Index

A

accept_order() (OrderMatchingEngine method) account() (Cache method), [1] (CacheFacade method) (Portfolio method), [1] (PortfolioFacade method), [1] ACCOUNT_CONFIG_UPDATE (BinanceFuturesEventType attribute) account_currency (BetfairDataClientConfig attribute), [1] (BetfairExecClientConfig attribute), [1] (BetfairInstrumentProviderConfig attribute), [1] account_for_venue() (Cache method), [1] (CacheFacade method) account_id (AccountState attribute), [1] (BacktestExecClient attribute) (BetfairExecutionClient attribute) (BinanceFuturesExecutionClient attribute) (BinanceSpotExecutionClient attribute) (BybitExecutionClient attribute) (DydxExecutionClient attribute), [1] (ExecutionClient attribute) (InteractiveBrokersExecClientConfig attribute) (InteractiveBrokersExecutionClient 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] (PolymarketExecutionClient attribute) (Position attribute), [1] (PositionAdjusted attribute), [1] (PositionChanged attribute) (PositionClosed attribute) (PositionEvent attribute), [1] (PositionOpened attribute) (QueryAccount 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) (BetfairExecutionClient attribute) (BinanceDataClientConfig attribute), [1] (BinanceExecClientConfig attribute), [1] (BinanceFuturesExecutionClient attribute) (BinanceSpotExecutionClient attribute) (BybitExecutionClient attribute) ACCOUNT_TYPE (CashAccount attribute) account_type (DydxExecutionClient attribute), [1] (ExecutionClient attribute) (InteractiveBrokersExecutionClient attribute) (LiveExecutionClient attribute) (OKXExecutionClient attribute) (OrderMatchingEngine attribute) (PolymarketExecutionClient attribute) (SimulatedExchange attribute) ACCOUNT_UPDATE (BinanceFuturesEventType attribute) AccountBalance (class in nautilus_trader.model) (class in nautilus_trader.model.objects) AccountFactory (class in nautilus_trader.accounting.factory) AccountId (class in nautilus_trader.model) (class in nautilus_trader.model.identifiers) accounts() (Cache method), [1] (CacheFacade method) (InteractiveBrokersClient 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) ack_timeout_secs (PolymarketExecClientConfig attribute), [1] action (BSPOrderBookDelta attribute) (ComboLeg attribute) (InstrumentStatus attribute), [1] (OrderBookDelta attribute), [1] activation_ns (BinaryOption attribute), [1] (CryptoFuture attribute), [1] (CryptoOption attribute), [1] (FuturesContract attribute), [1] (FuturesSpread attribute), [1] (OptionContract attribute), [1] (OptionSpread attribute), [1] activation_price (TrailingStopLimitOrder attribute), [1] (TrailingStopMarketOrder attribute), [1] activation_utc (BinaryOption attribute), [1] (CryptoFuture attribute), [1] (CryptoOption attribute), [1] (FuturesContract attribute), [1] (FuturesSpread attribute), [1] (OptionContract attribute), [1] (OptionSpread attribute), [1] active_local (OrderManager attribute) active_task_ids() (Actor method) (ActorExecutor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) activeStartTime (IBOrderTags attribute) activeStopTime (IBOrderTags attribute) 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] ADAPTIVE (MovingAverageType attribute), [1] AdaptiveMovingAverage (class in nautilus_trader.indicators) (class in nautilus_trader.indicators.averages) add() (BetfairInstrumentProvider method), [1] (BinanceFuturesInstrumentProvider method), [1] (BinanceSpotInstrumentProvider method), [1] (BybitInstrumentProvider method), [1] (Cache method), [1] (CacheDatabaseAdapter method), [1] (CacheFacade method) (DatabentoInstrumentProvider method), [1] (DydxInstrumentProvider method), [1] (InstrumentProvider method) (InteractiveBrokersInstrumentProvider method) (OKXInstrumentProvider method), [1] (OrderBook method), [1] (PolymarketInstrumentProvider method), [1] (TardisInstrumentProvider method), [1] 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() (BetfairInstrumentProvider method), [1] (BinanceFuturesInstrumentProvider method), [1] (BinanceSpotInstrumentProvider method), [1] (BybitInstrumentProvider method), [1] (DatabentoInstrumentProvider method), [1] (DydxInstrumentProvider method), [1] (InstrumentProvider method) (InteractiveBrokersInstrumentProvider method) (OKXInstrumentProvider method), [1] (PolymarketInstrumentProvider method), [1] (TardisInstrumentProvider method), [1] add_currency() (BetfairInstrumentProvider method), [1] (BinanceFuturesInstrumentProvider method), [1] (BinanceSpotInstrumentProvider method), [1] (BybitInstrumentProvider method), [1] (Cache method), [1] (CacheDatabaseAdapter method), [1] (DatabentoInstrumentProvider method), [1] (DydxInstrumentProvider method), [1] (InstrumentProvider method) (InteractiveBrokersInstrumentProvider method) (OKXInstrumentProvider method), [1] (PolymarketInstrumentProvider method), [1] (TardisInstrumentProvider method), [1] add_data() (BacktestDataIterator method) (BacktestEngine method) add_data_client_factory() (BacktestNode method) (TradingNode method) (TradingNodeBuilder method) add_data_iterator() (BacktestEngine 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_funding_rate() (Cache method), [1] add_greeks() (Cache method), [1] (CacheFacade method) add_index_price() (Cache method), [1] add_instrument() (BacktestEngine method) (Cache method), [1] (CacheDatabaseAdapter method), [1] (SimulatedExchange method) ADD_ISOLATED_MARGIN_NO_POSITION_REJECT (BinanceErrorCode attribute) ADD_ISOLATED_MARGIN_REJECT (BinanceErrorCode attribute)

add_listener() (MessageBus method) add_mark_price() (Cache method), [1] add_note() (InvalidConfiguration method) (InvalidStateTrigger method) 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_own_order_book() (Cache method), [1] add_position() (Cache method), [1] (CacheDatabaseAdapter method), [1] add_position_id() (Cache method), [1] add_position_reports() (ExecutionMassStatus method) add_positions() (PortfolioAnalyzer method), [1] add_quote_tick() (Cache method), [1] add_quote_ticks() (Cache method), [1] add_return() (PortfolioAnalyzer method), [1] add_strategies() (BacktestEngine method) (Trader method), [1] add_strategy() (BacktestEngine method) (Trader method), [1] add_stream_processor() (TradingNode method) 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), [1] add_trade_tick() (Cache method), [1] add_trade_ticks() (Cache method), [1] add_venue() (BacktestEngine method) add_venue_order_id() (Cache method), [1] add_yield_curve() (Cache method), [1] (CacheFacade method) adjust_account() (SimulatedExchange method) 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) adjustment_type (PositionAdjusted attribute), [1] adjustments (Position attribute), [1] ADL (BinanceOrderType attribute) ADMIN_DEPOSIT (BinanceFuturesPositionUpdateReason attribute) ADMIN_WITHDRAW (BinanceFuturesPositionUpdateReason attribute) advance_time() (TestClock method) aggGroup (IBContractDetails attribute) aggregation (BarSpecification attribute), [1] aggregation_source (BarType attribute), [1] aggressor_side (TradeTick attribute), [1] ALGO_UPDATE (BinanceFuturesEventType attribute) align_bid_ask_bar_data() (in module nautilus_trader.persistence.wranglers) all_data() (BacktestDataIterator method) allOrNone (IBOrderTags attribute) allow_borrowing (CashAccount attribute) allow_cash_borrowing (BacktestVenueConfig attribute) allow_overfills (ExecEngineConfig attribute) (ExecutionEngine attribute) (LiveExecEngineConfig attribute) (LiveExecutionEngine attribute) alpha (ExponentialMovingAverage attribute), [1] (VariableIndexDynamicAverage attribute), [1] (WilderMovingAverage attribute), [1] alpha_diff (AdaptiveMovingAverage attribute), [1] alpha_fast (AdaptiveMovingAverage attribute), [1] alpha_slow (AdaptiveMovingAverage attribute), [1] AMENDMENT (BinanceExecutionType attribute) amount (BybitMarginBorrowResult attribute) (BybitMarginRepayResult attribute) AMOUNT_MUST_BE_POSITIVE (BinanceErrorCode attribute) analyzer (Portfolio attribute) (PortfolioFacade attribute), [1] api_key (BinanceDataClientConfig attribute), [1] (BinanceExecClientConfig attribute), [1] (BybitDataClientConfig attribute), [1] (BybitExecClientConfig attribute), [1] (DatabentoDataClientConfig attribute), [1] (OKXDataClientConfig attribute), [1] (OKXExecClientConfig attribute), [1] (PolymarketDataClientConfig attribute), [1] (PolymarketExecClientConfig attribute), [1] (TardisDataClientConfig attribute), [1] API_KEYS_LOCKED (BinanceErrorCode attribute) api_passphrase (OKXDataClientConfig attribute), [1] (OKXExecClientConfig attribute), [1] api_secret (BinanceDataClientConfig attribute), [1] (BinanceExecClientConfig attribute), [1] (BybitDataClientConfig attribute), [1] (BybitExecClientConfig attribute), [1] (OKXDataClientConfig attribute), [1] (OKXExecClientConfig attribute), [1] (PolymarketDataClientConfig attribute), [1] (PolymarketExecClientConfig attribute), [1] app_key (BetfairDataClientConfig attribute), [1] (BetfairExecClientConfig attribute), [1] apply() (CashAccount method) (LimitIfTouchedOrder method) (LimitOrder method) (MarginAccount method) (MarketIfTouchedOrder method) (MarketOrder method) (MarketToLimitOrder method) (Order method), [1] (OrderBook method), [1] (Position method), [1] (StopLimitOrder method) (StopMarketOrder method) (TrailingStopLimitOrder method) (TrailingStopMarketOrder method) apply_adjustment() (Position method), [1] apply_delta() (OrderBook method), [1] apply_deltas() (OrderBook method), [1] apply_depth() (OrderBook method), [1] apply_fills() (OrderMatchingEngine method) ArcherMovingAveragesTrends (class in nautilus_trader.indicators) (class in nautilus_trader.indicators.trend) args (InvalidConfiguration attribute) (InvalidStateTrigger attribute) (TearsheetCustomChart attribute) aroon_down (AroonOscillator attribute), [1] aroon_up (AroonOscillator attribute), [1] AroonOscillator (class in nautilus_trader.indicators) (class in nautilus_trader.indicators.trend) as_catalog() (StreamingConfig method) as_decimal() (Money method), [1] (Price method), [1] (Quantity method), [1] as_double() (Money method), [1] (Price method), [1] (Quantity method), [1] as_integer_ratio() (BarAggregation method) (BarIntervalType method) (ContractId method) (MovingAverageType method) as_utc_index() (in module nautilus_trader.core.datetime) as_utc_timestamp() (in module nautilus_trader.core.datetime) ask (MatchingCore attribute) ask1_price (BybitTickerData attribute) ask1_size (BybitTickerData attribute) ask_counts (OrderBookDepth10 attribute), [1] ask_price (QuoteTick attribute), [1] ask_raw (MatchingCore attribute) ask_size (QuoteTick attribute), [1] asks (OrderBookDepth10 attribute), [1] asks() (OrderBook method), [1] asset_class (BettingInstrument attribute) (BinaryOption attribute) (Cfd attribute) (Commodity attribute) (CryptoFuture attribute) (CryptoOption attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (Equity attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (Instrument attribute), [1] (OptionContract attribute) (OptionSpread attribute) (PerpetualContract attribute) ASSET_NOT_SUPPORTED (BinanceErrorCode attribute) ASSET_TRANSFER (BinanceFuturesPositionUpdateReason attribute) auct_interest_clr_price (DatabentoImbalance attribute), [1] AUCTION_MATCH (BinanceSpotSymbolStatus attribute) audit_own_order_books() (Cache method), [1] auth_message() (BetfairMarketStreamClient method) (BetfairOrderStreamClient method) (BetfairRaceStreamClient method) (BetfairStreamClient method) authenticator_ids (DydxExecClientConfig attribute), [1] AUTO_ADD_CROSSED_MARGIN_REJECT (BinanceErrorCode attribute) AUTO_EXCHANGE (BinanceFuturesPositionUpdateReason attribute) auto_repay_spot_borrows (BybitExecClientConfig attribute), [1] autotrim_mins (MessageBusConfig attribute) average (SpreadAnalyzer attribute), [1] AverageTrueRange (class in nautilus_trader.indicators) (class in nautilus_trader.indicators.volatility) 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), [1] (PositionChanged attribute) (PositionClosed attribute) (PositionEvent attribute), [1] (PositionOpened attribute) avg_px_open (Position attribute), [1] (PositionChanged attribute) (PositionClosed attribute) (PositionEvent attribute), [1] (PositionOpened attribute) AvgLoser (class in nautilus_trader.analysis) AvgWinner (class in nautilus_trader.analysis)

B

backend_session() (ParquetDataCatalog method) BACKS (OrderSideParser attribute) 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) BacktestDataIterator (class in nautilus_trader.backtest.engine) 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) bag_contract_to_instrument_id() (in module nautilus_trader.adapters.interactive_brokers.parsing.instruments) 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) (class in nautilus_trader.model.data) bar() (Cache method), [1] (CacheFacade method) bar_adaptive_high_low_ordering (BacktestVenueConfig attribute) (SimulatedExchange attribute) bar_aggregation_not_implemented_message() (in module nautilus_trader.model.data) bar_capacity (Cache attribute), [1] (CacheConfig attribute) bar_count() (Cache method), [1] (CacheFacade method) bar_execution (BacktestVenueConfig attribute) (SimulatedExchange attribute) bar_spec (BacktestDataConfig attribute) bar_type (Bar attribute), [1] (BarAggregator attribute) (BarDataWrangler attribute) (BinanceBar attribute) (RenkoBarAggregator attribute) (RequestBars attribute) (SubscribeBars attribute) (TearsheetBarsWithFillsChart attribute) (TickBarAggregator attribute) (TickImbalanceBarAggregator attribute) (TickRunsBarAggregator attribute) (TimeBarAggregator attribute) (UnsubscribeBars attribute) (ValueBarAggregator attribute) (ValueImbalanceBarAggregator attribute) (ValueRunsBarAggregator attribute) (VolumeBarAggregator attribute) (VolumeImbalanceBarAggregator attribute) (VolumeRunsBarAggregator attribute) bar_types (BacktestDataConfig 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) BarIntervalType (class in nautilus_trader.model.data) bars() (BaseDataCatalog method) (Cache method), [1] (CacheFacade method) (ParquetDataCatalog method) bars_timestamp_on_close (BybitDataClientConfig attribute), [1] (DatabentoDataClientConfig attribute), [1] (DydxDataClientConfig attribute), [1] BarSpecification (class in nautilus_trader.model) (class in nautilus_trader.model.data) BarType (class in nautilus_trader.model) (class in nautilus_trader.model.data) base_currency (AccountState attribute), [1] (BacktestExecClient attribute) (BacktestVenueConfig attribute) (BetfairExecutionClient attribute) (BinanceFuturesExecutionClient attribute) (BinanceSpotExecutionClient attribute) (BybitExecutionClient attribute) (CashAccount attribute) (Cfd attribute), [1] (CryptoPerpetual attribute), [1] (CurrencyPair attribute), [1] (DydxExecutionClient attribute), [1] (ExecutionClient attribute) (InteractiveBrokersExecutionClient attribute) (LiveExecutionClient attribute) (MarginAccount attribute) (OKXExecutionClient attribute) (PerpetualContract attribute), [1] (PolymarketExecutionClient attribute) (Position attribute), [1] (SimulatedExchange attribute) base_from_dict() (BettingInstrument static method) (BinaryOption static method) (Cfd static method) (Commodity static method) (CryptoFuture static method) (CryptoOption static method) (CryptoPerpetual static method) (CurrencyPair static method) (Equity static method) (FuturesContract static method) (FuturesSpread static method) (IndexInstrument static method) (Instrument static method), [1] (OptionContract static method) (OptionSpread static method) (PerpetualContract static method) base_latency_nanos (LatencyModel attribute) (LatencyModelConfig attribute) base_to_dict() (BettingInstrument static method) (BinaryOption static method) (Cfd static method) (Commodity static method) (CryptoFuture static method) (CryptoOption static method) (CryptoPerpetual static method) (CurrencyPair static method) (Equity static method) (FuturesContract static method) (FuturesSpread static method) (IndexInstrument static method) (Instrument static method), [1] (OptionContract static method) (OptionSpread static method) (PerpetualContract static method) base_url_grpc (DydxExecClientConfig attribute), [1] base_url_http (BinanceDataClientConfig attribute), [1] (BinanceExecClientConfig attribute), [1] (BybitDataClientConfig attribute), [1] (BybitExecClientConfig attribute), [1] (DydxDataClientConfig attribute), [1] (DydxExecClientConfig attribute), [1] (OKXDataClientConfig attribute), [1] (OKXExecClientConfig attribute), [1] (PolymarketDataClientConfig attribute), [1] (PolymarketExecClientConfig attribute), [1] (TardisDataClientConfig attribute), [1] base_url_ws (BinanceDataClientConfig attribute), [1] (BinanceExecClientConfig attribute), [1] (DydxDataClientConfig attribute), [1] (DydxExecClientConfig attribute), [1] (OKXDataClientConfig attribute), [1] (OKXExecClientConfig attribute), [1] (PolymarketDataClientConfig attribute), [1] (PolymarketExecClientConfig attribute), [1] (TardisDataClientConfig attribute), [1] base_url_ws_private (BybitExecClientConfig attribute), [1] base_url_ws_stream (BinanceExecClientConfig attribute), [1] base_url_ws_trade (BybitExecClientConfig attribute), [1] BaseDataCatalog (class in nautilus_trader.persistence.catalog.base) basis_points_as_percentage() (in module nautilus_trader.core.stats) batch() (OrderBookDeltas static method), [1] batch_cancel_orders() (BacktestExecClient method) (BetfairExecutionClient method) (BinanceFuturesExecutionClient method) (BinanceSpotExecutionClient method) (BybitExecutionClient method) (DydxExecutionClient method), [1] (ExecutionClient method) (InteractiveBrokersExecutionClient method) (LiveExecutionClient method) (OKXExecutionClient method) (PolymarketExecutionClient method)

