (DataType attribute) (ExecAlgorithm attribute) (ExecutionClient attribute) (ExecutionEngine attribute) (FXRolloverInterestModule attribute) (LiveDataClient attribute) (LiveDataEngine attribute) (LiveExecutionClient attribute) (LiveExecutionEngine attribute) (LiveMarketDataClient attribute) (LiveRiskEngine attribute) (MarginAccount attribute) (MarketDataClient attribute) (OKXDataClient attribute) (OKXExecutionClient attribute) (OrderEmulator attribute) (RiskEngine attribute) (SimulationModule attribute) (Strategy attribute) (Trader attribute) type_string() (LimitIfTouchedOrder method) (LimitOrder method) (MarketIfTouchedOrder method) (MarketOrder method) (MarketToLimitOrder method) (Order method), [1] (StopLimitOrder method) (StopMarketOrder method) (TrailingStopLimitOrder method) (TrailingStopMarketOrder method) types_filter (MessageBusConfig attribute)

U

UNABLE_TO_FILL (BinanceErrorCode attribute) UNAUTHORIZED (BinanceErrorCode attribute) underlying (CryptoFuture attribute), [1] (FuturesContract attribute), [1] (FuturesSpread attribute), [1] (OptionsContract attribute) (OptionsSpread attribute) UNEXPECTED_RESP (BinanceErrorCode attribute) unfiltered_data_end (EconomicNewsEventFilter property) unfiltered_data_start (EconomicNewsEventFilter property) UNIFIED (BybitAccountType attribute) unix_nanos_to_dt() (in module nautilus_trader.core.datetime) unix_nanos_to_str() (in module nautilus_trader.core.datetime) UNKNOWN (BinanceErrorCode attribute) (BybitExecType attribute) (BybitOrderType attribute) (BybitStopOrderType attribute) UNKNOWN_ORDER_COMPOSITION (BinanceErrorCode attribute) UNKNOWN_PARAM (BinanceErrorCode attribute) UNMATCHED (PolymarketOrderStatus attribute) unpack() (OrderUnpacker static method) UNREAD_PARAMETERS (BinanceErrorCode attribute) unrealized_pnl (PositionChanged attribute) (PositionClosed attribute) (PositionEvent attribute), [1] (PositionOpened attribute) unrealized_pnl() (Portfolio method), [1] (PortfolioFacade method), [1] (Position method) unrealized_pnls() (Portfolio method), [1] (PortfolioFacade method), [1] Unsubscribe (class in nautilus_trader.data.messages) unsubscribe() (BacktestDataClient method) (BacktestMarketDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (DatabentoDataClient method) (DataClient method) (LiveDataClient method) (LiveMarketDataClient method) (MarketDataClient method) (MessageBus method) (OKXDataClient method) (Trader method), [1] unsubscribe_bars() (Actor method) (BacktestMarketDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (Controller method) (DatabentoDataClient method) (ExecAlgorithm method) (FXRolloverInterestModule method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) (OrderEmulator method) (SimulationModule method) (Strategy method) unsubscribe_data() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) unsubscribe_instrument() (Actor method) (BacktestMarketDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (Controller method) (DatabentoDataClient method) (ExecAlgorithm method) (FXRolloverInterestModule method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) (OrderEmulator method) (SimulationModule method) (Strategy method) unsubscribe_instrument_close() (BacktestMarketDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (DatabentoDataClient method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) unsubscribe_instrument_status() (Actor method) (BacktestMarketDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (Controller method) (DatabentoDataClient method) (ExecAlgorithm method) (FXRolloverInterestModule method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) (OrderEmulator method) (SimulationModule method) (Strategy method) unsubscribe_instruments() (Actor method) (BacktestMarketDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (Controller method) (DatabentoDataClient method) (ExecAlgorithm method) (FXRolloverInterestModule method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) (OrderEmulator method) (SimulationModule method) (Strategy method) unsubscribe_order_book_at_interval() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) unsubscribe_order_book_deltas() (Actor method) (BacktestMarketDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (Controller method) (DatabentoDataClient method) (ExecAlgorithm method) (FXRolloverInterestModule method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) (OrderEmulator method) (SimulationModule method) (Strategy method)

