NautilusTrader
ConceptsInstruments
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Tokenized Asset

TokenizedAsset represents a spot-like token that tracks another asset on a crypto venue. Use it for tokenized equities, tokenized funds, or similar instruments where the trading venue exposes a token but the economic reference is an external asset.

Examples include tokenized stock or ETF symbols on crypto venues.

Fields

FieldRust typePython typeRequired/defaultNotes
instrument_idInstrumentIdInstrumentIdRequiredStored as id in Rust.
raw_symbolSymbolSymbolRequiredNative venue symbol.
asset_classAssetClassAssetClassRequiredEconomic asset classification.
base_currencyCurrencyCurrencyRequiredTokenized asset or base token.
quote_currencyCurrencyCurrencyRequiredCurrency used to price the token.
price_precisionu8intRequiredDecimal places allowed for prices.
size_precisionu8intRequiredDecimal places allowed for order sizes.
price_incrementPricePriceRequiredSmallest valid price step.
size_incrementQuantityQuantityRequiredSmallest valid size step.
ts_eventUnixNanosintRequiredEvent timestamp in nanoseconds.
ts_initUnixNanosintRequiredInitialization timestamp in nanoseconds.
isinOption<Ustr>str | NoneNoneInternational Securities ID when known.
multiplierQuantityQuantity1Contract multiplier.
lot_sizeOption<Quantity>Quantity | NoneNoneRounded lot or board size.
max_quantityOption<Quantity>Quantity | NoneNoneMaximum order quantity.
min_quantityOption<Quantity>Quantity | NoneNoneMinimum order quantity.
max_notionalOption<Money>Money | NoneNoneMaximum order notional value.
min_notionalOption<Money>Money | NoneNoneMinimum order notional value.
max_priceOption<Price>Price | NoneNoneMaximum valid quote or order price.
min_priceOption<Price>Price | NoneNoneMinimum valid quote or order price.
margin_initOption<Decimal>Decimal | None0Initial margin rate.
margin_maintOption<Decimal>Decimal | None0Maintenance margin rate.
maker_feeOption<Decimal>Decimal | None0Maker fee rate. Negative values rebate.
taker_feeOption<Decimal>Decimal | None0Taker fee rate. Negative values rebate.
infoOption<Params>dict | NoneNoneAdapter metadata.

Note: Python constructors use instrument_id; Rust stores the same value as id.

Behavior

  • TokenizedAsset has instrument class Spot.
  • It is never inverse, and its cost currency is the quote currency.
  • It can carry an isin when the token references a listed security.
  • It has no activation timestamp, expiry, strike, or option kind.

Example

use nautilus_core::UnixNanos;
use nautilus_model::{
    enums::AssetClass,
    identifiers::{InstrumentId, Symbol},
    instruments::TokenizedAsset,
    types::{Currency, Price, Quantity},
};
use rust_decimal_macros::dec;

let aaplx = TokenizedAsset::builder()
    .instrument_id(InstrumentId::from("AAPLx/USD.KRAKEN"))
    .raw_symbol(Symbol::from("AAPLxUSD"))
    .asset_class(AssetClass::Equity)
    .base_currency(Currency::get_or_create_crypto("AAPLx"))
    .quote_currency(Currency::from("USD"))
    .price_precision(2)
    .size_precision(4)
    .price_increment(Price::from("0.01"))
    .size_increment(Quantity::from("0.0001"))
    .min_quantity(Quantity::from("0.0001"))
    .maker_fee(dec!(-0.0002))
    .taker_fee(dec!(0.001))
    .ts_event(UnixNanos::default())
    .ts_init(UnixNanos::default())
    .build()
    .unwrap();

Adapters

Representative adapters that create or consume TokenizedAsset instruments include:

  • Kraken for tokenized assets where the venue exposes them.

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