BatchCancelOrders (class in nautilus_trader.execution.messages) BBO_1M (DatabentoSchema attribute) BBO_1S (DatabentoSchema attribute) benchmark_name (TearsheetConfig attribute) best_ask_price() (OrderBook method), [1] (OrderMatchingEngine method) (SimulatedExchange method) best_ask_size() (OrderBook method), [1] best_bid_price() (OrderBook method), [1] (OrderMatchingEngine method) (SimulatedExchange method) best_bid_size() (OrderBook method), [1] BestPriceFillModel (class in nautilus_trader.backtest.models) betfair_float_to_price() (in module nautilus_trader.adapters.betfair.orderbook) betfair_float_to_quantity() (in module nautilus_trader.adapters.betfair.orderbook) BetfairDataClient (class in nautilus_trader.adapters.betfair.data) BetfairDataClientConfig (class in nautilus_trader.adapters.betfair) (class in nautilus_trader.adapters.betfair.config) BetfairExecClientConfig (class in nautilus_trader.adapters.betfair) (class in nautilus_trader.adapters.betfair.config) BetfairExecutionClient (class in nautilus_trader.adapters.betfair.execution) BetfairHttpClient (class in nautilus_trader.adapters.betfair.client) BetfairInstrumentProvider (class in nautilus_trader.adapters.betfair) (class in nautilus_trader.adapters.betfair.providers) BetfairInstrumentProviderConfig (class in nautilus_trader.adapters.betfair) (class in nautilus_trader.adapters.betfair.providers) BetfairLiveDataClientFactory (class in nautilus_trader.adapters.betfair) (class in nautilus_trader.adapters.betfair.factories) BetfairLiveExecClientFactory (class in nautilus_trader.adapters.betfair) (class in nautilus_trader.adapters.betfair.factories) BetfairMarketStreamClient (class in nautilus_trader.adapters.betfair.sockets) BetfairOrderStreamClient (class in nautilus_trader.adapters.betfair.sockets) BetfairOrderVoided (class in nautilus_trader.adapters.betfair.data_types) BetfairParser (class in nautilus_trader.adapters.betfair) BetfairRaceProgress (class in nautilus_trader.adapters.betfair.data_types) BetfairRaceRunnerData (class in nautilus_trader.adapters.betfair.data_types) BetfairRaceStreamClient (class in nautilus_trader.adapters.betfair.sockets) BetfairSequenceCompleted (class in nautilus_trader.adapters.betfair.data_types) BetfairStartingPrice (class in nautilus_trader.adapters.betfair.data_types) BetfairStreamClient (class in nautilus_trader.adapters.betfair.sockets) 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) Bias (class in nautilus_trader.indicators) (class in nautilus_trader.indicators.trend) bid (MatchingCore attribute) bid1_price (BybitTickerData attribute) bid1_size (BybitTickerData attribute) bid_counts (OrderBookDepth10 attribute), [1] bid_price (QuoteTick attribute), [1] bid_raw (MatchingCore attribute) bid_size (QuoteTick attribute), [1] bids (OrderBookDepth10 attribute), [1] bids() (OrderBook method), [1] BinanceAccountType (class in nautilus_trader.adapters.binance) (class in nautilus_trader.adapters.binance.common.enums) BinanceBar (class in nautilus_trader.adapters.binance.common.types) BinanceDataClientConfig (class in nautilus_trader.adapters.binance) (class in nautilus_trader.adapters.binance.config) BinanceEnumParser (class in nautilus_trader.adapters.binance.common.enums) BinanceEnvironment (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) (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) (class in nautilus_trader.adapters.binance.futures.providers) BinanceFuturesMarginType (class in nautilus_trader.adapters.binance.futures.enums) BinanceFuturesMarkPriceUpdate (class in nautilus_trader.adapters.binance) (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) BinanceInstrumentProviderConfig (class in nautilus_trader.adapters.binance) (class in nautilus_trader.adapters.binance.config) BinanceKeyType (class in nautilus_trader.adapters.binance) (class in nautilus_trader.adapters.binance.common.enums) BinanceKlineInterval (class in nautilus_trader.adapters.binance.common.enums) BinanceLiveDataClientFactory (class in nautilus_trader.adapters.binance) (class in nautilus_trader.adapters.binance.factories) BinanceLiveExecClientFactory (class in nautilus_trader.adapters.binance) (class in nautilus_trader.adapters.binance.factories) BinanceNewOrderRespType (class in nautilus_trader.adapters.binance.common.enums) BinanceOrderBookDeltaDataLoader (class in nautilus_trader.adapters.binance) 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) (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) (BarIntervalType method) (ContractId method) (MovingAverageType method) bit_length() (BarAggregation method) (BarIntervalType method) (ContractId method) (MovingAverageType method) blockOrder (IBOrderTags attribute) BODY_LARGE (CandleBodySize attribute) BODY_MEDIUM (CandleBodySize attribute) BODY_NONE (CandleBodySize attribute) body_size (FuzzyCandle attribute), [1] BODY_SMALL (CandleBodySize attribute) BODY_TREND (CandleBodySize attribute) BollingerBands (class in nautilus_trader.indicators) (class in nautilus_trader.indicators.volatility) bondType (IBContractDetails attribute) book_type (BacktestVenueConfig attribute) (OrderBook attribute), [1] (OrderMatchingEngine attribute) (SimulatedExchange attribute) (SubscribeOrderBook attribute) book_update_count() (Cache method), [1] (CacheFacade method) BookLevel (class in nautilus_trader.model) (class in nautilus_trader.model.book) BookOrder (class in nautilus_trader.model) (class in nautilus_trader.model.data) BORROW (BybitMarginAction attribute) borrow_amount (BybitMarginStatusResult attribute) BOTH (BinanceFuturesPositionSide attribute) bracket() (OrderFactory method) BREAK (BinanceSpotSymbolStatus attribute) brick_size (RenkoBarAggregator attribute) BSPOrderBookDelta (class in nautilus_trader.adapters.betfair.data_types) buffer_deltas (DataEngineConfig attribute) (LiveDataEngineConfig attribute) buffer_interval_ms (CacheConfig attribute) (MessageBusConfig attribute) build() (BacktestNode method) (BarBuilder method) (TradingNode method) build_data_clients() (TradingNodeBuilder method) build_exec_clients() (TradingNodeBuilder method) build_futures_chain (IBContract attribute) (InteractiveBrokersInstrumentProviderConfig attribute) build_index() (Cache method), [1] build_now() (BarBuilder method) build_options_chain (IBContract attribute) (InteractiveBrokersInstrumentProviderConfig attribute) bulk_read_batch_size (CacheConfig attribute) BUY (BinanceOrderSide attribute) (PolymarketOrderSide attribute) bybit_instrument_provider (BybitExecutionClient property) BybitDataClient (class in nautilus_trader.adapters.bybit.data) BybitDataClientConfig (class in nautilus_trader.adapters.bybit) (class in nautilus_trader.adapters.bybit.config) BybitExecClientConfig (class in nautilus_trader.adapters.bybit) (class in nautilus_trader.adapters.bybit.config) BybitExecutionClient (class in nautilus_trader.adapters.bybit.execution) BybitInstrumentProvider (class in nautilus_trader.adapters.bybit) (class in nautilus_trader.adapters.bybit.providers) BybitLiveDataClientFactory (class in nautilus_trader.adapters.bybit) (class in nautilus_trader.adapters.bybit.factories) BybitLiveExecClientFactory (class in nautilus_trader.adapters.bybit) (class in nautilus_trader.adapters.bybit.factories) BybitMarginAction (class in nautilus_trader.adapters.bybit) BybitMarginBorrowResult (class in nautilus_trader.adapters.bybit) BybitMarginRepayResult (class in nautilus_trader.adapters.bybit) BybitMarginStatusResult (class in nautilus_trader.adapters.bybit) BybitOrderBookDeltaDataLoader (class in nautilus_trader.adapters.bybit) BybitProductType (class in nautilus_trader.adapters.bybit) BybitTickerData (class in nautilus_trader.adapters.bybit) 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) (OrderMatchingEngine attribute) (SimulatedExchange attribute) (SimulationModule attribute) (Strategy attribute) (TradingNode property) (TradingNodeConfig attribute) cache_accounts() (Cache method), [1] cache_all() (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] cache_validity_days (InteractiveBrokersInstrumentProviderConfig attribute) 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) CAGR (class in nautilus_trader.analysis) calc_overnight_rate() (RolloverInterestCalculator method) calculate() (FixedRiskSizer method) (PositionSizer method) (SyntheticInstrument method), [1] calculate_account_state (BetfairExecClientConfig attribute), [1] (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) (CryptoOption method) (CryptoPerpetual method) (CurrencyPair method) (Equity method) (FuturesContract method) (FuturesSpread method) (IndexInstrument method) (Instrument method), [1] (OptionContract method) (OptionSpread method) (PerpetualContract method) calculate_commission() (CashAccount method) (MarginAccount method) calculate_from_orders() (PortfolioStatistic method), [1] calculate_from_positions() (AvgLoser method) (AvgWinner method) (Expectancy method) (LongRatio method) (MaxLoser method) (MaxWinner method) (MinLoser method) (MinWinner method) (PortfolioStatistic method), [1] (ProfitFactor method) (ReturnsAverage method) (ReturnsAverageLoss method) (ReturnsAverageWin method) (ReturnsVolatility method) (RiskReturnRatio method) (SharpeRatio method) (SortinoRatio method) (WinRate method) calculate_from_realized_pnls() (AvgLoser method) (AvgWinner method) (Expectancy method) (LongRatio method) (MaxLoser method) (MaxWinner method) (MinLoser method) (MinWinner method) (PortfolioStatistic method), [1] (ProfitFactor method) (ReturnsAverage method) (ReturnsAverageLoss method) (ReturnsAverageWin method) (ReturnsVolatility method) (RiskReturnRatio method) (SharpeRatio method) (SortinoRatio method) (WinRate method) calculate_from_returns() (AvgLoser method) (AvgWinner method) (CAGR method) (CalmarRatio method) (Expectancy method) (LongRatio method) (MaxDrawdown method) (MaxLoser method) (MaxWinner method) (MinLoser method) (MinWinner method) (PortfolioStatistic method), [1] (ProfitFactor method) (ReturnsAverage method) (ReturnsAverageLoss method) (ReturnsAverageWin method) (ReturnsVolatility method) (RiskReturnRatio method) (SharpeRatio method) (SortinoRatio method) (WinRate method) calculate_margin_init() (LeveragedMarginModel method) (MarginAccount method) (MarginModel method) (StandardMarginModel method) calculate_margin_maint() (LeveragedMarginModel method) (MarginAccount method) (MarginModel method) (StandardMarginModel method) calculate_pnl() (Position method), [1] calculate_pnls() (CashAccount method) (MarginAccount method) calculate_statistics() (PortfolioAnalyzer method), [1] calculate_unrealized_pnl() (Cache method), [1] calculate_volume_quarter() (in module nautilus_trader.persistence.wranglers) CALCULATED (BinanceExecutionType attribute) callable (IBContractDetails attribute) callback (Request attribute), [1] (RequestBars attribute) (RequestData attribute) (RequestFundingRates attribute) (RequestInstrument attribute) (RequestInstruments attribute) (RequestJoin attribute) (RequestOrderBookDeltas attribute) (RequestOrderBookDepth attribute) (RequestOrderBookSnapshot attribute) (RequestQuoteTicks attribute) (RequestTradeTicks attribute) CalmarRatio (class in nautilus_trader.analysis) CANCEL_ALL_FAIL (BinanceErrorCode attribute) cancel_all_orders() (BacktestExecClient method) (BetfairExecutionClient method) (BinanceFuturesExecutionClient method) (BinanceSpotExecutionClient method) (BybitExecutionClient method) (DydxExecutionClient method), [1] (ExecutionClient method) (InteractiveBrokersClient method) (InteractiveBrokersExecutionClient method) (LiveExecutionClient method) (OKXExecutionClient method) (PolymarketExecutionClient 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) (LatencyModelConfig attribute) cancel_order() (BacktestExecClient method) (BetfairExecutionClient method) (BinanceFuturesExecutionClient method) (BinanceSpotExecutionClient method) (BybitExecutionClient method) (DydxExecutionClient method), [1] (ExecAlgorithm method) (ExecutionClient method) (InteractiveBrokersClient method) (InteractiveBrokersExecutionClient method) (LiveExecutionClient method) (OKXExecutionClient method) (OrderManager method) (OrderMatchingEngine method) (PolymarketExecutionClient method) (Strategy method), [1] cancel_orders() (BetfairHttpClient method) (Strategy method), [1] cancel_pending_tasks() (BetfairDataClient method) (BetfairExecutionClient method) (BinanceFuturesDataClient method) (BinanceFuturesExecutionClient method) (BinanceSpotDataClient method) (BinanceSpotExecutionClient method) (BybitDataClient method) (BybitExecutionClient method) (DatabentoDataClient method) (DydxDataClient method), [1] (DydxExecutionClient method), [1] (InteractiveBrokersDataClient method) (InteractiveBrokersExecutionClient method) (LiveDataClient method) (LiveExecutionClient method) (LiveMarketDataClient method) (OKXDataClient method) (OKXExecutionClient method) (PolymarketDataClient method) (PolymarketExecutionClient method) (TardisDataClient method) 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) (PolymarketOrderStatus attribute) CANCELED_MARKET_RESOLVED (PolymarketOrderStatus attribute) CANCELLATION (PolymarketEventType attribute) CancelOrder (class in nautilus_trader.execution.messages) cancels (BatchCancelOrders attribute) CandleBodySize (class in nautilus_trader.indicators) CandleDirection (class in nautilus_trader.indicators) CandleSize (class in nautilus_trader.indicators) CandleWickSize (class in nautilus_trader.indicators) capacity (SpreadAnalyzer attribute), [1] capsule_from_list() (BSPOrderBookDelta static method) (OrderBookDelta static method), [1] (OrderBookDepth10 static method), [1] (QuoteTick static method), [1] (TradeTick static method), [1] 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_fs_protocol (BacktestDataConfig attribute) catalog_fs_rust_storage_options (BacktestDataConfig attribute) catalog_fs_storage_options (BacktestDataConfig attribute) catalog_path (BacktestDataConfig attribute) (StreamingConfig attribute) catalogs (BacktestEngineConfig attribute) (NautilusKernel property) (NautilusKernelConfig attribute) (TradingNodeConfig attribute) category (IBContractDetails attribute) CBBO_1M (DatabentoSchema attribute) CBBO_1S (DatabentoSchema attribute) certs_dir (BetfairDataClientConfig attribute), [1] (BetfairExecClientConfig attribute), [1] Cfd (class in nautilus_trader.model.instruments) (class in nautilus_trader.model.instruments.cfd) cfo (LinearRegression attribute), [1] ChandeMomentumOscillator (class in nautilus_trader.indicators) (class in nautilus_trader.indicators.momentum) change_fill_model() (BacktestEngine method) change_formula() (SyntheticInstrument method), [1] change_id() (Strategy method), [1] change_order_id_tag() (Strategy method), [1] changed (Swings attribute), [1] channel_id (DatabentoStatistics attribute), [1] charge_commission_once (FixedFeeModelConfig attribute) chart (TearsheetCustomChart attribute) chart_names (TearsheetConfig property) charts (TearsheetConfig attribute) check_cache_against_order_image() (BetfairExecutionClient method) check_connected() (DataEngine method) (ExecutionEngine method) (LiveDataEngine method) (LiveExecutionEngine method) check_disconnected() (DataEngine method) (ExecutionEngine method) (LiveDataEngine method) (LiveExecutionEngine method) check_flush() (StreamingFeatherWriter method) check_information_aggregated() (BarSpecification static method), [1] check_instrument_expiration() (OrderMatchingEngine method) check_integrity() (Cache method), [1] (ExecutionEngine method) (LiveExecutionEngine method) (OrderBook method), [1] check_market_filter_keys() (in module nautilus_trader.adapters.betfair.providers) check_residuals() (Cache method), [1] (ExecutionEngine method) (LiveExecutionEngine method) (Trader method), [1] check_threshold_aggregated() (BarSpecification static method), [1] check_time_aggregated() (BarSpecification static method), [1] chikou_span (IchimokuCloud attribute), [1] chunk_size (BacktestRunConfig attribute) class_name (FeatherFile attribute) clear() (BSPOrderBookDelta static method) (OrderBook method), [1] (OrderBookDelta static method), [1] clear_actors() (BacktestEngine method) (Trader method), [1] clear_asks() (OrderBook method), [1] clear_balance_locked() (CashAccount method) clear_bids() (OrderBook method), [1] clear_data() (BacktestEngine method) clear_exec_algorithms() (BacktestEngine method) (Trader method), [1] clear_index() (Cache method), [1] clear_log_file (LoggingConfig attribute) clear_margin() (MarginAccount method) clear_margin_init() (MarginAccount method) clear_margin_maint() (MarginAccount method) clear_mark_xrate() (Cache method), [1] (CacheFacade method) clear_mark_xrates() (Cache method), [1] (CacheFacade method) clear_strategies() (BacktestEngine method) (Trader method), [1] CLIENT_ERRORS (InteractiveBrokersClient attribute) client_id (BacktestDataConfig attribute) (BatchCancelOrders attribute) (CancelAllOrders attribute) (CancelOrder attribute) (DataCommand attribute) (DataResponse attribute) (GenerateExecutionMassStatus attribute) (ModifyOrder attribute) (QueryAccount attribute) (QueryOrder attribute) (RequestBars attribute) (RequestData attribute) (RequestFundingRates attribute) (RequestInstrument attribute) (RequestInstruments attribute) (RequestJoin attribute) (RequestOrderBookDeltas attribute) (RequestOrderBookDepth attribute) (RequestOrderBookSnapshot attribute) (RequestQuoteTicks attribute) (RequestTradeTicks attribute) (SubmitOrder attribute) (SubmitOrderList attribute) (SubscribeBars attribute) (SubscribeData attribute) (SubscribeFundingRates attribute) (SubscribeIndexPrices attribute) (SubscribeInstrument attribute) (SubscribeInstrumentClose attribute) (SubscribeInstruments attribute) (SubscribeInstrumentStatus attribute) (SubscribeMarkPrices attribute) (SubscribeOrderBook attribute) (SubscribeQuoteTicks attribute) (SubscribeTradeTicks attribute) (TradingCommand attribute) (UnsubscribeBars attribute) (UnsubscribeData attribute) (UnsubscribeFundingRates attribute) (UnsubscribeIndexPrices attribute) (UnsubscribeInstrument attribute) (UnsubscribeInstrumentClose attribute) (UnsubscribeInstruments attribute) (UnsubscribeInstrumentStatus attribute) (UnsubscribeMarkPrices attribute) (UnsubscribeOrderBook attribute) (UnsubscribeQuoteTicks attribute) (UnsubscribeTradeTicks attribute) client_id() (Cache method), [1] (CacheFacade method) client_order_id (CancelOrder attribute) (GenerateOrderStatusReport 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), [1] 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) (class in nautilus_trader.model.identifiers) ClientOrderId (class in nautilus_trader.model) (class in nautilus_trader.model.identifiers) ClientOrderIdGenerator (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), [1] (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), [1] close_type (InstrumentClose attribute), [1] closing_order_id (Position attribute), [1] (PositionChanged attribute) (PositionClosed attribute) (PositionEvent attribute), [1] (PositionOpened attribute) closing_order_side() (Position method), [1] 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) CMBP_1 (DatabentoSchema attribute) cmd_qsize() (LiveDataEngine method) (LiveExecutionEngine method) (LiveRiskEngine method) cmo_pct (VariableIndexDynamicAverage attribute), [1] code (Currency attribute), [1] coin (BybitMarginBorrowResult attribute) (BybitMarginRepayResult attribute) (BybitMarginStatusResult attribute) COIN_FUTURES (BinanceAccountType attribute), [1] COIN_SWAP_DEPOSIT (BinanceFuturesPositionUpdateReason attribute) COIN_SWAP_WITHDRAW (BinanceFuturesPositionUpdateReason attribute) cols (GridLayout attribute) ComboLeg (class in nautilus_trader.adapters.interactive_brokers.common) comboLegs (IBContract attribute) comboLegsDescrip (IBContract attribute) Command (class in nautilus_trader.core) (class in nautilus_trader.core.message) command_count (DataEngine attribute) (ExecutionEngine attribute) (LiveDataEngine attribute) (LiveExecutionEngine attribute) (LiveRiskEngine attribute) (OrderEmulator attribute) (RiskEngine attribute) commission (FixedFeeModelConfig attribute) (OrderFilled attribute), [1] (PerContractFeeModelConfig attribute) 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), [1] (StopLimitOrder method) (StopMarketOrder method) (TrailingStopLimitOrder method) (TrailingStopMarketOrder method) Commodity (class in nautilus_trader.model.instruments) (class in nautilus_trader.model.instruments.commodity) CommodityChannelIndex (class in nautilus_trader.indicators) (class in nautilus_trader.indicators.momentum) competition_id (BettingInstrument attribute), [1] competition_name (BettingInstrument attribute), [1] CompetitionAwareFillModel (class in nautilus_trader.backtest.models) 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) (class in nautilus_trader.model.identifiers) components (SyntheticInstrument attribute), [1] composite() (BarType method), [1] COMPOSITE_SCALE_OVERFLOW (BinanceErrorCode attribute) compute_effective_deltas (PolymarketDataClientConfig attribute), [1] condition_id (PolymarketDataLoader property) CONDITIONAL_ORDER_TRIGGER_REJECT (BinanceFuturesEventType attribute) conditions (IBOrderTags attribute) conditionsCancelOrder (IBOrderTags attribute) config (Actor attribute) (BetfairInstrumentProvider attribute) (Controller attribute) (ExecAlgorithm attribute) (FXRolloverInterestModule attribute) (ImportableActorConfig attribute) (ImportableConfig attribute) (ImportableControllerConfig attribute) (ImportableExecAlgorithmConfig attribute) (ImportableFeeModelConfig attribute) (ImportableFillModelConfig attribute) (ImportableLatencyModelConfig attribute) (ImportableStrategyConfig attribute) (MarginModelConfig attribute) (OrderEmulator attribute) (SimulationModule attribute) (Strategy attribute) config_path (ImportableActorConfig attribute) (ImportableControllerConfig attribute) (ImportableExecAlgorithmConfig attribute) (ImportableFeeModelConfig attribute) (ImportableFillModelConfig attribute) (ImportableLatencyModelConfig attribute) (ImportableStrategyConfig attribute) configs (BacktestNode property) CONFIRMED (PolymarketTradeStatus attribute) conId (ComboLeg attribute) (DeltaNeutralContract attribute) (IBContract attribute) conjugate() (BarAggregation method) (BarIntervalType method) (ContractId method) (MovingAverageType method) connect() (BetfairDataClient method) (BetfairExecutionClient method) (BetfairHttpClient method) (BetfairMarketStreamClient method) (BetfairOrderStreamClient method) (BetfairRaceStreamClient method) (BetfairStreamClient method) (BinanceFuturesDataClient method) (BinanceFuturesExecutionClient method) (BinanceSpotDataClient method) (BinanceSpotExecutionClient method) (BybitDataClient method) (BybitExecutionClient method) (DatabentoDataClient method) (DataEngine method) (DydxDataClient method), [1] (DydxExecutionClient method), [1] (ExecutionEngine method) (HistoricInteractiveBrokersClient method) (InteractiveBrokersDataClient method) (InteractiveBrokersExecutionClient method) (LiveDataClient method) (LiveDataEngine method) (LiveExecutionClient method) (LiveExecutionEngine method) (LiveMarketDataClient method) (OKXDataClient method) (OKXExecutionClient method) (PolymarketDataClient method) (PolymarketExecutionClient method) (TardisDataClient method) connection_timeout (InteractiveBrokersDataClientConfig attribute) (InteractiveBrokersExecClientConfig attribute) CONNECTIVITY_LOST_CODES (InteractiveBrokersClient attribute) CONNECTIVITY_RESTORED_CODES (InteractiveBrokersClient attribute) consolidate_catalog() (ParquetDataCatalog method) consolidate_catalog_by_period() (ParquetDataCatalog method) consolidate_data() (ParquetDataCatalog method) consolidate_data_by_period() (ParquetDataCatalog method) cont_book_clr_price (DatabentoImbalance attribute), [1] container (DockerizedIBGateway property) container_image (DockerizedIBGatewayConfig attribute) CONTAINER_NAME (DockerizedIBGateway attribute) container_name (DockerizedIBGateway property) container_status (DockerizedIBGateway property) 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 (IBContractDetails attribute) contract_details_to_dict() (in module nautilus_trader.adapters.interactive_brokers.parsing.instruments) contract_details_to_ib_contract_details() (in module nautilus_trader.adapters.interactive_brokers.parsing.instruments) CONTRACT_PRICE (BinanceFuturesWorkingType attribute) contract_types (OKXDataClientConfig attribute), [1] (OKXExecClientConfig attribute), [1] (OKXInstrumentProvider property), [1] ContractId (class in nautilus_trader.adapters.interactive_brokers.common) contractMonth (IBContractDetails 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_exchange_to_mic_venue (InteractiveBrokersInstrumentProviderConfig attribute) convert_quote_qty_to_base (ExecEngineConfig attribute) (ExecutionEngine attribute) (LiveExecEngineConfig attribute) (LiveExecutionEngine attribute) convert_stream_to_data() (ParquetDataCatalog method) convertible (IBContractDetails attribute) COOLING_OFF_PERIOD (BinanceErrorCode attribute) copy() (AccountBalance method), [1] (MarginBalance method), [1] correlation_id (BatchCancelOrders attribute) (CancelAllOrders attribute) (CancelOrder attribute) (Command attribute), [1] (DataCommand attribute) (DataResponse attribute) (ExecutionReportCommand attribute) (GenerateExecutionMassStatus attribute) (GenerateFillReports attribute) (GenerateOrderStatusReport attribute) (GenerateOrderStatusReports attribute) (GeneratePositionStatusReports attribute) (ModifyOrder attribute) (QueryAccount attribute) (QueryOrder attribute) (Request attribute), [1] (RequestBars attribute) (RequestData attribute) (RequestFundingRates attribute) (RequestInstrument attribute) (RequestInstruments attribute) (RequestJoin attribute) (RequestOrderBookDeltas attribute) (RequestOrderBookDepth attribute) (RequestOrderBookSnapshot attribute) (RequestQuoteTicks attribute) (RequestTradeTicks attribute) (Response attribute), [1] (SubmitOrder attribute) (SubmitOrderList attribute) (SubscribeBars attribute) (SubscribeData attribute) (SubscribeFundingRates attribute) (SubscribeIndexPrices attribute) (SubscribeInstrument attribute) (SubscribeInstrumentClose attribute) (SubscribeInstruments attribute) (SubscribeInstrumentStatus attribute) (SubscribeMarkPrices attribute) (SubscribeOrderBook attribute) (SubscribeQuoteTicks attribute) (SubscribeTradeTicks attribute) (TradingCommand attribute) (UnsubscribeBars attribute) (UnsubscribeData attribute) (UnsubscribeFundingRates attribute) (UnsubscribeIndexPrices attribute) (UnsubscribeInstrument attribute) (UnsubscribeInstrumentClose attribute) (UnsubscribeInstruments attribute) (UnsubscribeInstrumentStatus attribute) (UnsubscribeMarkPrices attribute) (UnsubscribeOrderBook attribute) (UnsubscribeQuoteTicks attribute) (UnsubscribeTradeTicks attribute) count (AdaptiveMovingAverage attribute) (BarBuilder attribute) (BetfairInstrumentProvider property), [1] (BinanceFuturesInstrumentProvider property), [1] (BinanceSpotInstrumentProvider property), [1] (BybitInstrumentProvider property), [1] (ClientOrderIdGenerator attribute) (DatabentoInstrumentProvider property), [1] (DoubleExponentialMovingAverage attribute) (DydxInstrumentProvider property), [1] (ExponentialMovingAverage attribute) (HullMovingAverage attribute) (InstrumentProvider property) (InteractiveBrokersInstrumentProvider property) (MovingAverage attribute), [1] (OKXInstrumentProvider property), [1] (OrderListIdGenerator attribute) (PolymarketInstrumentProvider property), [1] (SimpleMovingAverage attribute) (TardisInstrumentProvider property), [1] (VariableIndexDynamicAverage attribute) (WeightedMovingAverage attribute) (WilderMovingAverage attribute) count() (FeatherFile method) country_codes (BetfairInstrumentProviderConfig attribute), [1] coupon (IBContractDetails attribute) couponType (IBContractDetails attribute) create() (AccountFactory static method) (ActorFactory static method) (BetfairLiveDataClientFactory static method), [1] (BetfairLiveExecClientFactory static method), [1] (BinanceLiveDataClientFactory static method), [1] (BinanceLiveExecClientFactory static method), [1] (BybitLiveDataClientFactory static method), [1] (BybitLiveExecClientFactory static method), [1] (ControllerFactory static method) (DatabentoLiveDataClientFactory static method), [1] (DydxLiveDataClientFactory static method), [1] (DydxLiveExecClientFactory static method), [1] (ExecAlgorithmFactory static method) (FeeModelFactory static method) (FillModelFactory static method) (ImportableConfig method) (ImportableFactoryConfig method) (InteractiveBrokersLiveDataClientFactory static method) (InteractiveBrokersLiveExecClientFactory static method) (LatencyModelFactory static method) (LimitIfTouchedOrder static method), [1] (LimitOrder static method), [1] (MarginModelFactory static method) (MarketIfTouchedOrder static method), [1] (MarketOrder static method), [1] (MarketToLimitOrder static method), [1] (MovingAverageFactory static method), [1] (OKXLiveDataClientFactory static method), [1] (OKXLiveExecClientFactory static method), [1] (PolymarketLiveDataClientFactory static method), [1] (PolymarketLiveExecClientFactory static method), [1] (PositionChanged static method), [1] (PositionClosed static method), [1] (PositionOpened static method), [1] (StopLimitOrder static method), [1] (StopMarketOrder static method), [1] (StrategyFactory static method) (TardisLiveDataClientFactory static method), [1] (TaskId class method) (TrailingStopLimitOrder static method), [1] (TrailingStopMarketOrder static method), [1] create_actor() (Controller method), [1] create_actor_from_config() (Controller method), [1] create_betfair_order_book() (in module nautilus_trader.adapters.betfair.orderbook) create_drawdown_chart() (in module nautilus_trader.analysis) create_equity_curve() (in module nautilus_trader.analysis) create_flat() (PositionStatusReport static method) create_list() (OrderFactory method) create_matching_core() (OrderEmulator method) create_monthly_returns_heatmap() (in module nautilus_trader.analysis) create_new_submit_order() (OrderManager method) create_pyo3_conversion_wrapper() (in module nautilus_trader.common.component) create_returns_distribution() (in module nautilus_trader.analysis) create_rolling_sharpe() (in module nautilus_trader.analysis) create_strategy() (Controller method), [1] create_strategy_from_config() (Controller method), [1] create_task() (BetfairDataClient method) (BetfairExecutionClient method) (BinanceFuturesDataClient method) (BinanceFuturesExecutionClient method) (BinanceSpotDataClient method) (BinanceSpotExecutionClient method) (BybitDataClient method) (BybitExecutionClient method) (DatabentoDataClient method) (DydxDataClient method), [1] (DydxExecutionClient method), [1] (InteractiveBrokersDataClient method) (InteractiveBrokersExecutionClient method) (LiveDataClient method) (LiveExecutionClient method) (LiveMarketDataClient method) (OKXDataClient method) (OKXExecutionClient method) (PolymarketDataClient method) (PolymarketExecutionClient method) (TardisDataClient method) create_tearsheet() (in module nautilus_trader.analysis) create_tearsheet_from_stats() (in module nautilus_trader.analysis) create_yearly_returns() (in module nautilus_trader.analysis) CROSS (BinanceFuturesMarginType attribute) CROSS_BALANCE_INSUFFICIENT (BinanceErrorCode attribute) cross_notional_value() (Position method), [1] CryptoFuture (class in nautilus_trader.model.instruments) (class in nautilus_trader.model.instruments.crypto_future) CryptoOption (class in nautilus_trader.model.instruments) (class in nautilus_trader.model.instruments.crypto_option) CryptoPerpetual (class in nautilus_trader.model.instruments) (class in nautilus_trader.model.instruments.crypto_perpetual) currencies (EconomicNewsEventFilter property) (PortfolioAnalyzer property), [1] currencies() (BetfairInstrumentProvider method), [1] (BinanceFuturesInstrumentProvider method), [1] (BinanceSpotInstrumentProvider method), [1] (BybitInstrumentProvider method), [1] (CashAccount method) (DatabentoInstrumentProvider method), [1] (DydxInstrumentProvider method), [1] (InstrumentProvider method) (InteractiveBrokersInstrumentProvider method) (MarginAccount method) (OKXInstrumentProvider method), [1] (PolymarketInstrumentProvider method), [1] (TardisInstrumentProvider method), [1] currency (AccountBalance attribute), [1] Currency (class in nautilus_trader.model) (class in nautilus_trader.model.objects) currency (IBContract attribute) (MarginBalance attribute), [1] (Money attribute), [1] (NewsEvent property) (OrderFilled attribute), [1] (PositionChanged attribute) (PositionClosed attribute) (PositionEvent attribute), [1] (PositionOpened attribute) currency() (BetfairInstrumentProvider method), [1] (BinanceFuturesInstrumentProvider method), [1] (BinanceSpotInstrumentProvider method), [1] (BybitInstrumentProvider method), [1] (DatabentoInstrumentProvider method), [1] (DydxInstrumentProvider method), [1] (InstrumentProvider method) (InteractiveBrokersInstrumentProvider method) (OKXInstrumentProvider method), [1] (PolymarketInstrumentProvider method), [1] (TardisInstrumentProvider method), [1] currency_type (Currency attribute), [1] CurrencyPair (class in nautilus_trader.model.instruments) (class in nautilus_trader.model.instruments.currency_pair) current (SpreadAnalyzer attribute), [1] CURRENT_MONTH (BinanceFuturesContractType attribute) CURRENT_QUARTER (BinanceFuturesContractType attribute) CURRENT_QUARTER_DELIVERING (BinanceFuturesContractType attribute) cusip (IBContractDetails attribute) custom_data() (BaseDataCatalog method) (ParquetDataCatalog method) CustomData (class in nautilus_trader.model) (class in nautilus_trader.model.data)