unsubscribe_order_book_snapshots() (BacktestMarketDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (DatabentoDataClient method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) unsubscribe_quote_ticks() (Actor method) (BacktestMarketDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (Controller method) (DatabentoDataClient method) (ExecAlgorithm method) (FXRolloverInterestModule method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) (OrderEmulator method) (SimulationModule method) (Strategy method) unsubscribe_trade_ticks() (Actor method) (BacktestMarketDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (Controller method) (DatabentoDataClient method) (ExecAlgorithm method) (FXRolloverInterestModule method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) (OrderEmulator method) (SimulationModule method) (Strategy method) UNSUBSCRIBED (SubscriptionStatus attribute) UNSUPPORTED_OPERATION (BinanceErrorCode attribute) UNTRIGGERED (BybitOrderStatus attribute) UPCOMING_METHOD (BinanceErrorCode attribute) UPDATE (PolymarketEventType attribute) update() (BarBuilder method) (OrderBook method) update_account() (Cache method), [1] (CacheDatabaseAdapter method), [1] (Portfolio method), [1] update_action (DatabentoStatistics attribute), [1] update_actor() (Cache method), [1] (CacheDatabaseAdapter method), [1] update_balance_locked() (CashAccount method) update_balances() (CashAccount method) (MarginAccount method) update_bar() (BarBuilder method) update_commissions() (CashAccount method) (MarginAccount method) update_instrument() (FixedRiskSizer method) (PositionSizer method) update_instrument_interval_mins (PolymarketDataClientConfig attribute) update_latency_nanos (LatencyModel attribute) update_margin() (MarginAccount method) update_margin_init() (MarginAccount method) update_margin_maint() (MarginAccount method) update_order() (Cache method), [1] (CacheDatabaseAdapter method), [1] (Portfolio method), [1] update_order_pending_cancel_local() (Cache method), [1] update_position() (Cache method), [1] (CacheDatabaseAdapter method), [1] (Portfolio method), [1] update_quote_tick() (OrderBook method) (Portfolio method), [1] update_raw() (FuzzyCandlesticks method) update_strategy() (Cache method), [1] (CacheDatabaseAdapter method), [1] update_synthetic() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) update_trade_tick() (OrderBook method) upper_wick_size (FuzzyCandle attribute) us (BinanceDataClientConfig attribute) (BinanceExecClientConfig attribute) USDT_FUTURE (BinanceAccountType attribute) use_agg_trade_ticks (BinanceDataClientConfig attribute) use_gtd (BinanceExecClientConfig attribute) (BybitExecClientConfig attribute) use_instance_id (CacheConfig attribute) (MessageBusConfig attribute) use_position_ids (BacktestVenueConfig attribute) (BinanceExecClientConfig attribute) (BinanceFuturesExecutionClient property) (BinanceSpotExecutionClient property) (BybitExecClientConfig attribute) use_pyo3 (LoggingConfig attribute) use_random_ids (BacktestVenueConfig attribute) use_reduce_only (BacktestVenueConfig attribute) (BinanceExecClientConfig attribute) (BybitExecClientConfig attribute) use_trader_id (MessageBusConfig attribute) use_trader_prefix (CacheConfig attribute) (MessageBusConfig attribute) used() (Throttler method) USER_DATA (BinanceSecurityType attribute) USER_IN_LIQUIDATION (BinanceErrorCode attribute) USER_STREAM (BinanceSecurityType attribute) username (DatabaseConfig attribute) utc_now() (Clock method) (LiveClock method) (TestClock method) UUID4 (class in nautilus_trader.core.uuid)

V

validate() (ActorConfig method) (BacktestDataConfig method) (BacktestEngineConfig method) (BacktestRunConfig method) (BacktestVenueConfig method) (BinanceDataClientConfig method) (BinanceExecClientConfig method) (BybitDataClientConfig method) (BybitExecClientConfig method) (CacheConfig method) (ControllerConfig method) (DatabaseConfig method) (DatabentoDataClientConfig method), [1] (DataCatalogConfig method) (DataEngineConfig method) (DYDXDataClientConfig method) (DYDXExecClientConfig method) (ExecAlgorithmConfig method) (ExecEngineConfig method) (FXRolloverInterestConfig method) (ImportableActorConfig method) (ImportableConfig method) (ImportableControllerConfig method) (ImportableExecAlgorithmConfig method) (ImportableFactoryConfig method) (ImportableStrategyConfig method) (InstrumentProviderConfig method) (LiveDataClientConfig method) (LiveDataEngineConfig method) (LiveExecClientConfig method) (LiveExecEngineConfig method) (LiveRiskEngineConfig method) (LoggingConfig method) (MessageBusConfig method) (NautilusConfig method) (NautilusKernelConfig method) (OKXDataClientConfig method) (OKXExecClientConfig method) (OrderEmulatorConfig method) (PolymarketDataClientConfig method) (PolymarketExecClientConfig method) (RiskEngineConfig method) (RoutingConfig method) (SimulationModuleConfig method) (StrategyConfig method) (StreamingConfig method) (TradingNodeConfig method) validate_data_sequence (DataEngineConfig attribute) (LiveDataEngineConfig attribute) value (AccountId attribute) VALUE (BarAggregation attribute) value (ClientId attribute) (ClientOrderId attribute) (ComponentId attribute) (ExecAlgorithmId attribute) (FuzzyCandlesticks attribute) (Identifier attribute) (InstrumentId attribute) (OrderListId attribute) (PositionId attribute) (StrategyId attribute) (Symbol attribute) (TaskId attribute) (TradeId attribute) (TraderId attribute) (UUID4 attribute) (Venue attribute) (VenueOrderId attribute) VALUE_IMBALANCE (BarAggregation attribute) VALUE_RUNS (BarAggregation attribute) ValueBarAggregator (class in nautilus_trader.data.aggregation) vector (FuzzyCandlesticks attribute) venue (BacktestDataClient attribute) (BacktestExecClient attribute) (BacktestMarketDataClient attribute) (BettingInstrument attribute) (BinanceDataClientConfig attribute) (BinanceExecClientConfig attribute) (BinanceFuturesDataClient attribute) (BinanceFuturesExecutionClient attribute) (BinanceSpotDataClient attribute) (BinanceSpotExecutionClient attribute) (BinaryOption attribute) (BybitDataClient attribute) (BybitExecutionClient attribute) (Cfd attribute) Venue (class in nautilus_trader.model.identifiers) venue (Commodity attribute) (CryptoFuture attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (DatabentoDataClient attribute) (DataClient attribute) (DataCommand attribute) (DataRequest attribute) (DataResponse attribute) (Equity attribute) (ExecutionClient attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (Instrument attribute), [1] (InstrumentId attribute) (LimitIfTouchedOrder attribute) (LimitOrder attribute) (LiveDataClient attribute) (LiveExecutionClient attribute) (LiveMarketDataClient attribute) (MarketDataClient attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (OKXDataClient attribute) (OKXExecutionClient attribute) (Order attribute), [1] (PolymarketDataClientConfig attribute) (PolymarketExecClientConfig attribute) (Position attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (Subscribe attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) (Unsubscribe attribute)

venue_order_id (CancelOrder attribute) (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (ModifyOrder attribute) (Order attribute), [1] (OrderAccepted attribute), [1] (OrderCanceled attribute), [1] (OrderCancelRejected attribute), [1] (OrderDenied attribute), [1] (OrderEmulated attribute), [1] (OrderEvent attribute), [1] (OrderExpired attribute), [1] (OrderFilled attribute), [1] (OrderInitialized attribute), [1] (OrderModifyRejected attribute), [1] (OrderPendingCancel attribute), [1] (OrderPendingUpdate attribute), [1] (OrderRejected attribute), [1] (OrderReleased attribute), [1] (OrderSubmitted attribute), [1] (OrderTriggered attribute), [1] (OrderUpdated attribute), [1] (QueryOrder attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) venue_order_id() (Cache method), [1] (CacheFacade method) venue_order_ids (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (Order attribute), [1] (Position attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) VenueOrderId (class in nautilus_trader.model.identifiers) venues (BacktestRunConfig attribute) (RoutingConfig attribute) volume (Bar attribute) VOLUME (BarAggregation attribute) volume (BinanceBar attribute) VOLUME_IMBALANCE (BarAggregation attribute) VOLUME_RUNS (BarAggregation attribute) VolumeBarAggregator (class in nautilus_trader.data.aggregation)

W

wallet_address (DYDXDataClientConfig attribute) (DYDXExecClientConfig attribute) warning() (Logger method) WEEK (BarAggregation attribute) WEEK_1 (BinanceKlineInterval attribute) (BybitKlineInterval attribute) with_traceback() (InvalidConfiguration method) (InvalidStateTrigger method) WITHDRAW (BinanceFuturesPositionUpdateReason attribute) WITHDRAW_NOT_NEGATIVE (BinanceErrorCode attribute) WITHDRAW_REJECT (BinanceFuturesPositionUpdateReason attribute) would_reduce_only() (LimitIfTouchedOrder method) (LimitOrder method) (MarketIfTouchedOrder method) (MarketOrder method) (MarketToLimitOrder method) (Order method), [1] (StopLimitOrder method) (StopMarketOrder method) (TrailingStopLimitOrder method) (TrailingStopMarketOrder method)

write() (StreamingFeatherWriter method) write_chunk() (ParquetDataCatalog method) write_data() (ParquetDataCatalog method) writer (NautilusKernel property) WRONG_MARKET_STATUS (BinanceErrorCode attribute) ws_connection_delay_secs (PolymarketDataClientConfig attribute)

Z

zero() (Quantity static method)