D

d_method (Stochastics attribute), [1] data (BacktestEngine attribute) (BacktestRunConfig attribute) Data (class in nautilus_trader.core) data (CustomData attribute), [1] (DataResponse attribute) data() (BacktestDataIterator method) data_clients (BacktestRunConfig attribute) (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), [1] (DataCommand attribute) (DataResponse attribute) (RequestBars attribute) (RequestData attribute) (RequestFundingRates attribute) (RequestInstrument attribute) (RequestInstruments attribute) (RequestJoin attribute) (RequestOrderBookDeltas attribute) (RequestOrderBookDepth attribute) (RequestOrderBookSnapshot attribute) (RequestQuoteTicks attribute) (RequestTradeTicks attribute) (SubscribeBars attribute) (SubscribeData attribute) (SubscribeFundingRates attribute) (SubscribeIndexPrices attribute) (SubscribeInstrument attribute) (SubscribeInstrumentClose attribute) (SubscribeInstruments attribute) (SubscribeInstrumentStatus attribute) (SubscribeMarkPrices attribute) (SubscribeOrderBook attribute) (SubscribeQuoteTicks attribute) (SubscribeTradeTicks attribute) (UnsubscribeBars attribute) (UnsubscribeData attribute) (UnsubscribeFundingRates attribute) (UnsubscribeIndexPrices attribute) (UnsubscribeInstrument attribute) (UnsubscribeInstrumentClose attribute) (UnsubscribeInstruments attribute) (UnsubscribeInstrumentStatus attribute) (UnsubscribeMarkPrices attribute) (UnsubscribeOrderBook attribute) (UnsubscribeQuoteTicks attribute) (UnsubscribeTradeTicks 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) (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) DatabentoSubscriptionAck (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) DataResponse (class in nautilus_trader.data.messages) DataType (class in nautilus_trader.model) (class in nautilus_trader.model.data) DAY (BarAggregation attribute) (BinanceRateLimitInterval attribute) DAY_1 (BinanceKlineInterval attribute) DAY_3 (BinanceKlineInterval 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) decade_digit() (in module nautilus_trader.adapters.interactive_brokers.parsing.instruments) default (RoutingConfig attribute) default_client (DataEngine attribute) (ExecutionEngine attribute) (LiveDataEngine attribute) (LiveExecutionEngine attribute) default_leverage (BacktestVenueConfig attribute) (MarginAccount attribute) (SimulatedExchange attribute) default_min_notional (BetfairInstrumentProviderConfig attribute), [1] default_time_range_generator() (in module nautilus_trader.data.engine) DEFINITION (DatabentoSchema attribute) degrade() (Actor method) (BacktestDataClient method) (BacktestExecClient method) (BacktestMarketDataClient method) (BetfairDataClient method) (BetfairExecutionClient method) (BinanceFuturesDataClient method) (BinanceFuturesExecutionClient method) (BinanceSpotDataClient method) (BinanceSpotExecutionClient method) (BybitDataClient method) (BybitExecutionClient method) (Component method) (Controller method) (DatabentoDataClient method) (DataClient method) (DataEngine method) (DydxDataClient method), [1] (DydxExecutionClient method), [1] (ExecAlgorithm method) (ExecutionClient method) (ExecutionEngine method) (FXRolloverInterestModule method) (InteractiveBrokersClient method) (InteractiveBrokersDataClient method) (InteractiveBrokersExecutionClient method) (LiveDataClient method) (LiveDataEngine method) (LiveExecutionClient method) (LiveExecutionEngine method) (LiveMarketDataClient method) (LiveRiskEngine method) (MarketDataClient method) (OKXDataClient method) (OKXExecutionClient method) (OrderEmulator method) (PolymarketDataClient method) (PolymarketExecutionClient method) (RiskEngine method) (SimulationModule method) (Strategy method) (TardisDataClient method) (Trader method) degree (LinearRegression attribute), [1] DELAYED (PolymarketOrderStatus attribute) delete() (OrderBook method), [1] delete_account_event() (CacheDatabaseAdapter method), [1] delete_actor() (Cache method), [1] (CacheDatabaseAdapter method), [1] delete_catalog_range() (ParquetDataCatalog method) delete_data_range() (ParquetDataCatalog method) delete_order() (CacheDatabaseAdapter method), [1] (MatchingCore method) delete_position() (CacheDatabaseAdapter method), [1] delete_strategy() (Cache method), [1] (CacheDatabaseAdapter method), [1] DELIVERED (BinanceFuturesContractStatus attribute) DELIVERING (BinanceFuturesContractStatus attribute) delta (DeltaNeutralContract attribute) DeltaNeutralContract (class in nautilus_trader.adapters.interactive_brokers.common) deltaNeutralContract (IBContract attribute) deltas (OrderBookDeltas attribute), [1] DEMO (BinanceEnvironment attribute) demo (BybitDataClientConfig attribute), [1] (BybitExecClientConfig attribute), [1] denominator (BarAggregation attribute) (BarIntervalType attribute) (ContractId attribute) (MovingAverageType attribute) DEPOSIT (BinanceFuturesPositionUpdateReason attribute) depth (RequestOrderBookDepth attribute) (SubscribeOrderBook attribute) deregister() (MessageBus method) deregister_cash_borrowing() (AccountFactory static method) deregister_client() (DataEngine method) (ExecutionEngine method) (LiveDataEngine method) (LiveExecutionEngine method) deregister_component_clock() (in module nautilus_trader.common.component) deregister_statistic() (PortfolioAnalyzer method), [1] deregister_statistics() (PortfolioAnalyzer method), [1] deregister_warning_event() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) descAppend (IBContractDetails attribute) description (BinaryOption attribute), [1] (IBContract attribute) deserialize() (MsgSpecSerializer method) (Serializer method) designatedLocation (ComboLeg attribute) determine_limit_price_and_volume() (OrderMatchingEngine method)

determine_market_price_and_volume() (OrderMatchingEngine method) determine_venue_from_contract() (InteractiveBrokersInstrumentProvider method) dict() (ActorConfig method) (BacktestDataConfig method) (BacktestEngineConfig method) (BacktestRunConfig method) (BacktestVenueConfig method) (BetfairDataClientConfig method), [1] (BetfairExecClientConfig method), [1] (BetfairInstrumentProviderConfig method), [1] (BinanceDataClientConfig method), [1] (BinanceExecClientConfig method), [1] (BinanceInstrumentProviderConfig method), [1] (BybitDataClientConfig method), [1] (BybitExecClientConfig method), [1] (CacheConfig method) (ComboLeg method) (ControllerConfig method) (DatabaseConfig method) (DatabentoDataClientConfig method), [1] (DataCatalogConfig method) (DataEngineConfig method) (DeltaNeutralContract method) (DockerizedIBGatewayConfig method) (DydxDataClientConfig method), [1] (DydxExecClientConfig method), [1] (ExecAlgorithmConfig method) (ExecEngineConfig method) (FeeModelConfig method) (FillModelConfig method) (FixedFeeModelConfig method) (FXRolloverInterestConfig method) (IBContract method) (IBContractDetails method) (IBOrderTags method) (ImportableActorConfig method) (ImportableConfig method) (ImportableControllerConfig method) (ImportableExecAlgorithmConfig method) (ImportableFactoryConfig method) (ImportableFeeModelConfig method) (ImportableFillModelConfig method) (ImportableLatencyModelConfig method) (ImportableStrategyConfig method) (InstrumentProviderConfig method) (InteractiveBrokersDataClientConfig method) (InteractiveBrokersExecClientConfig method) (InteractiveBrokersInstrumentProviderConfig method) (LatencyModelConfig method) (LiveDataClientConfig method) (LiveDataEngineConfig method) (LiveExecClientConfig method) (LiveExecEngineConfig method) (LiveRiskEngineConfig method) (LoggingConfig method) (MakerTakerFeeModelConfig method) (MarginModelConfig method) (MessageBusConfig method) (NautilusConfig method) (NautilusKernelConfig method) (OKXDataClientConfig method), [1] (OKXExecClientConfig method), [1] (OrderEmulatorConfig method) (PerContractFeeModelConfig method) (PolymarketDataClientConfig method), [1] (PolymarketExecClientConfig method), [1] (PolymarketInstrumentProviderConfig method) (RiskEngineConfig method) (RoutingConfig method) (SimulationModuleConfig method) (StrategyConfig method) (StreamingConfig method) (TardisDataClientConfig method), [1] (TradingNodeConfig method) dict_to_contract_details() (in module nautilus_trader.adapters.interactive_brokers.common) direction (FuzzyCandle attribute), [1] (Swings attribute), [1] DIRECTION_BEAR (CandleDirection attribute) DIRECTION_BULL (CandleDirection attribute) DIRECTION_NONE (CandleDirection attribute) DirectionalMovement (class in nautilus_trader.indicators) (class in nautilus_trader.indicators.trend) disconnect() (BetfairDataClient method) (BetfairExecutionClient method) (BetfairHttpClient method) (BetfairMarketStreamClient method) (BetfairOrderStreamClient method) (BetfairRaceStreamClient method) (BetfairStreamClient method) (BinanceFuturesDataClient method) (BinanceFuturesExecutionClient method) (BinanceSpotDataClient method) (BinanceSpotExecutionClient method) (BybitDataClient method) (BybitExecutionClient method) (DatabentoDataClient method) (DataEngine method) (DydxDataClient method), [1] (DydxExecutionClient method), [1] (ExecutionEngine method) (InteractiveBrokersDataClient method) (InteractiveBrokersExecutionClient method) (LiveDataClient method) (LiveDataEngine method) (LiveExecutionClient method) (LiveExecutionEngine method) (LiveMarketDataClient method) (OKXDataClient method) (OKXExecutionClient method) (PolymarketDataClient method) (PolymarketExecutionClient method) (TardisDataClient method) DISCONNECTED (BinanceErrorCode attribute) displacement (IchimokuCloud attribute), [1] 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) (BetfairDataClient method) (BetfairExecutionClient 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) (DydxDataClient method), [1] (DydxExecutionClient method), [1] (ExecAlgorithm method) (ExecutionClient method) (ExecutionEngine method) (FXRolloverInterestModule method) (InteractiveBrokersClient method) (InteractiveBrokersDataClient method) (InteractiveBrokersExecutionClient 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) (PolymarketDataClient method) (PolymarketExecutionClient method) (Portfolio method), [1] (RiskEngine method) (SimulationModule method) (Strategy method) (TardisDataClient method) (Trader method) (TradingNode method) dispose_on_completion (BacktestRunConfig attribute) dockerized_gateway (InteractiveBrokersDataClientConfig attribute) (InteractiveBrokersExecClientConfig attribute) DockerizedIBGateway (class in nautilus_trader.adapters.interactive_brokers.gateway) DockerizedIBGatewayConfig (class in nautilus_trader.adapters.interactive_brokers.config) Document (class in nautilus_trader.core) (class in nautilus_trader.core.message) DonchianChannel (class in nautilus_trader.indicators) (class in nautilus_trader.indicators.volatility) DOUBLE_EXPONENTIAL (MovingAverageType attribute), [1] DoubleExponentialMovingAverage (class in nautilus_trader.indicators) (class in nautilus_trader.indicators.averages) download_data() (BacktestNode method) drop_instruments_on_reset (CacheConfig attribute) drop_quotes_missing_side (PolymarketDataClientConfig attribute), [1] dt_to_unix_nanos() (in module nautilus_trader.core.datetime) due_post_only (OrderRejected attribute), [1] dump_pickled_data() (BacktestEngine method) DUPLICATE_IP (BinanceErrorCode attribute) DUPLICATED_CLIENT_TRAN_ID (BinanceErrorCode attribute) duration (Swings attribute), [1] duration_ns (Position attribute), [1] (PositionChanged attribute) (PositionClosed attribute) (PositionEvent attribute), [1] (PositionOpened attribute) DydxDataClient (class in nautilus_trader.adapters.dydx) (class in nautilus_trader.adapters.dydx.data) DydxDataClientConfig (class in nautilus_trader.adapters.dydx) (class in nautilus_trader.adapters.dydx.config) DydxExecClientConfig (class in nautilus_trader.adapters.dydx) (class in nautilus_trader.adapters.dydx.config) DydxExecutionClient (class in nautilus_trader.adapters.dydx) (class in nautilus_trader.adapters.dydx.execution) DydxInstrumentProvider (class in nautilus_trader.adapters.dydx) (class in nautilus_trader.adapters.dydx.providers) DydxLiveDataClientFactory (class in nautilus_trader.adapters.dydx) (class in nautilus_trader.adapters.dydx.factories) DydxLiveExecClientFactory (class in nautilus_trader.adapters.dydx) (class in nautilus_trader.adapters.dydx.factories)

E

EconomicNewsEventFilter (class in nautilus_trader.trading.filters) ED25519 (BinanceKeyType attribute), [1] EfficiencyRatio (class in nautilus_trader.indicators) (class in nautilus_trader.indicators.momentum) elapsed_time (BacktestResult attribute) emit_quotes_from_book (DataEngineConfig attribute) (LiveDataEngineConfig attribute) emit_quotes_from_book_depths (DataEngineConfig attribute) (LiveDataEngineConfig 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 (BacktestRunConfig attribute) (DataResponse attribute) (ExecutionReportCommand attribute) (GenerateExecutionMassStatus attribute) (GenerateFillReports attribute) (GenerateOrderStatusReport attribute) (GenerateOrderStatusReports attribute) (GeneratePositionStatusReports attribute) (RequestBars attribute) (RequestData attribute) (RequestFundingRates attribute) (RequestInstrument attribute) (RequestInstruments attribute) (RequestJoin attribute) (RequestOrderBookDeltas attribute) (RequestOrderBookDepth attribute) (RequestOrderBookSnapshot attribute) (RequestQuoteTicks attribute) (RequestTradeTicks 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) ensure_pydatetime_utc() (in module nautilus_trader.core.datetime) entry (Position attribute), [1] (PositionChanged attribute) (PositionClosed attribute) (PositionEvent attribute), [1] (PositionOpened attribute) environment (BacktestEngineConfig attribute) (BinanceDataClientConfig attribute), [1] (BinanceExecClientConfig attribute), [1] 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) (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), [1] (RiskEngine attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) event_country_code (BettingInstrument attribute), [1] event_id (BettingInstrument attribute), [1] event_ids (BetfairInstrumentProviderConfig attribute), [1] event_name (BettingInstrument attribute), [1] event_open_date (BettingInstrument attribute), [1] event_slug_builder (PolymarketInstrumentProviderConfig attribute) event_type_id (BettingInstrument attribute), [1] event_type_ids (BetfairInstrumentProviderConfig attribute), [1] event_type_name (BettingInstrument attribute), [1] event_type_names (BetfairInstrumentProviderConfig attribute), [1] eventContract1 (IBContractDetails attribute) eventContractDescription1 (IBContractDetails attribute) eventContractDescription2 (IBContractDetails attribute) events (CashAccount attribute) (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarginAccount attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (Order attribute), [1] (Position attribute), [1] (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) evMultiplier (IBContractDetails attribute) evRule (IBContractDetails 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 (ComboLeg attribute) (FuturesContract attribute), [1] (FuturesSpread attribute), [1] (FXRolloverInterestModule attribute) (IBContract attribute) (OptionContract attribute), [1] (OptionSpread attribute), [1] (SimulationModule attribute)

EXCHANGE_MAX_NUM_ALGO_ORDERS (BinanceExchangeFilterType attribute) EXCHANGE_MAX_NUM_ORDERS (BinanceExchangeFilterType attribute) 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_client (SimulatedExchange attribute) 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) (class in nautilus_trader.model.identifiers) ExecEngineConfig (class in nautilus_trader.execution.config) execute() (Controller method), [1] (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) ExecutionReportCommand (class in nautilus_trader.execution.messages) executor (NautilusKernel property) exemptCode (ComboLeg attribute) Expectancy (class in nautilus_trader.analysis) expiration_ns (BinaryOption attribute), [1] (CryptoFuture attribute), [1] (CryptoOption attribute), [1] (FuturesContract attribute), [1] (FuturesSpread attribute), [1] (OptionContract attribute), [1] (OptionSpread attribute), [1] expiration_utc (BinaryOption attribute), [1] (CryptoFuture attribute), [1] (CryptoOption attribute), [1] (FuturesContract attribute), [1] (FuturesSpread attribute), [1] (OptionContract attribute), [1] (OptionSpread attribute), [1] expire_order() (OrderMatchingEngine method) 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) expiry_timestring_to_datetime() (in module nautilus_trader.adapters.interactive_brokers.parsing.instruments) EXPONENTIAL (MovingAverageType attribute), [1] ExponentialMovingAverage (class in nautilus_trader.indicators) (class in nautilus_trader.indicators.averages) exposure() (BookLevel method), [1] (BookOrder method), [1] extend_file_name() (ParquetDataCatalog method) external_clients (DataEngineConfig attribute) (ExecEngineConfig attribute) (LiveDataEngineConfig attribute) (LiveExecEngineConfig attribute) external_order_claims (Strategy attribute), [1] (StrategyConfig attribute) external_streams (MessageBusConfig attribute) extract_price() (QuoteTick method), [1] extract_size() (QuoteTick method), [1]

F

factory (ImportableConfig attribute) FAILED (PolymarketTradeStatus attribute) FAK (PolymarketOrderType 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_period (ArcherMovingAveragesTrends attribute), [1] (KlingerVolumeOscillator attribute), [1] (MovingAverageConvergenceDivergence attribute), [1] (VolatilityRatio attribute), [1] 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) (BetfairDataClient method) (BetfairExecutionClient method) (BinanceFuturesDataClient method) (BinanceFuturesExecutionClient method) (BinanceSpotDataClient method) (BinanceSpotExecutionClient method) (BybitDataClient method) (BybitExecutionClient method) (Component method) (Controller method) (DatabentoDataClient method) (DataClient method) (DataEngine method) (DydxDataClient method), [1] (DydxExecutionClient method), [1] (ExecAlgorithm method) (ExecutionClient method) (ExecutionEngine method) (FXRolloverInterestModule method) (InteractiveBrokersClient method) (InteractiveBrokersDataClient method) (InteractiveBrokersExecutionClient method) (LiveDataClient method) (LiveDataEngine method) (LiveExecutionClient method) (LiveExecutionEngine method) (LiveMarketDataClient method) (LiveRiskEngine method) (MarketDataClient method) (OKXDataClient method) (OKXExecutionClient method) (OrderEmulator method) (PolymarketDataClient method) (PolymarketExecutionClient method) (RiskEngine method) (SimulationModule method) (Strategy method) (TardisDataClient method) (Trader method) FeatherFile (class in nautilus_trader.persistence.catalog.parquet) fee_model (BacktestVenueConfig attribute) (SimulatedExchange attribute) fee_model_path (ImportableFeeModelConfig attribute) FeeModel (class in nautilus_trader.backtest.models) FeeModelConfig (class in nautilus_trader.backtest.config) FeeModelFactory (class in nautilus_trader.backtest.config) fetch_all_open_orders (InteractiveBrokersExecClientConfig attribute) fetch_event_by_slug() (PolymarketDataLoader method) fetch_events() (PolymarketDataLoader method) fetch_instrument_id() (InteractiveBrokersInstrumentProvider method) fetch_market_by_slug() (PolymarketDataLoader method) fetch_market_details() (PolymarketDataLoader method) fetch_markets() (PolymarketDataLoader method) fetch_trades() (PolymarketDataLoader method) fields_init() (BetfairSequenceCompleted method) fields_repr() (BetfairSequenceCompleted method) fill_limit_inside_spread() (BestPriceFillModel method) (CompetitionAwareFillModel method) (FillModel method) (LimitOrderPartialFillModel method) (MarketHoursFillModel method) (OneTickSlippageFillModel method) (ProbabilisticFillModel method) (SizeAwareFillModel method) (ThreeTierFillModel method) (TwoTierFillModel method) (VolumeSensitiveFillModel method) fill_limit_order() (OrderMatchingEngine method) fill_market_order() (OrderMatchingEngine method) fill_model (BacktestVenueConfig attribute) (SimulatedExchange attribute) fill_model_path (ImportableFillModelConfig attribute) fill_order() (OrderMatchingEngine method) fill_reports (ExecutionMassStatus property) FILLED (BinanceOrderStatus 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) FillModelConfig (class in nautilus_trader.backtest.config) FillModelFactory (class in nautilus_trader.backtest.config) FillReport (class in nautilus_trader.execution.reports) filter_callable (BetfairInstrumentProviderConfig attribute), [1] (BinanceInstrumentProviderConfig attribute), [1] (InstrumentProviderConfig attribute) (InteractiveBrokersInstrumentProviderConfig attribute) (PolymarketInstrumentProviderConfig attribute) filter_expr (BacktestDataConfig attribute) filter_files() (ParquetDataCatalog method) filter_position_reports (LiveExecEngineConfig attribute) filter_sec_types (InteractiveBrokersInstrumentProvider property) (InteractiveBrokersInstrumentProviderConfig attribute) filter_unclaimed_external_orders (LiveExecEngineConfig attribute) filtered_client_order_ids (LiveExecEngineConfig attribute) filters (BetfairInstrumentProviderConfig attribute), [1] (BinanceInstrumentProviderConfig attribute), [1] (InstrumentProviderConfig attribute) (InteractiveBrokersInstrumentProviderConfig attribute) (PolymarketInstrumentProviderConfig attribute) find() (BetfairInstrumentProvider method), [1] (BinanceFuturesInstrumentProvider method), [1] (BinanceSpotInstrumentProvider method), [1] (BybitInstrumentProvider method), [1] (DatabentoInstrumentProvider method), [1] (DydxInstrumentProvider method), [1] (InstrumentProvider method) (InteractiveBrokersInstrumentProvider method) (OKXInstrumentProvider method), [1] (PolymarketInstrumentProvider method), [1] (TardisInstrumentProvider method), [1] find_closest_smaller_time() (in module nautilus_trader.data.aggregation) find_market_by_slug() (PolymarketDataLoader method) find_tick_index() (TieredTickScheme method), [1] FINISHED (BinanceOrderStatus attribute) FiniteStateMachine (class in nautilus_trader.core.fsm) first (OrderList attribute), [1] first_close_ns (TimeBarAggregator attribute) FixedFeeModel (class in nautilus_trader.backtest.models) FixedFeeModelConfig (class in nautilus_trader.backtest.config) FixedRiskSizer (class in nautilus_trader.risk.sizing) FixedTickScheme (class in nautilus_trader.model.tick_scheme) (class in nautilus_trader.model.tick_scheme.implementations.fixed) flags (BSPOrderBookDelta attribute) (OrderBookDelta attribute), [1] (OrderBookDeltas attribute), [1] (OrderBookDepth10 attribute), [1] flush() (CacheDatabaseAdapter method), [1] (StreamingFeatherWriter method) flush_db() (Cache method), [1] (ExecutionEngine method) (LiveExecutionEngine method) flush_interval_ms (StreamingConfig attribute) flush_logger() (in module nautilus_trader.common.component) flush_on_start (CacheConfig attribute) FOK (BinanceTimeInForce attribute) (PolymarketOrderType attribute) FOK_ORDER_REJECT (BinanceErrorCode attribute) force_remove_from_own_order_book() (Cache method), [1] format_iso8601() (in module nautilus_trader.core.datetime) format_optional_iso8601() (in module nautilus_trader.core.datetime) formula (SyntheticInstrument attribute), [1] free (AccountBalance attribute), [1] from_arrow() (BetfairSequenceCompleted class method) from_batch() (BSPOrderBookDelta static method) from_bytes() (BarAggregation class method) (BarIntervalType class method) (BetfairSequenceCompleted class method) (ContractId class method) (MovingAverageType class method) from_code() (Venue static method), [1] from_contract_details() (IBContractDetails class method) from_dbn_file() (DatabentoDataLoader method), [1] from_decimal() (Money static method), [1] (Price static method), [1] (Quantity static method), [1] from_dict() (AccountBalance static method), [1] (AccountState static method), [1] (Bar static method), [1] (BatchCancelOrders static method) (BetfairOrderVoided class method) (BetfairRaceProgress class method) (BetfairRaceRunnerData class method) (BetfairSequenceCompleted class method) (BetfairStartingPrice class method) (BetfairTicker class method) (BettingInstrument static method), [1] (BinanceBar static method) (BinanceFuturesMarkPriceUpdate static method), [1] (BinanceTicker static method) (BinaryOption static method), [1] (BookOrder static method), [1] (BSPOrderBookDelta static method) (CancelAllOrders static method) (CancelOrder static method) (CashAccount static method) (Cfd static method), [1] (Commodity static method), [1] (CryptoFuture static method), [1] (CryptoOption static method), [1] (CryptoPerpetual static method), [1] (CurrencyPair static method), [1] (DatabentoImbalance static method), [1] (DatabentoStatistics static method), [1] (Equity static method), [1] (ExecutionMassStatus class method) (FillReport class method) (FundingRateUpdate static method), [1] (FuturesContract static method), [1] (FuturesSpread static method), [1] (GenerateExecutionMassStatus static method) (GenerateFillReports static method) (GenerateOrderStatusReport static method) (GenerateOrderStatusReports static method) (GeneratePositionStatusReports static method) (IndexInstrument static method), [1] (IndexPriceUpdate static method) (InstrumentClose static method), [1] (InstrumentStatus static method), [1] (MarginAccount static method) (MarginBalance static method), [1] (MarkPriceUpdate static method), [1] (ModifyOrder static method) (OptionContract static method), [1] (OptionSpread static method), [1] (OrderAccepted static method), [1] (OrderBookDelta static method), [1] (OrderBookDeltas static method), [1] (OrderBookDepth10 static method), [1] (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] (OrderStatusReport class method) (OrderSubmitted static method), [1] (OrderTriggered static method), [1] (OrderUpdated static method), [1] (PerpetualContract static method), [1] (PositionAdjusted static method), [1] (PositionChanged static method), [1] (PositionClosed static method), [1] (PositionOpened static method), [1] (PositionStatusReport class method) (QueryAccount static method) (QueryOrder static method) (QuoteTick static method), [1] (SubmitOrder static method) (SubmitOrderList static method) (SyntheticInstrument static method), [1] (TradeTick static method), [1] from_env() (BaseDataCatalog class method) (ParquetDataCatalog class method) from_event_slug() (PolymarketDataLoader class method) from_init() (OrderUnpacker static method) from_int() (Price static method), [1] (Quantity static method), [1] from_internal_map() (Currency static method), [1] from_market_slug() (PolymarketDataLoader class method) from_pyo3() (Bar static method), [1] (BinanceBar static method) (BSPOrderBookDelta static method) (Cfd static method), [1] (Commodity static method), [1] (CryptoFuture static method), [1] (CryptoOption static method), [1] (CryptoPerpetual static method), [1] (CurrencyPair static method), [1] (Equity static method), [1] (FillReport static method) (FundingRateUpdate static method), [1] (FuturesContract static method), [1] (FuturesSpread static method), [1] (IndexInstrument static method), [1] (IndexPriceUpdate static method) (InstrumentClose static method), [1] (InstrumentId static method), [1] (InstrumentStatus static method), [1] (LimitOrder static method), [1] (MarketOrder static method), [1] (MarkPriceUpdate static method), [1] (OptionContract static method), [1] (OptionSpread static method), [1] (OrderBookDelta static method), [1] (OrderBookDeltas static method), [1] (OrderBookDepth10 static method), [1] (OrderStatusReport static method) (PerpetualContract static method), [1] (PositionStatusReport static method) (QuoteTick static method), [1] (StopLimitOrder static method), [1] (TradeTick static method), [1]

from_pyo3_list() (Bar static method), [1] (BinanceBar static method) (BSPOrderBookDelta static method) (FundingRateUpdate static method), [1] (IndexPriceUpdate static method) (InstrumentClose static method), [1] (InstrumentStatus static method), [1] (MarkPriceUpdate static method), [1] (OrderBookDelta static method), [1] (OrderBookDepth10 static method), [1] (QuoteTick static method), [1] (TradeTick static method), [1] from_raw() (Bar static method), [1] (BinanceBar static method) (BookOrder static method), [1] (BSPOrderBookDelta static method) (Money static method), [1] (OrderBookDelta static method), [1] (Price static method), [1] (Quantity static method), [1] (QuoteTick static method), [1] (TradeTick static method), [1] from_raw_arrays_to_list() (Bar static method), [1] (BinanceBar static method) (QuoteTick static method), [1] (TradeTick static method), [1] from_str() (BarSpecification static method), [1] (BarType static method), [1] (BybitMarginAction class method) (BybitProductType class method) (Currency static method), [1] (InstrumentId static method), [1] (Money static method), [1] (Price static method), [1] (Quantity static method), [1] (UUID4 static method), [1] from_timedelta() (BarSpecification static method), [1] from_uri() (BaseDataCatalog class method) (ParquetDataCatalog class method) frozen_account (BacktestVenueConfig attribute) fs (ParquetDataCatalog attribute) (StreamingConfig property) (StreamingFeatherWriter attribute) fs_protocol (DataCatalogConfig attribute) (ParquetDataCatalog attribute) (StreamingConfig attribute) fs_rust_storage_options (DataCatalogConfig attribute) (StreamingConfig attribute) fs_storage_options (DataCatalogConfig attribute) (StreamingConfig attribute) FULL (BinanceNewOrderRespType 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) (BetfairDataClient class method) (BetfairDataClientConfig class method), [1] (BetfairExecClientConfig class method), [1] (BetfairExecutionClient class method) (BetfairInstrumentProviderConfig class method), [1] (BetfairOrderVoided class method) (BetfairRaceProgress class method) (BetfairRaceRunnerData class method) (BetfairSequenceCompleted class method) (BetfairStartingPrice class method) (BetfairTicker class method) (BettingInstrument class method) (BinanceBar class method) (BinanceDataClientConfig class method), [1] (BinanceExecClientConfig class method), [1] (BinanceFuturesDataClient class method) (BinanceFuturesExecutionClient class method) (BinanceFuturesMarkPriceUpdate class method), [1] (BinanceInstrumentProviderConfig class method), [1] (BinanceSpotDataClient class method) (BinanceSpotExecutionClient class method) (BinanceTicker class method) (BinaryOption class method) (BSPOrderBookDelta class method) (BybitDataClient class method) (BybitDataClientConfig class method), [1] (BybitExecClientConfig class method), [1] (BybitExecutionClient class method) (CacheConfig class method) (Cfd class method) (ComboLeg class method) (Commodity class method) (Component class method) (Controller class method) (ControllerConfig class method) (CryptoFuture class method) (CryptoOption class method) (CryptoPerpetual class method) (CurrencyPair class method) (CustomData class method) (Data class method) (DatabaseConfig class method) (DatabentoDataClient class method) (DatabentoDataClientConfig class method), [1] (DataCatalogConfig class method) (DataClient class method) (DataEngine class method) (DataEngineConfig class method) (DeltaNeutralContract class method) (DockerizedIBGatewayConfig class method) (DydxDataClient class method), [1] (DydxDataClientConfig class method), [1] (DydxExecClientConfig class method), [1] (DydxExecutionClient class method), [1] (Equity class method) (ExecAlgorithm class method) (ExecAlgorithmConfig class method) (ExecEngineConfig class method) (ExecutionClient class method) (ExecutionEngine class method) (FeeModelConfig class method) (FillModelConfig class method) (FixedFeeModelConfig class method) (FundingRateUpdate class method) (FuturesContract class method) (FuturesSpread class method) (FXRolloverInterestConfig class method) (FXRolloverInterestModule class method) (IBContract class method) (IBContractDetails class method) (IBOrderTags class method) (ImportableActorConfig class method) (ImportableConfig class method) (ImportableControllerConfig class method) (ImportableExecAlgorithmConfig class method) (ImportableFactoryConfig class method) (ImportableFeeModelConfig class method) (ImportableFillModelConfig class method) (ImportableLatencyModelConfig class method) (ImportableStrategyConfig class method) (IndexInstrument class method) (IndexPriceUpdate class method) (Instrument class method) (InstrumentClose class method) (InstrumentProviderConfig class method) (InstrumentStatus class method) (InteractiveBrokersClient class method) (InteractiveBrokersDataClient class method) (InteractiveBrokersDataClientConfig class method) (InteractiveBrokersExecClientConfig class method) (InteractiveBrokersExecutionClient class method) (InteractiveBrokersInstrumentProviderConfig class method) (LatencyModelConfig 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) (MakerTakerFeeModelConfig class method) (MarginModelConfig class method) (MarketDataClient class method) (MarkPriceUpdate class method) (MessageBusConfig class method) (NautilusConfig class method) (NautilusKernelConfig class method) (NewsEvent class method) (OKXDataClient class method) (OKXDataClientConfig class method), [1] (OKXExecClientConfig class method), [1] (OKXExecutionClient class method) (OptionContract class method) (OptionSpread class method) (OrderBook class method) (OrderBookDelta class method) (OrderBookDeltas class method) (OrderBookDepth10 class method) (OrderEmulator class method) (OrderEmulatorConfig class method) (PerContractFeeModelConfig class method) (PerpetualContract class method) (PolymarketDataClient class method) (PolymarketDataClientConfig class method), [1] (PolymarketExecClientConfig class method), [1] (PolymarketExecutionClient class method) (PolymarketInstrumentProviderConfig class method) (PortfolioStatistic class method), [1] (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) (TardisDataClient class method) (TardisDataClientConfig class method), [1] (Trader class method) (TradeTick class method) (TradingNodeConfig class method) fundAssetType (IBContractDetails attribute) fundBackLoad (IBContractDetails attribute) fundBackLoadTimeInterval (IBContractDetails attribute) fundBlueSkyStates (IBContractDetails attribute) fundBlueSkyTerritories (IBContractDetails attribute) fundClosed (IBContractDetails attribute) fundClosedForNewInvestors (IBContractDetails attribute) fundClosedForNewMoney (IBContractDetails attribute) fundDistributionPolicyIndicator (IBContractDetails attribute) funder (PolymarketDataClientConfig attribute), [1] (PolymarketExecClientConfig attribute), [1] fundFamily (IBContractDetails attribute) fundFrontLoad (IBContractDetails attribute) FUNDING_FEE (BinanceFuturesPositionUpdateReason attribute) funding_rate (BybitTickerData attribute) funding_rate() (Cache method), [1] (CacheFacade method) funding_rate_count() (Cache method), [1] (CacheFacade method) funding_rates() (BaseDataCatalog method) (Cache method), [1] (CacheFacade method) (ParquetDataCatalog method) FundingRateUpdate (class in nautilus_trader.model) (class in nautilus_trader.model.data) fundManagementFee (IBContractDetails attribute) fundMinimumInitialPurchase (IBContractDetails attribute) fundName (IBContractDetails attribute) fundNotifyAmount (IBContractDetails attribute) fundSubsequentMinimumPurchase (IBContractDetails attribute) fundType (IBContractDetails attribute) futures_leverages (BinanceExecClientConfig attribute), [1] (BybitExecClientConfig attribute), [1] futures_margin_types (BinanceExecClientConfig attribute), [1] 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) (class in nautilus_trader.indicators.fuzzy_candlesticks) FuzzyCandlesticks (class in nautilus_trader.indicators) (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), [1] (Trader method), [1] generate_account_state() (AccountsManager method) (BacktestExecClient method) (BetfairExecutionClient method) (BinanceFuturesExecutionClient method) (BinanceSpotExecutionClient method) (BybitExecutionClient method) (DydxExecutionClient method), [1] (ExecutionClient method) (InteractiveBrokersExecutionClient method) (LiveExecutionClient method) (OKXExecutionClient method) (PolymarketExecutionClient method) generate_client_order_id() (OrderFactory method) generate_execution_mass_status() (LiveExecutionEngine method) generate_fill_reports() (BetfairExecutionClient method) (BinanceFuturesExecutionClient method) (BinanceSpotExecutionClient method) (BybitExecutionClient method) (DydxExecutionClient method), [1] (InteractiveBrokersExecutionClient method) (LiveExecutionClient method) (OKXExecutionClient method) (PolymarketExecutionClient method) generate_fills_report() (ReportProvider static method), [1] (Trader method), [1] generate_mass_status() (BetfairExecutionClient method) (BinanceFuturesExecutionClient method) (BinanceSpotExecutionClient method) (BybitExecutionClient method) (DydxExecutionClient method), [1] (InteractiveBrokersExecutionClient method) (LiveExecutionClient method) (OKXExecutionClient method) (PolymarketExecutionClient method) generate_missing_orders (LiveExecEngineConfig attribute) generate_order_accepted() (BacktestExecClient method) (BetfairExecutionClient method) (BinanceFuturesExecutionClient method) (BinanceSpotExecutionClient method) (BybitExecutionClient method) (DydxExecutionClient method), [1] (ExecutionClient method) (InteractiveBrokersExecutionClient method) (LiveExecutionClient method) (OKXExecutionClient method) (PolymarketExecutionClient method) generate_order_cancel_rejected() (BacktestExecClient method) (BetfairExecutionClient method) (BinanceFuturesExecutionClient method) (BinanceSpotExecutionClient method) (BybitExecutionClient method) (DydxExecutionClient method), [1] (ExecutionClient method) (InteractiveBrokersExecutionClient method) (LiveExecutionClient method) (OKXExecutionClient method) (PolymarketExecutionClient method) generate_order_canceled() (BacktestExecClient method) (BetfairExecutionClient method) (BinanceFuturesExecutionClient method) (BinanceSpotExecutionClient method) (BybitExecutionClient method) (DydxExecutionClient method), [1] (ExecutionClient method) (InteractiveBrokersExecutionClient method) (LiveExecutionClient method) (OKXExecutionClient method) (PolymarketExecutionClient method) generate_order_denied() (BacktestExecClient method) (BetfairExecutionClient method) (BinanceFuturesExecutionClient method) (BinanceSpotExecutionClient method) (BybitExecutionClient method) (DydxExecutionClient method), [1] (ExecutionClient method) (InteractiveBrokersExecutionClient method) (LiveExecutionClient method) (OKXExecutionClient method) (PolymarketExecutionClient method) generate_order_expired() (BacktestExecClient method) (BetfairExecutionClient method) (BinanceFuturesExecutionClient method) (BinanceSpotExecutionClient method) (BybitExecutionClient method) (DydxExecutionClient method), [1] (ExecutionClient method) (InteractiveBrokersExecutionClient method) (LiveExecutionClient method) (OKXExecutionClient method) (PolymarketExecutionClient method) generate_order_filled() (BacktestExecClient method) (BetfairExecutionClient method) (BinanceFuturesExecutionClient method) (BinanceSpotExecutionClient method) (BybitExecutionClient method) (DydxExecutionClient method), [1] (ExecutionClient method) (InteractiveBrokersExecutionClient method) (LiveExecutionClient method) (OKXExecutionClient method) (PolymarketExecutionClient method) generate_order_fills_report() (ReportProvider static method), [1] (Trader method), [1] generate_order_history_from_trades (PolymarketExecClientConfig attribute), [1] generate_order_list_id() (OrderFactory method) generate_order_modify_rejected() (BacktestExecClient method) (BetfairExecutionClient method) (BinanceFuturesExecutionClient method) (BinanceSpotExecutionClient method) (BybitExecutionClient method) (DydxExecutionClient method), [1] (ExecutionClient method) (InteractiveBrokersExecutionClient method) (LiveExecutionClient method) (OKXExecutionClient method) (PolymarketExecutionClient method) generate_order_rejected() (BacktestExecClient method) (BetfairExecutionClient method) (BinanceFuturesExecutionClient method) (BinanceSpotExecutionClient method) (BybitExecutionClient method) (DydxExecutionClient method), [1] (ExecutionClient method) (InteractiveBrokersExecutionClient method) (LiveExecutionClient method) (OKXExecutionClient method) (PolymarketExecutionClient method) generate_order_status_report() (BetfairExecutionClient method) (BinanceFuturesExecutionClient method) (BinanceSpotExecutionClient method) (BybitExecutionClient method) (DydxExecutionClient method), [1] (InteractiveBrokersExecutionClient method) (LiveExecutionClient method) (OKXExecutionClient method) (PolymarketExecutionClient method) generate_order_status_reports() (BetfairExecutionClient method) (BinanceFuturesExecutionClient method) (BinanceSpotExecutionClient method) (BybitExecutionClient method) (DydxExecutionClient method), [1] (InteractiveBrokersExecutionClient method) (LiveExecutionClient method) (OKXExecutionClient method) (PolymarketExecutionClient method) generate_order_submitted() (BacktestExecClient method) (BetfairExecutionClient method) (BinanceFuturesExecutionClient method) (BinanceSpotExecutionClient method) (BybitExecutionClient method) (DydxExecutionClient method), [1] (ExecutionClient method) (InteractiveBrokersExecutionClient method) (LiveExecutionClient method) (OKXExecutionClient method) (PolymarketExecutionClient method) generate_order_triggered() (BacktestExecClient method) (BetfairExecutionClient method) (BinanceFuturesExecutionClient method) (BinanceSpotExecutionClient method) (BybitExecutionClient method) (DydxExecutionClient method), [1] (ExecutionClient method) (InteractiveBrokersExecutionClient method) (LiveExecutionClient method) (OKXExecutionClient method) (PolymarketExecutionClient method) generate_order_updated() (BacktestExecClient method) (BetfairExecutionClient method) (BinanceFuturesExecutionClient method) (BinanceSpotExecutionClient method) (BybitExecutionClient method) (DydxExecutionClient method), [1] (ExecutionClient method) (InteractiveBrokersExecutionClient method) (LiveExecutionClient method) (OKXExecutionClient method) (PolymarketExecutionClient method) generate_orders_report() (ReportProvider static method), [1] (Trader method), [1] generate_position_status_reports() (BetfairExecutionClient method) (BinanceFuturesExecutionClient method) (BinanceSpotExecutionClient method) (BybitExecutionClient method) (DydxExecutionClient method), [1] (InteractiveBrokersExecutionClient method) (LiveExecutionClient method) (OKXExecutionClient method) (PolymarketExecutionClient method) generate_positions_report() (ReportProvider static method), [1] (Trader method), [1] GenerateExecutionMassStatus (class in nautilus_trader.execution.messages) GenerateFillReports (class in nautilus_trader.execution.messages) GenerateOrderStatusReport (class in nautilus_trader.execution.messages) GenerateOrderStatusReports (class in nautilus_trader.execution.messages) GeneratePositionStatusReports (class in nautilus_trader.execution.messages) generic_spread_id_n_legs() (in module nautilus_trader.model.identifiers) generic_spread_id_to_list() (in module nautilus_trader.model.identifiers) get() (Cache method), [1] (CacheFacade method) get_account() (BacktestExecClient method) (BetfairExecutionClient method) (BinanceFuturesExecutionClient method) (BinanceSpotExecutionClient method) (BybitExecutionClient method) (DydxExecutionClient method), [1] (ExecutionClient method) (InteractiveBrokersExecutionClient method) (LiveExecutionClient method) (OKXExecutionClient method) (PolymarketExecutionClient method) (SimulatedExchange method) get_account_currency() (BetfairInstrumentProvider method), [1] get_account_details() (BetfairHttpClient method) get_account_funds() (BetfairHttpClient method) get_account_type() (in module nautilus_trader.backtest.node) get_all() (BetfairInstrumentProvider method), [1] (BinanceFuturesInstrumentProvider method), [1] (BinanceSpotInstrumentProvider method), [1] (BybitInstrumentProvider method), [1] (DatabentoInstrumentProvider method), [1] (DydxInstrumentProvider method), [1] (InstrumentProvider method) (InteractiveBrokersInstrumentProvider method) (OKXInstrumentProvider method), [1] (PolymarketInstrumentProvider method), [1] (TardisInstrumentProvider method), [1] get_all_crossed_levels() (OrderBook method), [1] get_avg_px_for_quantity() (OrderBook method), [1]

get_base_currency() (BettingInstrument method) (BinaryOption method) (Cfd method) (Commodity method) (CryptoFuture method), [1] (CryptoOption method), [1] (CryptoPerpetual method), [1] (CurrencyPair method), [1] (Equity method) (FuturesContract method) (FuturesSpread method) (in module nautilus_trader.backtest.node) (IndexInstrument method) (Instrument method), [1] (OptionContract method) (OptionSpread method) (PerpetualContract method), [1] get_book() (OrderMatchingEngine method) (SimulatedExchange method) get_book_type() (in module nautilus_trader.backtest.node) get_books() (SimulatedExchange method) GET_BORROW_AMOUNT (BybitMarginAction attribute) get_cached_betfair_client() (in module nautilus_trader.adapters.betfair) (in module nautilus_trader.adapters.betfair.factories) get_cached_betfair_instrument_provider() (in module nautilus_trader.adapters.betfair) (in module nautilus_trader.adapters.betfair.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) (in module nautilus_trader.adapters.binance.factories) get_cached_binance_spot_instrument_provider() (in module nautilus_trader.adapters.binance.factories) get_cached_bybit_http_client() (in module nautilus_trader.adapters.bybit) (in module nautilus_trader.adapters.bybit.factories) get_cached_bybit_instrument_provider() (in module nautilus_trader.adapters.bybit) (in module nautilus_trader.adapters.bybit.factories) get_cached_databento_http_client() (in module nautilus_trader.adapters.databento) (in module nautilus_trader.adapters.databento.factories) get_cached_databento_instrument_provider() (in module nautilus_trader.adapters.databento) (in module nautilus_trader.adapters.databento.factories) get_cached_dydx_http_client() (in module nautilus_trader.adapters.dydx.factories) get_cached_dydx_instrument_provider() (in module nautilus_trader.adapters.dydx.factories) get_cached_ib_client() (in module nautilus_trader.adapters.interactive_brokers.factories) get_cached_interactive_brokers_instrument_provider() (in module nautilus_trader.adapters.interactive_brokers.factories) 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_chart() (in module nautilus_trader.analysis) get_client_order_id_count() (OrderFactory method) get_clients_for_orders() (ExecutionEngine method) (LiveExecutionEngine method) get_cmd_queue_task() (LiveDataEngine method) (LiveExecutionEngine method) (LiveRiskEngine method) get_commission() (FeeModel method) (FixedFeeModel method) (MakerTakerFeeModel method) (PerContractFeeModel method) get_contract_details() (InteractiveBrokersClient method) (InteractiveBrokersInstrumentProvider method) get_cost_currency() (BettingInstrument method) (BinaryOption method) (Cfd method) (Commodity method) (CryptoFuture method), [1] (CryptoOption method), [1] (CryptoPerpetual method), [1] (CurrencyPair method) (Equity method) (FuturesContract method) (FuturesSpread method) (IndexInstrument method) (Instrument method), [1] (OptionContract method) (OptionSpread method) (PerpetualContract method), [1] 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_event_markets() (PolymarketDataLoader method) get_evt_queue_task() (LiveExecutionEngine method) (LiveRiskEngine method) get_executions() (InteractiveBrokersClient method) get_external_client_ids() (DataEngine method) (ExecutionEngine method) (LiveDataEngine method) (LiveExecutionEngine method) get_external_order_claim() (ExecutionEngine method) (LiveExecutionEngine method) get_external_order_claims_instruments() (ExecutionEngine method) (LiveExecutionEngine method) get_fee_model() (in module nautilus_trader.backtest.node) get_file_list_from_data_cls() (ParquetDataCatalog method) get_fill_model() (in module nautilus_trader.backtest.node) get_future() (ActorExecutor method) get_future_chain_details() (InteractiveBrokersInstrumentProvider method) get_historical_bars() (InteractiveBrokersClient method) get_historical_bars_chunked() (InteractiveBrokersDataClient method) get_historical_ticks() (InteractiveBrokersClient method) get_historical_ticks_paged() (InteractiveBrokersDataClient method) get_id() (AccountId method), [1] get_instrument() (InteractiveBrokersInstrumentProvider method) get_instrument_ids() (in module nautilus_trader.backtest.node) get_interval_ns() (BarSpecification method), [1] get_intervals() (ParquetDataCatalog method) get_issuer() (AccountId method), [1] get_latency_model() (in module nautilus_trader.backtest.node) get_leverages() (in module nautilus_trader.backtest.node) get_log_guard() (BacktestEngine method) (BacktestNode method) (NautilusKernel method) get_logger() (TradingNode method) get_margin_model() (in module nautilus_trader.backtest.node) get_mark_xrate() (Cache method), [1] (CacheFacade method) get_market_book() (in module nautilus_trader.adapters.betfair.providers) get_matching_contracts() (InteractiveBrokersClient method) get_matching_core() (OrderEmulator method) get_matching_engine() (SimulatedExchange method) get_matching_engines() (SimulatedExchange method) get_missing_intervals_for_request() (ParquetDataCatalog method) get_next_rotation_time() (StreamingFeatherWriter method) get_oms_type() (in module nautilus_trader.backtest.node) get_open_ask_orders() (OrderMatchingEngine method) (SimulatedExchange method) get_open_bid_orders() (OrderMatchingEngine method) (SimulatedExchange method) get_open_orders() (InteractiveBrokersClient method) (OrderMatchingEngine method) (SimulatedExchange method) get_option_chain_details_by_expiry() (InteractiveBrokersInstrumentProvider method) get_option_chain_details_by_range() (InteractiveBrokersInstrumentProvider method) get_option_chains() (InteractiveBrokersClient method) get_order() (MatchingCore method) get_order_list_id_count() (OrderFactory method) get_orderbook_for_fill_simulation() (BestPriceFillModel method) (CompetitionAwareFillModel method) (FillModel method) (LimitOrderPartialFillModel method) (MarketHoursFillModel method) (OneTickSlippageFillModel method) (ProbabilisticFillModel method) (SizeAwareFillModel method) (ThreeTierFillModel method) (TwoTierFillModel method) (VolumeSensitiveFillModel method) get_orders() (MatchingCore method) get_orders_ask() (MatchingCore method) get_orders_bid() (MatchingCore method) get_oto_trigger_mode() (in module nautilus_trader.backtest.node) get_own_books_audit_task() (LiveExecutionEngine method) get_performance_stats_general() (PortfolioAnalyzer method), [1] get_performance_stats_pnls() (PortfolioAnalyzer method), [1] get_performance_stats_returns() (PortfolioAnalyzer method), [1] get_polymarket_http_client() (in module nautilus_trader.adapters.polymarket) (in module nautilus_trader.adapters.polymarket.factories) get_polymarket_instrument_id() (in module nautilus_trader.adapters.polymarket) get_polymarket_instrument_provider() (in module nautilus_trader.adapters.polymarket) (in module nautilus_trader.adapters.polymarket.factories) get_positions() (InteractiveBrokersClient method) get_price() (InteractiveBrokersClient method) get_price_magnifier() (InteractiveBrokersInstrumentProvider method) get_price_protection_points() (in module nautilus_trader.backtest.node) get_publishers() (DatabentoDataLoader method), [1] get_quantity_at_level() (OrderBook method), [1] get_quantity_for_price() (OrderBook method), [1] get_range() (DatabentoInstrumentProvider method), [1] get_rate_data() (RolloverInterestCalculator method) get_reconciliation_task() (LiveExecutionEngine 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), [1] (CryptoOption method), [1] (CryptoPerpetual method), [1] (CurrencyPair method) (Equity method) (FuturesContract method) (FuturesSpread method) (IndexInstrument method) (Instrument method), [1] (OptionContract method) (OptionSpread method) (PerpetualContract method), [1] get_start_time() (TimeBarAggregator method) get_starting_balances() (in module nautilus_trader.backtest.node) get_state_transition_table() (ComponentFSMFactory static method) get_stats_general_formatted() (PortfolioAnalyzer method), [1] get_stats_pnls_formatted() (PortfolioAnalyzer method), [1] get_stats_returns_formatted() (PortfolioAnalyzer method), [1] get_submit_order_commands() (OrderEmulator method) (OrderManager method) get_tag() (StrategyId method), [1] (TraderId method), [1] get_tardis_http_client() (in module nautilus_trader.adapters.tardis) (in module nautilus_trader.adapters.tardis.factories) get_tardis_instrument_provider() (in module nautilus_trader.adapters.tardis) (in module nautilus_trader.adapters.tardis.factories) get_theme() (in module nautilus_trader.analysis) get_tick_scheme() (in module nautilus_trader.model.tick_scheme) (in module nautilus_trader.model.tick_scheme.base) get_time_range_generator() (in module nautilus_trader.data.engine) get_worst_px_for_quantity() (OrderBook method), [1] get_xrate() (Cache method), [1] (CacheFacade method) goodAfterTime (IBOrderTags attribute) graceful_shutdown_on_exception (LiveDataEngineConfig attribute) (LiveExecEngineConfig attribute) (LiveRiskEngineConfig attribute) greeks (Actor attribute) (Controller attribute) (ExecAlgorithm attribute) (FXRolloverInterestModule attribute) (OrderEmulator attribute) (SimulationModule attribute) (Strategy attribute) greeks() (Cache method), [1] (CacheFacade method) GRID_UPDATE (BinanceFuturesEventType attribute) GridLayout (class in nautilus_trader.analysis) grpc_rate_limit_per_second (DydxExecClientConfig attribute), [1] GTC (BinanceTimeInForce 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) (AdaptiveMovingAverage method), [1] (ArcherMovingAveragesTrends method), [1] (AroonOscillator method), [1] (AverageTrueRange method), [1] (BarAggregator method) (Bias method), [1] (BollingerBands method), [1] (ChandeMomentumOscillator method), [1] (CommodityChannelIndex method), [1] (Controller method) (DirectionalMovement method), [1] (DonchianChannel method), [1] (DoubleExponentialMovingAverage method), [1] (EfficiencyRatio method), [1] (ExecAlgorithm method) (ExponentialMovingAverage method), [1] (FuzzyCandlesticks method), [1] (FXRolloverInterestModule method) (HullMovingAverage method), [1] (IchimokuCloud method), [1] (Indicator method) (KeltnerChannel method), [1] (KeltnerPosition method), [1] (KlingerVolumeOscillator method), [1] (LinearRegression method), [1] (MovingAverage method) (MovingAverageConvergenceDivergence method), [1] (OnBalanceVolume method), [1] (OrderEmulator method) (Pressure method), [1] (PsychologicalLine method), [1] (RateOfChange method), [1] (RelativeStrengthIndex method), [1] (RelativeVolatilityIndex method), [1] (RenkoBarAggregator method) (SimpleMovingAverage method), [1] (SimulationModule method) (SpreadAnalyzer method) (Stochastics method), [1] (Strategy method) (Swings method), [1] (TickBarAggregator method) (TickImbalanceBarAggregator method) (TickRunsBarAggregator method) (TimeBarAggregator method) (ValueBarAggregator method) (ValueImbalanceBarAggregator method) (ValueRunsBarAggregator method) (VariableIndexDynamicAverage method), [1] (VerticalHorizontalFilter method), [1] (VolatilityRatio method), [1] (VolumeBarAggregator method) (VolumeImbalanceBarAggregator method) (VolumeRunsBarAggregator method) (VolumeWeightedAveragePrice method), [1] (WeightedMovingAverage method), [1] (WilderMovingAverage method), [1] 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_funding_rate() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) handle_historical_bar() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) handle_historical_data() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) handle_historical_funding_rate() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) handle_historical_order_book_deltas() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) handle_historical_order_book_depth() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) handle_historical_quote_tick() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) handle_historical_trade_tick() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) handle_index_price() (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_mark_price() (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_book_depth() (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_status_report() (InteractiveBrokersExecutionClient method) handle_order_stream_update() (BetfairExecutionClient method) handle_order_updated() (OrderManager method) handle_position_event() (OrderManager method) handle_quote_tick() (Actor method) (AdaptiveMovingAverage method), [1] (ArcherMovingAveragesTrends method) (AroonOscillator method) (AverageTrueRange method) (BarAggregator method) (Bias method) (BollingerBands method), [1] (ChandeMomentumOscillator method) (CommodityChannelIndex method) (Controller method) (DirectionalMovement method) (DonchianChannel method), [1] (DoubleExponentialMovingAverage method), [1] (EfficiencyRatio method) (ExecAlgorithm method) (ExponentialMovingAverage method), [1] (FuzzyCandlesticks method) (FXRolloverInterestModule method) (HullMovingAverage method), [1] (IchimokuCloud method) (Indicator method) (KeltnerChannel method) (KeltnerPosition method) (KlingerVolumeOscillator method) (LinearRegression method) (MovingAverage method) (MovingAverageConvergenceDivergence method), [1] (OnBalanceVolume method) (OrderEmulator method) (Pressure method) (PsychologicalLine method) (RateOfChange method) (RelativeStrengthIndex method) (RelativeVolatilityIndex method) (RenkoBarAggregator method) (SimpleMovingAverage method), [1] (SimulationModule method) (SpreadAnalyzer method), [1] (SpreadQuoteAggregator method) (Stochastics method) (Strategy method) (Swings method) (TickBarAggregator method) (TickImbalanceBarAggregator method) (TickRunsBarAggregator method) (TimeBarAggregator method) (ValueBarAggregator method) (ValueImbalanceBarAggregator method) (ValueRunsBarAggregator method) (VariableIndexDynamicAverage method), [1] (VerticalHorizontalFilter method) (VolatilityRatio method) (VolumeBarAggregator method) (VolumeImbalanceBarAggregator method) (VolumeRunsBarAggregator method) (VolumeWeightedAveragePrice method) (WeightedMovingAverage method), [1] (WilderMovingAverage method), [1]

handle_revised_bars (BetfairDataClientConfig attribute), [1] (BinanceDataClientConfig attribute), [1] (BybitDataClientConfig attribute), [1] (DatabentoDataClientConfig attribute), [1] (DydxDataClientConfig attribute), [1] (InteractiveBrokersDataClientConfig attribute) (LiveDataClientConfig attribute) (OKXDataClientConfig attribute), [1] (PolymarketDataClientConfig attribute), [1] (TardisDataClientConfig attribute), [1] handle_signal() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) handle_trade_tick() (Actor method) (AdaptiveMovingAverage method), [1] (ArcherMovingAveragesTrends method) (AroonOscillator method) (AverageTrueRange method) (BarAggregator method) (Bias method) (BollingerBands method), [1] (ChandeMomentumOscillator method) (CommodityChannelIndex method) (Controller method) (DirectionalMovement method) (DonchianChannel method), [1] (DoubleExponentialMovingAverage method), [1] (EfficiencyRatio method) (ExecAlgorithm method) (ExponentialMovingAverage method), [1] (FuzzyCandlesticks method) (FXRolloverInterestModule method) (HullMovingAverage method), [1] (IchimokuCloud method) (Indicator method) (KeltnerChannel method) (KeltnerPosition method) (KlingerVolumeOscillator method) (LinearRegression method) (MovingAverage method) (MovingAverageConvergenceDivergence method), [1] (OnBalanceVolume method) (OrderEmulator method) (Pressure method) (PsychologicalLine method) (RateOfChange method) (RelativeStrengthIndex method) (RelativeVolatilityIndex method) (RenkoBarAggregator method) (SimpleMovingAverage method), [1] (SimulationModule method) (SpreadAnalyzer method) (Stochastics method) (Strategy method) (Swings method) (TickBarAggregator method) (TickImbalanceBarAggregator method) (TickRunsBarAggregator method) (TimeBarAggregator method) (ValueBarAggregator method) (ValueImbalanceBarAggregator method) (ValueRunsBarAggregator method) (VariableIndexDynamicAverage method), [1] (VerticalHorizontalFilter method) (VolatilityRatio method) (VolumeBarAggregator method) (VolumeImbalanceBarAggregator method) (VolumeRunsBarAggregator method) (VolumeWeightedAveragePrice method) (WeightedMovingAverage method), [1] (WilderMovingAverage method), [1] handler (Subscription attribute) has_activation_price (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (Order attribute), [1] (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder 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_funding_rates() (Cache method), [1] (CacheFacade method) has_index_prices() (Cache method), [1] (CacheFacade method) has_inputs (AdaptiveMovingAverage attribute) (ArcherMovingAveragesTrends attribute) (AroonOscillator attribute) (AverageTrueRange attribute) (Bias attribute) (BollingerBands attribute) (ChandeMomentumOscillator attribute) (CommodityChannelIndex attribute) (DirectionalMovement attribute) (DonchianChannel attribute) (DoubleExponentialMovingAverage attribute) (EfficiencyRatio attribute) (ExponentialMovingAverage attribute) (FuzzyCandlesticks attribute) (HullMovingAverage attribute) (IchimokuCloud attribute) (Indicator attribute) (KeltnerChannel attribute) (KeltnerPosition attribute) (KlingerVolumeOscillator attribute) (LinearRegression attribute) (MovingAverage attribute) (MovingAverageConvergenceDivergence attribute) (OnBalanceVolume attribute) (Pressure attribute) (PsychologicalLine attribute) (RateOfChange attribute) (RelativeStrengthIndex attribute) (RelativeVolatilityIndex attribute) (SimpleMovingAverage attribute) (SpreadAnalyzer attribute) (Stochastics attribute) (Swings attribute) (VariableIndexDynamicAverage attribute) (VerticalHorizontalFilter attribute) (VolatilityRatio attribute) (VolumeWeightedAveragePrice attribute) (WeightedMovingAverage attribute) (WilderMovingAverage attribute) has_mark_prices() (Cache method), [1] (CacheFacade method) 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) height (TearsheetConfig attribute) heights (GridLayout attribute) hidden (IBOrderTags attribute) high (Bar attribute), [1] (BinanceBar attribute) HIGH (NewsImpact attribute) high_datetime (Swings attribute), [1] high_price (Swings attribute), [1] high_price24h (BybitTickerData attribute) historical_mode (BarAggregator attribute) (RenkoBarAggregator attribute) (SpreadQuoteAggregator attribute) (TickBarAggregator attribute) (TickImbalanceBarAggregator attribute) (TickRunsBarAggregator attribute) (TimeBarAggregator attribute) (ValueBarAggregator attribute) (ValueImbalanceBarAggregator attribute) (ValueRunsBarAggregator attribute) (VolumeBarAggregator attribute) (VolumeImbalanceBarAggregator attribute) (VolumeRunsBarAggregator attribute) HistoricInteractiveBrokersClient (class in nautilus_trader.adapters.interactive_brokers.historical.client) HMAC (BinanceKeyType attribute), [1] horizontal_spacing (GridLayout attribute) host (DatabaseConfig attribute) HOUR (BarAggregation attribute) HOUR_1 (BinanceKlineInterval attribute) HOUR_12 (BinanceKlineInterval attribute) HOUR_2 (BinanceKlineInterval attribute) HOUR_4 (BinanceKlineInterval attribute) HOUR_6 (BinanceKlineInterval attribute) HOUR_8 (BinanceKlineInterval attribute) http_gateway (DatabentoDataClientConfig attribute), [1] http_proxy_url (BybitDataClientConfig attribute), [1] (BybitExecClientConfig attribute), [1] (OKXDataClientConfig attribute), [1] (OKXExecClientConfig attribute), [1] http_timeout_secs (OKXDataClientConfig attribute), [1] (OKXExecClientConfig attribute), [1] HULL (MovingAverageType attribute), [1] HullMovingAverage (class in nautilus_trader.indicators) (class in nautilus_trader.indicators.averages)

I

ib_contract_to_instrument_id() (in module nautilus_trader.adapters.interactive_brokers.parsing.instruments) ib_contract_to_instrument_id_raw_symbology() (in module nautilus_trader.adapters.interactive_brokers.parsing.instruments) ib_contract_to_instrument_id_simplified_symbology() (in module nautilus_trader.adapters.interactive_brokers.parsing.instruments) IB_RAW (SymbologyMethod attribute) IB_SIMPLIFIED (SymbologyMethod attribute) IBContract (class in nautilus_trader.adapters.interactive_brokers.common) IBContractDetails (class in nautilus_trader.adapters.interactive_brokers.common) ibg_client_id (InteractiveBrokersDataClientConfig attribute) (InteractiveBrokersExecClientConfig attribute) ibg_host (InteractiveBrokersDataClientConfig attribute) (InteractiveBrokersExecClientConfig attribute) ibg_port (InteractiveBrokersDataClientConfig attribute) (InteractiveBrokersExecClientConfig attribute) IBOrderTags (class in nautilus_trader.adapters.interactive_brokers.common) ICEBERG_PARTS (BinanceSymbolFilterType attribute) IchimokuCloud (class in nautilus_trader.indicators) (class in nautilus_trader.indicators.trend) id (AccountState attribute), [1] (Actor attribute) (ActorConfig property) (BacktestDataClient attribute) (BacktestDataConfig property) (BacktestEngineConfig property) (BacktestExecClient attribute) (BacktestMarketDataClient attribute) (BacktestRunConfig property) (BacktestVenueConfig property) (BatchCancelOrders attribute) (BetfairDataClient attribute) (BetfairDataClientConfig property), [1] (BetfairExecClientConfig property), [1] (BetfairExecutionClient attribute) (BetfairInstrumentProviderConfig property), [1] (BettingInstrument attribute) (BinanceDataClientConfig property), [1] (BinanceExecClientConfig property), [1] (BinanceFuturesDataClient attribute) (BinanceFuturesExecutionClient attribute) (BinanceInstrumentProviderConfig property), [1] (BinanceSpotDataClient attribute) (BinanceSpotExecutionClient attribute) (BinaryOption attribute) (BybitDataClient attribute) (BybitDataClientConfig property), [1] (BybitExecClientConfig property), [1] (BybitExecutionClient attribute) (CacheConfig property) (CancelAllOrders attribute) (CancelOrder attribute) (CashAccount attribute) (Cfd attribute) (ComboLeg property) (Command attribute), [1] (Commodity attribute) (Component attribute) (Controller attribute) (ControllerConfig property) (CryptoFuture attribute) (CryptoOption attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (DatabaseConfig property) (DatabentoDataClient attribute) (DatabentoDataClientConfig property), [1] (DataCatalogConfig property) (DataClient attribute) (DataCommand attribute) (DataEngine attribute) (DataEngineConfig property) (DataResponse attribute) (DeltaNeutralContract property) (DockerizedIBGatewayConfig property) (Document attribute), [1] (DydxDataClient attribute), [1] (DydxDataClientConfig property), [1] (DydxExecClientConfig property), [1] (DydxExecutionClient attribute), [1] (Equity attribute) (Event attribute), [1] (ExecAlgorithm attribute) (ExecAlgorithmConfig property) (ExecEngineConfig property) (ExecutionClient attribute) (ExecutionEngine attribute) (ExecutionMassStatus attribute) (ExecutionReport attribute) (ExecutionReportCommand attribute) (FeeModelConfig property) (FillModelConfig property) (FillReport attribute) (FixedFeeModelConfig property) (FuturesContract attribute) (FuturesSpread attribute) (FXRolloverInterestConfig property) (FXRolloverInterestModule attribute) (GenerateExecutionMassStatus attribute) (GenerateFillReports attribute) (GenerateOrderStatusReport attribute) (GenerateOrderStatusReports attribute) (GeneratePositionStatusReports attribute) (IBContract property) (IBContractDetails property) (IBOrderTags property) (ImportableActorConfig property) (ImportableConfig property) (ImportableControllerConfig property) (ImportableExecAlgorithmConfig property) (ImportableFactoryConfig property) (ImportableFeeModelConfig property) (ImportableFillModelConfig property) (ImportableLatencyModelConfig property) (ImportableStrategyConfig property) (IndexInstrument attribute) (Instrument attribute), [1] (InstrumentProviderConfig property) (InteractiveBrokersClient attribute) (InteractiveBrokersDataClient attribute) (InteractiveBrokersDataClientConfig property) (InteractiveBrokersExecClientConfig property) (InteractiveBrokersExecutionClient attribute) (InteractiveBrokersInstrumentProviderConfig property) (LatencyModelConfig 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) (MakerTakerFeeModelConfig property) (MarginAccount attribute) (MarginModelConfig property) (MarketDataClient attribute) (MessageBusConfig property) (ModifyOrder attribute) (NautilusConfig property) (NautilusKernelConfig property) (OKXDataClient attribute) (OKXDataClientConfig property), [1] (OKXExecClientConfig property), [1] (OKXExecutionClient attribute) (OptionContract attribute) (OptionSpread 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] (PerContractFeeModelConfig property) (PerpetualContract attribute) (PolymarketDataClient attribute) (PolymarketDataClientConfig property), [1] (PolymarketExecClientConfig property), [1] (PolymarketExecutionClient attribute) (PolymarketInstrumentProviderConfig property) (Position attribute), [1] (PositionAdjusted attribute), [1] (PositionChanged attribute) (PositionClosed attribute) (PositionEvent attribute), [1] (PositionOpened attribute) (PositionStatusReport attribute) (QueryAccount attribute) (QueryOrder attribute) (Request attribute), [1] (RequestBars attribute) (RequestData attribute) (RequestFundingRates attribute) (RequestInstrument attribute) (RequestInstruments attribute) (RequestJoin attribute) (RequestOrderBookDeltas attribute) (RequestOrderBookDepth attribute) (RequestOrderBookSnapshot attribute) (RequestQuoteTicks attribute) (RequestTradeTicks attribute) (Response attribute), [1] (RiskEngine attribute) (RiskEngineConfig property) (RoutingConfig property) (SimulatedExchange attribute) (SimulationModule attribute) (SimulationModuleConfig property) (Strategy attribute) (StrategyConfig property) (StreamingConfig property) (SubmitOrder attribute) (SubmitOrderList attribute) (SubscribeBars attribute) (SubscribeData attribute) (SubscribeFundingRates attribute) (SubscribeIndexPrices attribute) (SubscribeInstrument attribute) (SubscribeInstrumentClose attribute) (SubscribeInstruments attribute) (SubscribeInstrumentStatus attribute) (SubscribeMarkPrices attribute) (SubscribeOrderBook attribute) (SubscribeQuoteTicks attribute) (SubscribeTradeTicks attribute) (SyntheticInstrument attribute), [1] (TardisDataClient attribute) (TardisDataClientConfig property), [1] (TimeEvent attribute) (Trader attribute) (TradingCommand attribute) (TradingNodeConfig property) (UnsubscribeBars attribute) (UnsubscribeData attribute) (UnsubscribeFundingRates attribute) (UnsubscribeIndexPrices attribute) (UnsubscribeInstrument attribute) (UnsubscribeInstrumentClose attribute) (UnsubscribeInstruments attribute) (UnsubscribeInstrumentStatus attribute) (UnsubscribeMarkPrices attribute) (UnsubscribeOrderBook attribute) (UnsubscribeQuoteTicks attribute) (UnsubscribeTradeTicks attribute) id_spec_key() (BarType method), [1] Identifier (class in nautilus_trader.model.identifiers) IdentifierGenerator (class in nautilus_trader.common.generators) ignore_external_orders (BetfairExecClientConfig attribute), [1] ignore_quote_tick_size_updates (InteractiveBrokersDataClientConfig attribute) ignore_uncached_instrument_executions (BybitExecClientConfig attribute), [1] ILLEGAL_CHARS (BinanceErrorCode attribute) imag (BarAggregation attribute) (BarIntervalType attribute) (ContractId attribute) (MovingAverageType 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) ImportableFeeModelConfig (class in nautilus_trader.backtest.config) ImportableFillModelConfig (class in nautilus_trader.backtest.config) ImportableLatencyModelConfig (class in nautilus_trader.backtest.config) ImportableStrategyConfig (class in nautilus_trader.trading.config) include_benchmark (TearsheetConfig attribute) include_types (StreamingConfig attribute) includeExpired (IBContract attribute) increment (FixedTickScheme attribute), [1] index() (FeatherFile method) index_order_position() (CacheDatabaseAdapter method), [1] index_price (BybitTickerData attribute) index_price() (Cache method), [1] (CacheFacade method) index_price_count() (Cache method), [1] (CacheFacade method) index_prices() (Cache method), [1] (CacheFacade method) index_venue_order_id() (CacheDatabaseAdapter method), [1] IndexInstrument (class in nautilus_trader.model.instruments) (class in nautilus_trader.model.instruments.index) IndexPriceUpdate (class in nautilus_trader.model.data) Indicator (class in nautilus_trader.indicators) indicators_initialized() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) industry (IBContractDetails attribute) ineligibilityReasonList (IBContractDetails attribute) 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) (CryptoOption attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (Equity attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (Instrument attribute), [1] (OptionContract attribute) (OptionSpread attribute) (OrderFilled attribute), [1] (PerpetualContract attribute) info() (LimitIfTouchedOrder method), [1] (LimitOrder method), [1] (Logger method) (MarketIfTouchedOrder method), [1] (MarketOrder method), [1] (MarketToLimitOrder method), [1] (Order method), [1] (Position method), [1] (StopLimitOrder method), [1] (StopMarketOrder method), [1] (TrailingStopLimitOrder method), [1] (TrailingStopMarketOrder method), [1] init_data() (BacktestDataIterator method) 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), [1] initialize() (BetfairInstrumentProvider method), [1] (BinanceFuturesInstrumentProvider method), [1] (BinanceSpotInstrumentProvider method), [1] (BybitInstrumentProvider method), [1] (DatabentoInstrumentProvider method), [1] (DydxInstrumentProvider method), [1] (InstrumentProvider method) (InteractiveBrokersInstrumentProvider method) (OKXInstrumentProvider method), [1] (PolymarketInstrumentProvider method), [1] (TardisInstrumentProvider method), [1] initialize_account() (SimulatedExchange method) initialize_orders() (Portfolio method), [1] initialize_positions() (Portfolio method), [1] initialized (AdaptiveMovingAverage attribute) (ArcherMovingAveragesTrends attribute) (AroonOscillator attribute) (AverageTrueRange attribute) (BarBuilder attribute) (Bias attribute) (BollingerBands attribute) (ChandeMomentumOscillator attribute) (CommodityChannelIndex attribute) (DirectionalMovement attribute) (DonchianChannel attribute) (DoubleExponentialMovingAverage attribute) (EfficiencyRatio attribute) (ExponentialMovingAverage attribute) (FuzzyCandlesticks attribute) (HullMovingAverage attribute) (IchimokuCloud attribute) (Indicator attribute) (KeltnerChannel attribute) (KeltnerPosition attribute) (KlingerVolumeOscillator attribute) (LinearRegression attribute) (MovingAverage attribute) (MovingAverageConvergenceDivergence attribute) (OnBalanceVolume attribute) (Portfolio attribute) (PortfolioFacade attribute), [1] (Pressure attribute) (PsychologicalLine attribute) (RateOfChange attribute) (RelativeStrengthIndex attribute) (RelativeVolatilityIndex attribute) (SimpleMovingAverage attribute) (SpreadAnalyzer attribute) (Stochastics attribute) (Swings attribute) (VariableIndexDynamicAverage attribute) (VerticalHorizontalFilter attribute) (VolatilityRatio attribute) (VolumeWeightedAveragePrice attribute) (WeightedMovingAverage attribute) (WilderMovingAverage attribute) insert_latency_nanos (LatencyModel attribute) (LatencyModelConfig attribute) inst_id_codes() (OKXInstrumentProvider method), [1] 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) (OrderMatchingEngine attribute) (PolymarketDataLoader property) (PositionSizer attribute) (QuoteTickDataWrangler attribute) (TradeTickDataWrangler attribute) instrument() (Cache method), [1] (CacheFacade method) instrument_class (BettingInstrument attribute) (BinaryOption attribute) (Cfd attribute) (Commodity attribute) (CryptoFuture attribute) (CryptoOption attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (Equity attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (Instrument attribute), [1] (OptionContract attribute) (OptionSpread attribute) (PerpetualContract attribute) (Position attribute), [1] instrument_closes() (BaseDataCatalog method) (ParquetDataCatalog method) instrument_config (BetfairDataClientConfig attribute), [1] (BetfairExecClientConfig attribute), [1] (PolymarketDataClientConfig attribute), [1] (PolymarketExecClientConfig attribute), [1] instrument_families (OKXDataClientConfig attribute), [1] (OKXExecClientConfig attribute), [1] (OKXInstrumentProvider property), [1] instrument_id (BacktestDataConfig attribute) (BarType attribute), [1] (BatchCancelOrders attribute) (BetfairStartingPrice attribute) (BSPOrderBookDelta attribute) (CancelAllOrders attribute) (CancelOrder attribute) (DatabentoImbalance attribute), [1] (DatabentoStatistics attribute), [1] (ExecutionReportCommand attribute) (FundingRateUpdate attribute), [1] (GenerateExecutionMassStatus attribute) (GenerateFillReports attribute) (GenerateOrderStatusReport attribute) (GenerateOrderStatusReports attribute) (GeneratePositionStatusReports attribute) (IndexPriceUpdate attribute) (InstrumentClose attribute), [1] (InstrumentStatus attribute), [1] (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarginBalance attribute), [1] (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (MarkPriceUpdate attribute), [1] (MatchingCore attribute) (ModifyOrder attribute) (Order attribute), [1] (OrderAccepted attribute), [1] (OrderBook attribute), [1] (OrderBookDelta attribute), [1] (OrderBookDeltas attribute), [1] (OrderBookDepth10 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] (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), [1] (PositionAdjusted attribute), [1] (PositionChanged attribute) (PositionClosed attribute) (PositionEvent attribute), [1] (PositionOpened attribute) (QueryOrder attribute) (QuoteTick attribute), [1] (RequestBars attribute) (RequestData attribute) (RequestFundingRates attribute) (RequestInstrument attribute) (RequestInstruments attribute) (RequestJoin attribute) (RequestOrderBookDeltas attribute) (RequestOrderBookDepth attribute) (RequestOrderBookSnapshot attribute) (RequestQuoteTicks attribute) (RequestTradeTicks attribute) (SpreadAnalyzer attribute), [1] (StopLimitOrder attribute) (StopMarketOrder attribute) (SubmitOrder attribute) (SubmitOrderList attribute) (SubscribeBars attribute) (SubscribeData attribute) (SubscribeFundingRates attribute) (SubscribeIndexPrices attribute) (SubscribeInstrument attribute) (SubscribeInstrumentClose attribute) (SubscribeInstruments attribute) (SubscribeInstrumentStatus attribute) (SubscribeMarkPrices attribute) (SubscribeOrderBook attribute) (SubscribeQuoteTicks attribute) (SubscribeTradeTicks attribute) (TradeTick attribute), [1] (TradingCommand attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) (UnsubscribeBars attribute) (UnsubscribeData attribute) (UnsubscribeFundingRates attribute) (UnsubscribeIndexPrices attribute) (UnsubscribeInstrument attribute) (UnsubscribeInstrumentClose attribute) (UnsubscribeInstruments attribute) (UnsubscribeInstrumentStatus attribute) (UnsubscribeMarkPrices attribute) (UnsubscribeOrderBook attribute) (UnsubscribeQuoteTicks attribute) (UnsubscribeTradeTicks attribute) instrument_id_to_bag_contract() (in module nautilus_trader.adapters.interactive_brokers.parsing.instruments) instrument_id_to_ib_contract() (in module nautilus_trader.adapters.interactive_brokers.parsing.instruments) (InteractiveBrokersInstrumentProvider method) instrument_id_to_ib_contract_details() (InteractiveBrokersInstrumentProvider method) instrument_id_to_ib_contract_raw_symbology() (in module nautilus_trader.adapters.interactive_brokers.parsing.instruments) instrument_id_to_ib_contract_simplified_symbology() (in module nautilus_trader.adapters.interactive_brokers.parsing.instruments) instrument_ids (BacktestDataConfig attribute) (DatabentoDataClientConfig attribute), [1] instrument_ids() (Cache method), [1] (CacheFacade method) instrument_provider (BetfairDataClient property) (BetfairDataClientConfig attribute), [1] (BetfairExecClientConfig attribute), [1] (BetfairExecutionClient property) (BinanceDataClientConfig attribute), [1] (BinanceExecClientConfig attribute), [1] (BybitDataClient property) (BybitDataClientConfig attribute), [1] (BybitExecClientConfig attribute), [1] (DatabentoDataClientConfig attribute), [1] (DydxDataClient property), [1] (DydxDataClientConfig attribute), [1] (DydxExecClientConfig attribute), [1] (InteractiveBrokersDataClient property) (InteractiveBrokersDataClientConfig attribute) (InteractiveBrokersExecClientConfig attribute) (InteractiveBrokersExecutionClient property) (LiveDataClientConfig attribute) (LiveExecClientConfig attribute) (OKXDataClient property) (OKXDataClientConfig attribute), [1] (OKXExecClientConfig attribute), [1] (PolymarketDataClientConfig attribute), [1] (PolymarketExecClientConfig attribute), [1] (TardisDataClientConfig attribute), [1] instrument_status() (BaseDataCatalog method) (ParquetDataCatalog method) instrument_types (OKXDataClientConfig attribute), [1] (OKXExecClientConfig attribute), [1] (OKXInstrumentProvider property), [1] InstrumentClose (class in nautilus_trader.model) (class in nautilus_trader.model.data) InstrumentId (class in nautilus_trader.model) (class in nautilus_trader.model.identifiers) InstrumentProvider (class in nautilus_trader.common.providers) InstrumentProviderConfig (class in nautilus_trader.common.config) instruments (SimulatedExchange attribute) 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) instruments_pyo3() (BybitInstrumentProvider method), [1] (DydxInstrumentProvider method), [1] (OKXInstrumentProvider method), [1] InstrumentStatus (class in nautilus_trader.model) (class in nautilus_trader.model.data) INSURANCE_ACCOUNT_NOT_FOUND (BinanceErrorCode attribute) INSURANCE_CLEAR (BinanceFuturesPositionUpdateReason attribute) INSURANCE_FUND (BinanceOrderType attribute) InteractiveBrokersClient (class in nautilus_trader.adapters.interactive_brokers.client.client) InteractiveBrokersDataClient (class in nautilus_trader.adapters.interactive_brokers.data) InteractiveBrokersDataClientConfig (class in nautilus_trader.adapters.interactive_brokers.config) InteractiveBrokersExecClientConfig (class in nautilus_trader.adapters.interactive_brokers.config) InteractiveBrokersExecutionClient (class in nautilus_trader.adapters.interactive_brokers.execution) InteractiveBrokersInstrumentProvider (class in nautilus_trader.adapters.interactive_brokers.providers) InteractiveBrokersInstrumentProviderConfig (class in nautilus_trader.adapters.interactive_brokers.config) InteractiveBrokersLiveDataClientFactory (class in nautilus_trader.adapters.interactive_brokers.factories) InteractiveBrokersLiveExecClientFactory (class in nautilus_trader.adapters.interactive_brokers.factories) intercept (LinearRegression attribute), [1] INTERVAL (RotationMode attribute) interval (Throttler attribute) (TimeBarAggregator attribute) interval_ms (SubscribeOrderBook 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_PEG_OFFSET_TYPE (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) IOC (BinanceTimeInForce attribute) is_activated (TrailingStopLimitOrder attribute), [1] (TrailingStopMarketOrder attribute), [1] is_active() (BetfairMarketStreamClient method) (BetfairOrderStreamClient method) (BetfairRaceStreamClient method) (BetfairStreamClient method) 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), [1] 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_backtest_force_stop() (in module nautilus_trader.common.component) is_bid_initialized (MatchingCore attribute) is_bracket() (OrderList method), [1] is_built() (TradingNode method) 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), [1] is_closed (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (Order attribute), [1] (Position attribute), [1] (StopLimitOrder attribute) (StopMarketOrder attribute) (StreamingFeatherWriter property) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) is_closed() (BetfairMarketStreamClient method) (BetfairOrderStreamClient method) (BetfairRaceStreamClient method) (BetfairStreamClient method) is_completely_flat() (Portfolio method), [1] (PortfolioFacade method), [1] is_composite() (BarType method), [1] (Symbol method), [1] is_connected (BacktestDataClient attribute) (BacktestExecClient attribute) (BacktestMarketDataClient attribute) (BetfairDataClient attribute) (BetfairExecutionClient attribute) (BinanceFuturesDataClient attribute) (BinanceFuturesExecutionClient attribute) (BinanceSpotDataClient attribute) (BinanceSpotExecutionClient attribute) (BybitDataClient attribute) (BybitExecutionClient attribute) (DatabentoDataClient attribute) (DataClient attribute) (DydxDataClient attribute), [1] (DydxExecutionClient attribute), [1] (ExecutionClient attribute) (InteractiveBrokersDataClient attribute) (InteractiveBrokersExecutionClient attribute) (LiveDataClient attribute) (LiveExecutionClient attribute) (LiveMarketDataClient attribute) (MarketDataClient attribute) (OKXDataClient attribute) (OKXExecutionClient attribute) (PolymarketDataClient attribute) (PolymarketExecutionClient attribute) (TardisDataClient 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), [1] is_datetime_utc() (in module nautilus_trader.core.datetime) is_degraded (Actor attribute) (BacktestDataClient attribute) (BacktestExecClient attribute) (BacktestMarketDataClient attribute) (BetfairDataClient attribute) (BetfairExecutionClient attribute) (BinanceFuturesDataClient attribute) (BinanceFuturesExecutionClient attribute) (BinanceSpotDataClient attribute) (BinanceSpotExecutionClient attribute) (BybitDataClient attribute) (BybitExecutionClient attribute) (Component attribute) (Controller attribute) (DatabentoDataClient attribute) (DataClient attribute) (DataEngine attribute) (DydxDataClient attribute), [1] (DydxExecutionClient attribute), [1] (ExecAlgorithm attribute) (ExecutionClient attribute) (ExecutionEngine attribute) (FXRolloverInterestModule attribute) (InteractiveBrokersClient attribute) (InteractiveBrokersDataClient attribute) (InteractiveBrokersExecutionClient attribute) (LiveDataClient attribute) (LiveDataEngine attribute) (LiveExecutionClient attribute) (LiveExecutionEngine attribute) (LiveMarketDataClient attribute) (LiveRiskEngine attribute) (MarketDataClient attribute) (OKXDataClient attribute) (OKXExecutionClient attribute) (OrderEmulator attribute) (PolymarketDataClient attribute) (PolymarketExecutionClient attribute) (RiskEngine attribute) (SimulationModule attribute) (Strategy attribute) (TardisDataClient attribute) (Trader attribute) is_delete (BSPOrderBookDelta attribute) (OrderBookDelta attribute), [1] is_demo (OKXDataClientConfig attribute), [1] (OKXExecClientConfig attribute), [1] is_disconnecting() (BetfairMarketStreamClient method) (BetfairOrderStreamClient method) (BetfairRaceStreamClient method) (BetfairStreamClient method) is_disposed (Actor attribute) (BacktestDataClient attribute) (BacktestExecClient attribute) (BacktestMarketDataClient attribute) (BetfairDataClient attribute) (BetfairExecutionClient attribute) (BinanceFuturesDataClient attribute) (BinanceFuturesExecutionClient attribute) (BinanceSpotDataClient attribute) (BinanceSpotExecutionClient attribute) (BybitDataClient attribute) (BybitExecutionClient attribute) (Component attribute) (Controller attribute) (DatabentoDataClient attribute) (DataClient attribute) (DataEngine attribute) (DydxDataClient attribute), [1] (DydxExecutionClient attribute), [1] (ExecAlgorithm attribute) (ExecutionClient attribute) (ExecutionEngine attribute) (FXRolloverInterestModule attribute) (InteractiveBrokersClient attribute) (InteractiveBrokersDataClient attribute) (InteractiveBrokersExecutionClient attribute) (LiveDataClient attribute) (LiveDataEngine attribute) (LiveExecutionClient attribute) (LiveExecutionEngine attribute) (LiveMarketDataClient attribute) (LiveRiskEngine attribute) (MarketDataClient attribute) (OKXDataClient attribute) (OKXExecutionClient attribute) (OrderEmulator attribute) (PolymarketDataClient attribute) (PolymarketExecutionClient attribute) (RiskEngine attribute) (SimulationModule attribute) (Strategy attribute) (TardisDataClient attribute) (Trader attribute) is_done() (BacktestDataIterator method) is_duplicate_fill() (LimitIfTouchedOrder method) (LimitOrder method) (MarketIfTouchedOrder method) (MarketOrder method) (MarketToLimitOrder method) (Order method), [1] (StopLimitOrder method) (StopMarketOrder method) (TrailingStopLimitOrder method) (TrailingStopMarketOrder method) is_emulated (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (Order attribute), [1] (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) is_exiting() (Strategy method), [1] is_external() (StrategyId method), [1] is_externally_aggregated() (BarType method), [1] is_faulted (Actor attribute) (BacktestDataClient attribute) (BacktestExecClient attribute) (BacktestMarketDataClient attribute) (BetfairDataClient attribute) (BetfairExecutionClient attribute) (BinanceFuturesDataClient attribute) (BinanceFuturesExecutionClient attribute) (BinanceSpotDataClient attribute) (BinanceSpotExecutionClient attribute) (BybitDataClient attribute) (BybitExecutionClient attribute) (Component attribute) (Controller attribute) (DatabentoDataClient attribute) (DataClient attribute) (DataEngine attribute) (DydxDataClient attribute), [1] (DydxExecutionClient attribute), [1] (ExecAlgorithm attribute) (ExecutionClient attribute) (ExecutionEngine attribute) (FXRolloverInterestModule attribute) (InteractiveBrokersClient attribute) (InteractiveBrokersDataClient attribute) (InteractiveBrokersExecutionClient attribute) (LiveDataClient attribute) (LiveDataEngine attribute) (LiveExecutionClient attribute) (LiveExecutionEngine attribute) (LiveMarketDataClient attribute) (LiveRiskEngine attribute) (MarketDataClient attribute) (OKXDataClient attribute) (OKXExecutionClient attribute) (OrderEmulator attribute) (PolymarketDataClient attribute) (PolymarketExecutionClient attribute) (RiskEngine attribute) (SimulationModule attribute) (Strategy attribute) (TardisDataClient attribute) (Trader attribute) is_fiat() (Currency static method), [1] is_flat() (Portfolio method), [1] (PortfolioFacade method), [1] is_frozen_account (SimulatedExchange attribute) is_futures (BinanceAccountType property), [1] is_generic_spread_id() (in module nautilus_trader.model.identifiers) 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), [1] is_initialized (Actor attribute) (BacktestDataClient attribute) (BacktestExecClient attribute) (BacktestMarketDataClient attribute) (BetfairDataClient attribute) (BetfairExecutionClient attribute) (BinanceFuturesDataClient attribute) (BinanceFuturesExecutionClient attribute) (BinanceSpotDataClient attribute) (BinanceSpotExecutionClient attribute) (BybitDataClient attribute) (BybitExecutionClient attribute) (Component attribute) (Controller attribute) (DatabentoDataClient attribute) (DataClient attribute) (DataEngine attribute) (DydxDataClient attribute), [1] (DydxExecutionClient attribute), [1] (ExecAlgorithm attribute) (ExecutionClient attribute) (ExecutionEngine attribute) (FXRolloverInterestModule attribute) (InteractiveBrokersClient attribute) (InteractiveBrokersDataClient attribute) (InteractiveBrokersExecutionClient attribute) (LiveDataClient attribute) (LiveDataEngine attribute) (LiveExecutionClient attribute) (LiveExecutionEngine attribute) (LiveMarketDataClient attribute) (LiveRiskEngine attribute) (MarketDataClient attribute) (OKXDataClient attribute) (OKXExecutionClient attribute) (OrderEmulator attribute) (PolymarketDataClient attribute) (PolymarketExecutionClient attribute) (RiskEngine attribute) (SimulationModule attribute) (Strategy attribute) (TardisDataClient attribute) (Trader attribute) is_integer() (BarAggregation method) (BarIntervalType method) (ContractId method) (MovingAverageType method) is_internally_aggregated() (BarType method), [1] is_inverse (BettingInstrument attribute) (BinaryOption attribute) (Cfd attribute) (Commodity attribute) (CryptoFuture attribute) (CryptoOption attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (Equity attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (Instrument attribute), [1] (OptionContract attribute) (OptionSpread attribute) (PerpetualContract attribute) (Position attribute), [1] is_last_initialized (MatchingCore attribute) is_limit_fillable() (MatchingCore method) is_limit_filled() (BestPriceFillModel method) (CompetitionAwareFillModel method) (FillModel method) (LimitOrderPartialFillModel method) (MarketHoursFillModel method) (OneTickSlippageFillModel method) (ProbabilisticFillModel method) (SizeAwareFillModel method) (ThreeTierFillModel method) (TwoTierFillModel method) (VolumeSensitiveFillModel method) is_limit_marketable() (MatchingCore method) is_limiting (Throttler attribute) is_live (BinanceEnvironment property) is_logged_in() (DockerizedIBGateway static method) is_logging_initialized() (in module nautilus_trader.common.component) is_logging_pyo3() (in module nautilus_trader.common.component) is_long (Position attribute), [1] is_low_liquidity_period() (MarketHoursFillModel method) is_margin (BinanceAccountType property), [1] 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] (OrderStatusReport property) (Position attribute), [1] (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) is_opposite_side() (Position method), [1] 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_order_updated() (OrderStatusReport 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 (CryptoFuture attribute), [1] (CryptoPerpetual attribute), [1] (PerpetualContract 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), [1] is_rate_limit_error() (in module nautilus_trader.adapters.betfair.common) is_reconnecting() (BetfairMarketStreamClient method) (BetfairOrderStreamClient method) (BetfairRaceStreamClient method) (BetfairStreamClient method) 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), [1] (BinanceBar attribute) is_running (Actor attribute) (BacktestDataClient attribute) (BacktestExecClient attribute) (BacktestMarketDataClient attribute) (BarAggregator attribute) (BetfairDataClient attribute) (BetfairExecutionClient attribute) (BinanceFuturesDataClient attribute) (BinanceFuturesExecutionClient attribute) (BinanceSpotDataClient attribute) (BinanceSpotExecutionClient attribute) (BybitDataClient attribute) (BybitExecutionClient attribute) (Component attribute) (Controller attribute) (DatabentoDataClient attribute) (DataClient attribute) (DataEngine attribute) (DydxDataClient attribute), [1] (DydxExecutionClient attribute), [1] (ExecAlgorithm attribute) (ExecutionClient attribute) (ExecutionEngine attribute) (FXRolloverInterestModule attribute) (InteractiveBrokersClient attribute) (InteractiveBrokersDataClient attribute) (InteractiveBrokersExecutionClient attribute) (LiveDataClient attribute) (LiveDataEngine attribute) (LiveExecutionClient attribute) (LiveExecutionEngine attribute) (LiveMarketDataClient attribute) (LiveRiskEngine attribute) (MarketDataClient attribute) (OKXDataClient attribute) (OKXExecutionClient attribute) (OrderEmulator attribute) (PolymarketDataClient attribute) (PolymarketExecutionClient attribute) (RenkoBarAggregator attribute) (RiskEngine attribute) (SimulationModule attribute) (SpreadQuoteAggregator attribute) (Strategy attribute) (TardisDataClient attribute) (TickBarAggregator attribute) (TickImbalanceBarAggregator attribute) (TickRunsBarAggregator attribute) (TimeBarAggregator attribute) (Trader attribute) (ValueBarAggregator attribute) (ValueImbalanceBarAggregator attribute) (ValueRunsBarAggregator attribute) (VolumeBarAggregator attribute) (VolumeImbalanceBarAggregator attribute) (VolumeRunsBarAggregator attribute) is_running() (NautilusKernel method) (TradingNode method) is_sandbox (BinanceEnvironment 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_session_error() (in module nautilus_trader.adapters.betfair.common) is_short (Position attribute), [1] is_short_sell_restricted (InstrumentStatus attribute), [1] is_signal() (Bar class method) (BetfairOrderVoided class method) (BetfairRaceProgress class method) (BetfairRaceRunnerData class method) (BetfairSequenceCompleted class method) (BetfairStartingPrice class method) (BetfairTicker class method) (BettingInstrument class method) (BinanceBar class method) (BinanceFuturesMarkPriceUpdate class method), [1] (BinanceTicker class method) (BinaryOption class method) (BSPOrderBookDelta class method) (Cfd class method) (Commodity class method) (CryptoFuture class method) (CryptoOption class method) (CryptoPerpetual class method) (CurrencyPair class method) (CustomData class method) (Data class method) (Equity class method) (FundingRateUpdate class method) (FuturesContract class method) (FuturesSpread class method) (IndexInstrument class method) (IndexPriceUpdate class method) (Instrument class method) (InstrumentClose class method) (InstrumentStatus class method) (MarkPriceUpdate class method) (NewsEvent class method) (OptionContract class method) (OptionSpread class method) (OrderBook class method) (OrderBookDelta class method) (OrderBookDeltas class method) (OrderBookDepth10 class method) (PerpetualContract class method) (QuoteTick class method) (SyntheticInstrument class method) (TradeTick class method) is_single_price() (Bar method), [1] (BinanceBar method) is_slipped() (BestPriceFillModel method) (CompetitionAwareFillModel method) (FillModel method) (LimitOrderPartialFillModel method) (MarketHoursFillModel method) (OneTickSlippageFillModel method) (ProbabilisticFillModel method) (SizeAwareFillModel method) (ThreeTierFillModel method) (TwoTierFillModel method) (VolumeSensitiveFillModel method) is_snapshot (OrderBookDeltas attribute), [1] 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), [1] is_spot_currency (Position attribute), [1] is_spot_or_margin (BinanceAccountType property), [1] is_spread() (BettingInstrument method) (BinaryOption method) (Cfd method) (Commodity method) (CryptoFuture method) (CryptoOption method) (CryptoPerpetual method) (CurrencyPair method) (Equity method) (FuturesContract method) (FuturesSpread method) (IndexInstrument method) (Instrument method), [1] (OptionContract method) (OptionSpread method) (PerpetualContract method) is_standard() (BarType method), [1] is_stop_triggered() (MatchingCore method) is_stopped (Actor attribute) (BacktestDataClient attribute) (BacktestExecClient attribute) (BacktestMarketDataClient attribute) (BetfairDataClient attribute) (BetfairExecutionClient attribute) (BinanceFuturesDataClient attribute) (BinanceFuturesExecutionClient attribute) (BinanceSpotDataClient attribute) (BinanceSpotExecutionClient attribute) (BybitDataClient attribute) (BybitExecutionClient attribute) (Component attribute) (Controller attribute) (DatabentoDataClient attribute) (DataClient attribute) (DataEngine attribute) (DydxDataClient attribute), [1] (DydxExecutionClient attribute), [1] (ExecAlgorithm attribute) (ExecutionClient attribute) (ExecutionEngine attribute) (FXRolloverInterestModule attribute) (InteractiveBrokersClient attribute) (InteractiveBrokersDataClient attribute) (InteractiveBrokersExecutionClient attribute) (LiveDataClient attribute) (LiveDataEngine attribute) (LiveExecutionClient attribute) (LiveExecutionEngine attribute) (LiveMarketDataClient attribute) (LiveRiskEngine attribute) (MarketDataClient attribute) (OKXDataClient attribute) (OKXExecutionClient attribute) (OrderEmulator attribute) (PolymarketDataClient attribute) (PolymarketExecutionClient attribute) (RiskEngine attribute) (SimulationModule attribute) (Strategy attribute) (TardisDataClient attribute) (Trader attribute) is_streaming_type() (MessageBus method) is_subscribed() (MessageBus method) is_synthetic() (InstrumentId method), [1] (Venue method), [1] is_testnet (DydxDataClientConfig attribute), [1] (DydxExecClientConfig attribute), [1] is_threshold_aggregated() (BarSpecification method), [1] is_time_aggregated() (BarSpecification method), [1] is_touch_triggered() (MatchingCore method) is_trading (InstrumentStatus attribute), [1] 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), [1] isin (Cfd attribute), [1] (Commodity attribute), [1] (Equity attribute), [1] iso4217 (Currency attribute), [1] ISOLATED (BinanceFuturesMarginType attribute) ISOLATED_BALANCE_INSUFFICIENT (BinanceErrorCode attribute) ISOLATED_LEVERAGE_REJECT_WITH_POSITION (BinanceErrorCode attribute) ISOLATED_MARGIN (BinanceAccountType attribute), [1] ISOLATED_REJECT_WITH_JOINT_MARGIN (BinanceErrorCode attribute) ISOLATED_REJECT_WITH_JOINT_MARGIN_2 (BinanceErrorCode attribute) issueDate (IBContractDetails attribute) issuerId (IBContract attribute) iterate() (MatchingCore method) (OrderMatchingEngine 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) (BetfairDataClientConfig method), [1] (BetfairExecClientConfig method), [1] (BetfairInstrumentProviderConfig method), [1] (BinanceDataClientConfig method), [1] (BinanceExecClientConfig method), [1] (BinanceInstrumentProviderConfig method), [1] (BybitDataClientConfig method), [1] (BybitExecClientConfig method), [1] (CacheConfig method) (ComboLeg method) (ControllerConfig method) (DatabaseConfig method) (DatabentoDataClientConfig method), [1] (DataCatalogConfig method) (DataEngineConfig method) (DeltaNeutralContract method) (DockerizedIBGatewayConfig method) (DydxDataClientConfig method), [1] (DydxExecClientConfig method), [1] (ExecAlgorithmConfig method) (ExecEngineConfig method) (FeeModelConfig method) (FillModelConfig method) (FixedFeeModelConfig method) (FXRolloverInterestConfig method) (IBContract method) (IBContractDetails method) (IBOrderTags method) (ImportableActorConfig method) (ImportableConfig method) (ImportableControllerConfig method) (ImportableExecAlgorithmConfig method) (ImportableFactoryConfig method) (ImportableFeeModelConfig method) (ImportableFillModelConfig method) (ImportableLatencyModelConfig method) (ImportableStrategyConfig method) (InstrumentProviderConfig method) (InteractiveBrokersDataClientConfig method) (InteractiveBrokersExecClientConfig method) (InteractiveBrokersInstrumentProviderConfig method) (LatencyModelConfig method) (LiveDataClientConfig method) (LiveDataEngineConfig method) (LiveExecClientConfig method) (LiveExecEngineConfig method) (LiveRiskEngineConfig method) (LoggingConfig method) (MakerTakerFeeModelConfig method) (MarginModelConfig method) (MessageBusConfig method) (NautilusConfig method) (NautilusKernelConfig method) (OKXDataClientConfig method), [1] (OKXExecClientConfig method), [1] (OrderEmulatorConfig method) (PerContractFeeModelConfig method) (PolymarketDataClientConfig method), [1] (PolymarketExecClientConfig method), [1] (PolymarketInstrumentProviderConfig method) (RiskEngineConfig method) (RoutingConfig method) (SimulationModuleConfig method) (StrategyConfig method) (StreamingConfig method) (TardisDataClientConfig method), [1] (TradingNodeConfig method) json_primitives() (ActorConfig method) (BacktestDataConfig method) (BacktestEngineConfig method) (BacktestRunConfig method) (BacktestVenueConfig method) (BetfairDataClientConfig method), [1] (BetfairExecClientConfig method), [1] (BetfairInstrumentProviderConfig method), [1] (BinanceDataClientConfig method), [1] (BinanceExecClientConfig method), [1] (BinanceInstrumentProviderConfig method), [1] (BybitDataClientConfig method), [1] (BybitExecClientConfig method), [1] (CacheConfig method) (ComboLeg method) (ControllerConfig method) (DatabaseConfig method) (DatabentoDataClientConfig method), [1] (DataCatalogConfig method) (DataEngineConfig method) (DeltaNeutralContract method) (DockerizedIBGatewayConfig method) (DydxDataClientConfig method), [1] (DydxExecClientConfig method), [1] (ExecAlgorithmConfig method) (ExecEngineConfig method) (FeeModelConfig method) (FillModelConfig method) (FixedFeeModelConfig method) (FXRolloverInterestConfig method) (IBContract method) (IBContractDetails method) (IBOrderTags method) (ImportableActorConfig method) (ImportableConfig method) (ImportableControllerConfig method) (ImportableExecAlgorithmConfig method) (ImportableFactoryConfig method) (ImportableFeeModelConfig method) (ImportableFillModelConfig method) (ImportableLatencyModelConfig method) (ImportableStrategyConfig method) (InstrumentProviderConfig method) (InteractiveBrokersDataClientConfig method) (InteractiveBrokersExecClientConfig method) (InteractiveBrokersInstrumentProviderConfig method) (LatencyModelConfig method) (LiveDataClientConfig method) (LiveDataEngineConfig method) (LiveExecClientConfig method) (LiveExecEngineConfig method) (LiveRiskEngineConfig method) (LoggingConfig method) (MakerTakerFeeModelConfig method) (MarginModelConfig method) (MessageBusConfig method) (NautilusConfig method) (NautilusKernelConfig method) (OKXDataClientConfig method), [1] (OKXExecClientConfig method), [1] (OrderEmulatorConfig method) (PerContractFeeModelConfig method) (PolymarketDataClientConfig method), [1] (PolymarketExecClientConfig method), [1] (PolymarketInstrumentProviderConfig method) (RiskEngineConfig method) (RoutingConfig method) (SimulationModuleConfig method) (StrategyConfig method) (StreamingConfig method) (TardisDataClientConfig method), [1] (TradingNodeConfig method)

json_schema() (ActorConfig class method) (BacktestDataConfig class method) (BacktestEngineConfig class method) (BacktestRunConfig class method) (BacktestVenueConfig class method) (BetfairDataClientConfig class method), [1] (BetfairExecClientConfig class method), [1] (BetfairInstrumentProviderConfig class method), [1] (BinanceDataClientConfig class method), [1] (BinanceExecClientConfig class method), [1] (BinanceInstrumentProviderConfig class method), [1] (BybitDataClientConfig class method), [1] (BybitExecClientConfig class method), [1] (CacheConfig class method) (ComboLeg class method) (ControllerConfig class method) (DatabaseConfig class method) (DatabentoDataClientConfig class method), [1] (DataCatalogConfig class method) (DataEngineConfig class method) (DeltaNeutralContract class method) (DockerizedIBGatewayConfig class method) (DydxDataClientConfig class method), [1] (DydxExecClientConfig class method), [1] (ExecAlgorithmConfig class method) (ExecEngineConfig class method) (FeeModelConfig class method) (FillModelConfig class method) (FixedFeeModelConfig class method) (FXRolloverInterestConfig class method) (IBContract class method) (IBContractDetails class method) (IBOrderTags class method) (ImportableActorConfig class method) (ImportableConfig class method) (ImportableControllerConfig class method) (ImportableExecAlgorithmConfig class method) (ImportableFactoryConfig class method) (ImportableFeeModelConfig class method) (ImportableFillModelConfig class method) (ImportableLatencyModelConfig class method) (ImportableStrategyConfig class method) (InstrumentProviderConfig class method) (InteractiveBrokersDataClientConfig class method) (InteractiveBrokersExecClientConfig class method) (InteractiveBrokersInstrumentProviderConfig class method) (LatencyModelConfig class method) (LiveDataClientConfig class method) (LiveDataEngineConfig class method) (LiveExecClientConfig class method) (LiveExecEngineConfig class method) (LiveRiskEngineConfig class method) (LoggingConfig class method) (MakerTakerFeeModelConfig class method) (MarginModelConfig class method) (MessageBusConfig class method) (NautilusConfig class method) (NautilusKernelConfig class method) (OKXDataClientConfig class method), [1] (OKXExecClientConfig class method), [1] (OrderEmulatorConfig class method) (PerContractFeeModelConfig class method) (PolymarketDataClientConfig class method), [1] (PolymarketExecClientConfig class method), [1] (PolymarketInstrumentProviderConfig class method) (RiskEngineConfig class method) (RoutingConfig class method) (SimulationModuleConfig class method) (StrategyConfig class method) (StreamingConfig class method) (TardisDataClientConfig class method), [1] (TradingNodeConfig class method)

K

k (BollingerBands attribute), [1] k_multiplier (KeltnerChannel attribute), [1] (KeltnerPosition attribute), [1] keep_alive() (BetfairHttpClient method) keep_alive_secs (BetfairDataClientConfig attribute), [1] KeltnerChannel (class in nautilus_trader.indicators) (class in nautilus_trader.indicators.volatility) KeltnerPosition (class in nautilus_trader.indicators) (class in nautilus_trader.indicators.volatility) kernel (BacktestEngine attribute) key_type (BinanceDataClientConfig attribute), [1] (BinanceExecClientConfig attribute), [1]

keys() (CacheDatabaseAdapter method), [1] kijun_period (IchimokuCloud attribute), [1] kijun_sen (IchimokuCloud attribute), [1] kill() (LiveDataEngine method) (LiveExecutionEngine method) (LiveRiskEngine method) KlingerVolumeOscillator (class in nautilus_trader.indicators) (class in nautilus_trader.indicators.volume) kwargs() (TearsheetBarsWithFillsChart method) (TearsheetChart method) (TearsheetCustomChart 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), [1] (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) last_price (BybitTickerData 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), [1] (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) lastTradeDate (IBContract attribute) lastTradeDateOrContractMonth (IBContract attribute) lastTradeTime (IBContractDetails attribute) latency_model (BacktestVenueConfig attribute) (SimulatedExchange attribute) latency_model_path (ImportableLatencyModelConfig attribute) LatencyModel (class in nautilus_trader.backtest.models) LatencyModelConfig (class in nautilus_trader.backtest.config) LatencyModelFactory (class in nautilus_trader.backtest.config) layout (TearsheetConfig attribute) LAYS (OrderSideParser attribute) leaves_qty (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (Order attribute), [1] (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) LEFT_OPEN (BarIntervalType attribute) legs() (BettingInstrument method) (BinaryOption method) (Cfd method) (Commodity method) (CryptoFuture method) (CryptoOption method) (CryptoPerpetual method) (CurrencyPair method) (Equity method) (FuturesContract method) (FuturesSpread method), [1] (IndexInstrument method) (Instrument method), [1] (OptionContract method) (OptionSpread method), [1] (PerpetualContract method) length (Swings attribute), [1] leverage() (MarginAccount method) LEVERAGED (BinanceSpotPermissions attribute) LeveragedMarginModel (class in nautilus_trader.backtest.models) leverages (BacktestVenueConfig attribute) (SimulatedExchange attribute) leverages() (MarginAccount method) LIMIT (BinanceOrderType attribute) limit (RequestBars attribute) (RequestData attribute) (RequestFundingRates attribute) (RequestInstrument attribute) (RequestInstruments attribute) (RequestJoin attribute) (RequestOrderBookDeltas attribute) (RequestOrderBookDepth attribute) (RequestOrderBookSnapshot attribute) (RequestQuoteTicks attribute) (RequestTradeTicks attribute) (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) LimitOrderPartialFillModel (class in nautilus_trader.backtest.models) LINEAR (BybitProductType attribute) LinearRegression (class in nautilus_trader.indicators) (class in nautilus_trader.indicators.trend) 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 (BinanceOrderType attribute) liquidHours (IBContractDetails attribute) liquidity_consumption (BacktestVenueConfig attribute) (SimulatedExchange 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() (BetfairInstrumentProvider method), [1] (BinanceFuturesInstrumentProvider method), [1] (BinanceSpotInstrumentProvider method), [1] (BybitInstrumentProvider method), [1] (DatabentoInstrumentProvider method), [1] (DydxInstrumentProvider method), [1] (InstrumentProvider method) (InteractiveBrokersInstrumentProvider method) (OKXInstrumentProvider method), [1] (PolymarketInstrumentProvider method), [1] (TardisInstrumentProvider method), [1] list_backtest_runs() (BaseDataCatalog method) (ParquetDataCatalog method) list_charts() (in module nautilus_trader.analysis) list_cleared_orders() (BetfairHttpClient method) list_current_orders() (BetfairHttpClient method) list_data_types() (BaseDataCatalog method) (ParquetDataCatalog method) list_from_capsule() (BSPOrderBookDelta static method) (OrderBookDelta static method), [1] (OrderBookDepth10 static method), [1] (QuoteTick static method), [1] (TradeTick static method), [1] list_generic_data_types() (BaseDataCatalog method) (ParquetDataCatalog method) list_live_runs() (BaseDataCatalog method) (ParquetDataCatalog method) list_market_catalogue() (BetfairHttpClient method) list_navigation() (BetfairHttpClient method) list_themes() (in module nautilus_trader.analysis) list_tick_schemes() (in module nautilus_trader.model.tick_scheme.base) list_venues() (BacktestEngine method) LISTEN_KEY_EXPIRED (BinanceFuturesEventType attribute) listenKeyExpired (BinanceSpotEventType attribute) listStatus (BinanceSpotEventType attribute) LIVE (BinanceEnvironment attribute) (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) (BetfairInstrumentProvider method), [1] (BinanceFuturesInstrumentProvider method), [1] (BinanceOrderBookDeltaDataLoader class method) (BinanceSpotInstrumentProvider method), [1] (BybitInstrumentProvider method), [1] (BybitOrderBookDeltaDataLoader class method) (CacheDatabaseAdapter method), [1] (Controller method) (DatabentoInstrumentProvider method), [1] (DydxInstrumentProvider method), [1] (ExecAlgorithm method) (FXRolloverInterestModule method) (InstrumentProvider method) (InteractiveBrokersInstrumentProvider method) (OKXInstrumentProvider method), [1] (OrderEmulator method) (PolymarketInstrumentProvider method), [1] (SimulationModule method) (Strategy method) (TardisInstrumentProvider method), [1] (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 (BetfairInstrumentProviderConfig attribute), [1] (BinanceInstrumentProviderConfig attribute), [1] (InstrumentProviderConfig attribute) (InteractiveBrokersInstrumentProviderConfig attribute) (PolymarketInstrumentProviderConfig attribute) load_all() (BetfairInstrumentProvider method), [1] (BinanceFuturesInstrumentProvider method), [1] (BinanceSpotInstrumentProvider method), [1] (BybitInstrumentProvider method), [1] (CacheDatabaseAdapter method), [1] (DatabentoInstrumentProvider method), [1] (DydxInstrumentProvider method), [1] (InstrumentProvider method) (InteractiveBrokersInstrumentProvider method) (OKXInstrumentProvider method), [1] (PolymarketInstrumentProvider method), [1] (TardisInstrumentProvider method), [1] load_all_async() (BetfairInstrumentProvider method), [1] (BinanceFuturesInstrumentProvider method), [1] (BinanceSpotInstrumentProvider method), [1] (BybitInstrumentProvider method), [1] (DatabentoInstrumentProvider method), [1] (DydxInstrumentProvider method), [1] (InstrumentProvider method) (InteractiveBrokersInstrumentProvider method) (OKXInstrumentProvider method), [1] (PolymarketInstrumentProvider method), [1] (TardisInstrumentProvider method), [1] load_async() (BetfairInstrumentProvider method), [1] (BinanceFuturesInstrumentProvider method), [1] (BinanceSpotInstrumentProvider method), [1] (BybitInstrumentProvider method), [1] (DatabentoInstrumentProvider method), [1] (DydxInstrumentProvider method), [1] (InstrumentProvider method) (InteractiveBrokersInstrumentProvider method) (OKXInstrumentProvider method), [1] (PolymarketInstrumentProvider method), [1] (TardisInstrumentProvider method), [1] load_cache (ExecEngineConfig attribute) (LiveExecEngineConfig attribute) load_cache() (ExecutionEngine method) (LiveExecutionEngine method) load_catalog() (BacktestNode class method) load_contracts (InteractiveBrokersInstrumentProviderConfig attribute) load_currencies() (CacheDatabaseAdapter method), [1] load_currency() (CacheDatabaseAdapter method), [1] load_data_config() (BacktestNode class method) load_deltas() (TardisCSVDataLoader method), [1] load_depth10() (TardisCSVDataLoader method), [1] load_funding_rates() (TardisCSVDataLoader method), [1] load_ids (BetfairInstrumentProviderConfig attribute), [1] (BinanceInstrumentProviderConfig attribute), [1] (InstrumentProviderConfig attribute) (InteractiveBrokersInstrumentProviderConfig attribute) (PolymarketInstrumentProviderConfig attribute) load_ids() (BetfairInstrumentProvider method), [1] (BinanceFuturesInstrumentProvider method), [1] (BinanceSpotInstrumentProvider method), [1] (BybitInstrumentProvider method), [1] (DatabentoInstrumentProvider method), [1] (DydxInstrumentProvider method), [1] (InstrumentProvider method) (InteractiveBrokersInstrumentProvider method) (OKXInstrumentProvider method), [1] (PolymarketInstrumentProvider method), [1] (TardisInstrumentProvider method), [1] load_ids_async() (BetfairInstrumentProvider method), [1] (BinanceFuturesInstrumentProvider method), [1] (BinanceSpotInstrumentProvider method), [1] (BybitInstrumentProvider method), [1] (DatabentoInstrumentProvider method), [1] (DydxInstrumentProvider method), [1] (InstrumentProvider method) (InteractiveBrokersInstrumentProvider method) (OKXInstrumentProvider method), [1] (PolymarketInstrumentProvider method), [1] (TardisInstrumentProvider method), [1] load_ids_with_return_async() (InteractiveBrokersInstrumentProvider 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_markets() (in module nautilus_trader.adapters.betfair.providers) load_markets_metadata() (in module nautilus_trader.adapters.betfair.providers) 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_quotes() (TardisCSVDataLoader 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] load_trades() (PolymarketDataLoader method) (TardisCSVDataLoader method), [1] load_with_return_async() (InteractiveBrokersInstrumentProvider method) local_now() (Clock method) (LiveClock method) (TestClock method) localSymbol (IBContract attribute) locked (AccountBalance attribute), [1] log (Actor attribute) (Controller attribute) (ExecAlgorithm attribute) (FXRolloverInterestModule attribute) (OrderEmulator attribute) (SimulationModule attribute) (Strategy attribute) log_backtest_exception() (BacktestNode method) 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_commands (ActorConfig attribute) (ControllerConfig attribute) (ExecAlgorithmConfig attribute) (FXRolloverInterestConfig attribute) (OrderManager attribute) (SimulationModuleConfig attribute) (StrategyConfig attribute) log_component_levels (LoggingConfig attribute) log_components_only (LoggingConfig attribute) log_diagnostics() (FXRolloverInterestModule method) (SimulationModule method) log_directory (LoggingConfig attribute) log_events (ActorConfig attribute) (ControllerConfig attribute) (ExecAlgorithmConfig attribute) (FXRolloverInterestConfig attribute) (OrderManager attribute) (SimulationModuleConfig attribute) (StrategyConfig attribute) log_file_format (LoggingConfig attribute) log_file_max_backup_count (LoggingConfig attribute) log_file_max_size (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_raw_ws_messages (PolymarketExecClientConfig attribute), [1] log_receipt_level (GenerateOrderStatusReports attribute) (GeneratePositionStatusReports attribute) log_rejected_due_post_only_as_warning (BinanceExecClientConfig attribute), [1] (StrategyConfig attribute) log_sysinfo() (in module nautilus_trader.common.component) log_warnings (BetfairInstrumentProviderConfig attribute), [1] (BinanceInstrumentProviderConfig attribute), [1] (InstrumentProviderConfig attribute) (InteractiveBrokersInstrumentProviderConfig attribute) (PolymarketInstrumentProviderConfig attribute) logAnswer (InteractiveBrokersClient 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) logRequest() (InteractiveBrokersClient method) LONG (BinanceFuturesPositionSide attribute) long_run (ArcherMovingAveragesTrends attribute), [1] longName (IBContractDetails attribute) LongRatio (class in nautilus_trader.analysis) 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) (CryptoOption attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (Equity attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (Instrument attribute), [1] (OptionContract attribute) (OptionSpread attribute) (PerpetualContract attribute) low (Bar attribute), [1] (BinanceBar attribute) LOW (NewsImpact attribute) low_datetime (Swings attribute), [1] low_price (Swings attribute), [1] low_price24h (BybitTickerData attribute) lower (BollingerBands attribute), [1] (DonchianChannel attribute), [1] (KeltnerChannel attribute), [1] lower_wick_size (FuzzyCandle attribute), [1]

M

ma_type (Stochastics attribute), [1] machine_id (BacktestEngine attribute) (BacktestResult attribute) (NautilusKernel property) (TradingNode property) maintenance (MarginBalance attribute), [1] make_instruments() (in module nautilus_trader.adapters.betfair.providers) make_price() (BettingInstrument method) (BinaryOption method) (Cfd method) (Commodity method) (CryptoFuture method) (CryptoOption method) (CryptoPerpetual method) (CurrencyPair method) (Equity method) (FuturesContract method) (FuturesSpread method) (IndexInstrument method) (Instrument method), [1] (OptionContract method) (OptionSpread method) (PerpetualContract method) make_qty() (BettingInstrument method) (BinaryOption method) (Cfd method) (Commodity method) (CryptoFuture method) (CryptoOption method) (CryptoPerpetual method) (CurrencyPair method) (Equity method) (FuturesContract method) (FuturesSpread method) (IndexInstrument method) (Instrument method), [1] (OptionContract method) (OptionSpread method) (PerpetualContract method) make_symbol() (in module nautilus_trader.model.instruments.betting) MAKER (PolymarketLiquiditySide attribute) maker_fee (BettingInstrument attribute) (BinaryOption attribute) (Cfd attribute) (Commodity attribute) (CryptoFuture attribute) (CryptoOption attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (Equity attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (Instrument attribute), [1] (OptionContract attribute) (OptionSpread attribute) (PerpetualContract attribute) MakerTakerFeeModel (class in nautilus_trader.backtest.models) MakerTakerFeeModelConfig (class in nautilus_trader.backtest.config) manage_contingent_orders (Strategy attribute), [1] (StrategyConfig attribute) manage_gtd_expiry (Strategy attribute), [1] (StrategyConfig attribute) manage_own_order_books (ExecEngineConfig attribute) (ExecutionEngine attribute) (LiveExecEngineConfig attribute) (LiveExecutionEngine attribute) manage_stop (StrategyConfig attribute) managed (SubscribeOrderBook attribute) MANDATORY_PARAM_EMPTY_OR_MALFORMED (BinanceErrorCode attribute) map_actions() (BinanceOrderBookDeltaDataLoader class method) (BybitOrderBookDeltaDataLoader class method) map_flags() (BinanceOrderBookDeltaDataLoader class method) (BybitOrderBookDeltaDataLoader class method) map_sides() (BinanceOrderBookDeltaDataLoader class method) (BybitOrderBookDeltaDataLoader class method) MARGIN (BinanceAccountType attribute), [1] (BinanceSecurityType attribute) (BinanceSpotPermissions attribute) margin() (MarginAccount method) MARGIN_CALL (BinanceFuturesEventType attribute) margin_init (BettingInstrument attribute) (BinaryOption attribute) (Cfd attribute) (Commodity attribute) (CryptoFuture attribute) (CryptoOption attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (Equity attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (Instrument attribute), [1] (OptionContract attribute) (OptionSpread attribute) (PerpetualContract attribute) margin_init() (MarginAccount method) margin_maint (BettingInstrument attribute) (BinaryOption attribute) (Cfd attribute) (Commodity attribute) (CryptoFuture attribute) (CryptoOption attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (Equity attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (Instrument attribute), [1] (OptionContract attribute) (OptionSpread attribute) (PerpetualContract attribute) margin_maint() (MarginAccount method) margin_mode (BybitExecClientConfig attribute), [1] (OKXExecClientConfig attribute), [1] margin_model (BacktestVenueConfig attribute) (SimulatedExchange 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) (class in nautilus_trader.model.objects) MarginModel (class in nautilus_trader.backtest.models) MarginModelConfig (class in nautilus_trader.backtest.config) MarginModelFactory (class in nautilus_trader.backtest.config) 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) mark_price (BybitTickerData attribute) mark_price() (Cache method), [1] (CacheFacade method) mark_price_count() (Cache method), [1] (CacheFacade method) mark_prices() (Cache method), [1] (CacheFacade method) MARKET (BinanceOrderType attribute) market() (OrderFactory method) market_catalog_to_instruments() (in module nautilus_trader.adapters.betfair.providers) MARKET_DATA (BinanceSecurityType attribute) market_data_type (InteractiveBrokersDataClientConfig attribute) market_definition_to_instruments() (in module nautilus_trader.adapters.betfair.providers) market_exit() (Strategy method), [1] market_exit_interval_ms (StrategyConfig attribute) market_exit_max_attempts (StrategyConfig attribute) market_exit_reduce_only (StrategyConfig attribute) market_exit_strategy() (Controller method), [1] (Trader method), [1] market_exit_strategy_from_id() (Controller method), [1] market_exit_time_in_force (StrategyConfig attribute) market_id (BettingInstrument attribute), [1] market_ids (BetfairInstrumentProviderConfig 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_status (OrderMatchingEngine attribute) market_to_limit() (OrderFactory method) market_type (BettingInstrument attribute), [1] market_types (BetfairInstrumentProviderConfig attribute), [1] MarketDataClient (class in nautilus_trader.data.client) MarketHoursFillModel (class in nautilus_trader.backtest.models) MarketIfTouchedOrder (class in nautilus_trader.model.orders) (class in nautilus_trader.model.orders.market_if_touched) marketName (IBContractDetails attribute) MarketOrder (class in nautilus_trader.model.orders) (class in nautilus_trader.model.orders.market) marketRuleIds (IBContractDetails attribute) MarketToLimitOrder (class in nautilus_trader.model.orders) (class in nautilus_trader.model.orders.market_to_limit) MarkPriceUpdate (class in nautilus_trader.model) (class in nautilus_trader.model.data) 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) match_trailing_stop_limit_order() (MatchingCore method) match_trailing_stop_market_order() (MatchingCore method) MATCHED (PolymarketOrderStatus attribute) (PolymarketTradeStatus attribute) MatchingCore (class in nautilus_trader.execution.matching_core) maturity (IBContractDetails attribute) max_date() (in module nautilus_trader.core.datetime) max_expiry_days (IBContract attribute) (InteractiveBrokersInstrumentProviderConfig attribute) max_file_size (StreamingConfig attribute) MAX_LEVERAGE_RATIO (BinanceErrorCode attribute) max_market_start_time (BetfairInstrumentProviderConfig attribute), [1] max_notional (BettingInstrument attribute) (BinaryOption attribute) (Cfd attribute) (Commodity attribute) (CryptoFuture attribute) (CryptoOption attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (Equity attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (Instrument attribute), [1] (OptionContract attribute) (OptionSpread attribute) (PerpetualContract attribute) 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_ORDER_AMENDS (BinanceSymbolFilterType attribute) MAX_NUM_ORDER_LISTS (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) (CryptoOption attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (Equity attribute) (FixedTickScheme attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (Instrument attribute), [1] (OptionContract attribute) (OptionSpread attribute) (PerpetualContract attribute) (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) (CryptoOption attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (Equity attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (Instrument attribute), [1] (OptionContract attribute) (OptionSpread attribute) (PerpetualContract attribute) max_retries (BinanceExecClientConfig attribute), [1] (BybitDataClientConfig attribute), [1] (BybitExecClientConfig attribute), [1] (DydxDataClientConfig attribute), [1] (DydxExecClientConfig attribute), [1] (OKXDataClientConfig attribute), [1] (OKXExecClientConfig attribute), [1] (PolymarketExecClientConfig attribute), [1] max_single_order_queries_per_cycle (LiveExecEngineConfig attribute) MAX_STOP_ORDER_EXCEEDED (BinanceErrorCode attribute) MaxDrawdown (class in nautilus_trader.analysis) MaxLoser (class in nautilus_trader.analysis) MaxWinner (class in nautilus_trader.analysis) 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) mdSizeMultiplier (IBContractDetails attribute) ME_RECVWINDOW_REJECT (BinanceErrorCode attribute) MEDIUM (NewsImpact attribute) message (BybitMarginBorrowResult attribute) (BybitMarginRepayResult attribute) (DatabentoSubscriptionAck 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), [1] middle (BollingerBands attribute), [1] (DonchianChannel attribute), [1] (KeltnerChannel attribute), [1] midpoint() (OrderBook method), [1] MILLISECOND (BarAggregation attribute) min_date() (in module nautilus_trader.core.datetime) min_expiry_days (IBContract attribute) (InteractiveBrokersInstrumentProviderConfig attribute) MIN_LEVERAGE_RATIO (BinanceErrorCode attribute) min_market_start_time (BetfairInstrumentProviderConfig attribute), [1] min_notional (BettingInstrument attribute) MIN_NOTIONAL (BinanceErrorCode attribute) (BinanceSymbolFilterType attribute) min_notional (BinaryOption attribute) (Cfd attribute) (Commodity attribute) (CryptoFuture attribute) (CryptoOption attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (Equity attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (Instrument attribute), [1] (OptionContract attribute) (OptionSpread attribute) (PerpetualContract attribute) min_price (BettingInstrument attribute) (BinaryOption attribute) (Cfd attribute) (Commodity attribute) (CryptoFuture attribute) (CryptoOption attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (Equity attribute) (FixedTickScheme attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (Instrument attribute), [1] (OptionContract attribute) (OptionSpread attribute) (PerpetualContract attribute) (TickScheme attribute) (TieredTickScheme attribute)

min_quantity (BettingInstrument attribute) (BinaryOption attribute) (Cfd attribute) (Commodity attribute) (CryptoFuture attribute) (CryptoOption attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (Equity attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (Instrument attribute), [1] (OptionContract attribute) (OptionSpread attribute) (PerpetualContract attribute) minAlgoSize (IBContractDetails attribute) MINED (PolymarketTradeStatus attribute) MinLoser (class in nautilus_trader.analysis) minSize (IBContractDetails attribute) minTick (IBContractDetails attribute) MINUTE (BarAggregation attribute) (BinanceRateLimitInterval attribute) MINUTE_1 (BinanceKlineInterval attribute) MINUTE_15 (BinanceKlineInterval attribute) MINUTE_3 (BinanceKlineInterval attribute) MINUTE_30 (BinanceKlineInterval attribute) MINUTE_5 (BinanceKlineInterval attribute) MinWinner (class in nautilus_trader.analysis) missing_writers (StreamingFeatherWriter attribute) model_type (MarginModelConfig attribute) modify_order() (BacktestExecClient method) (BetfairExecutionClient method) (BinanceFuturesExecutionClient method) (BinanceSpotExecutionClient method) (BybitExecutionClient method) (DydxExecutionClient method), [1] (ExecAlgorithm method) (ExecutionClient method) (InteractiveBrokersExecutionClient method) (LiveExecutionClient method) (OKXExecutionClient method) (PolymarketExecutionClient 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.client nautilus_trader.adapters.betfair.common nautilus_trader.adapters.betfair.config nautilus_trader.adapters.betfair.data nautilus_trader.adapters.betfair.data_types nautilus_trader.adapters.betfair.execution nautilus_trader.adapters.betfair.factories nautilus_trader.adapters.betfair.orderbook nautilus_trader.adapters.betfair.providers nautilus_trader.adapters.betfair.sockets 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.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.dydx.data nautilus_trader.adapters.dydx.execution nautilus_trader.adapters.dydx.factories nautilus_trader.adapters.dydx.providers nautilus_trader.adapters.interactive_brokers nautilus_trader.adapters.interactive_brokers.client.client nautilus_trader.adapters.interactive_brokers.common nautilus_trader.adapters.interactive_brokers.config nautilus_trader.adapters.interactive_brokers.data nautilus_trader.adapters.interactive_brokers.execution nautilus_trader.adapters.interactive_brokers.factories nautilus_trader.adapters.interactive_brokers.gateway nautilus_trader.adapters.interactive_brokers.historical.client nautilus_trader.adapters.interactive_brokers.parsing.execution nautilus_trader.adapters.interactive_brokers.parsing.instruments nautilus_trader.adapters.interactive_brokers.providers 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.polymarket.data nautilus_trader.adapters.polymarket.execution nautilus_trader.adapters.polymarket.factories nautilus_trader.adapters.polymarket.providers nautilus_trader.adapters.tardis nautilus_trader.adapters.tardis.config nautilus_trader.adapters.tardis.data nautilus_trader.adapters.tardis.factories nautilus_trader.adapters.tardis.loaders nautilus_trader.adapters.tardis.providers 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.averages nautilus_trader.indicators.fuzzy_candlesticks nautilus_trader.indicators.momentum nautilus_trader.indicators.spread_analyzer nautilus_trader.indicators.trend nautilus_trader.indicators.volatility nautilus_trader.indicators.volume 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_option 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.option_contract nautilus_trader.model.instruments.option_spread nautilus_trader.model.instruments.perpetual_contract 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) (SimulatedExchange attribute) Money (class in nautilus_trader.model) (class in nautilus_trader.model.objects) MONTH (BarAggregation attribute) MONTH_1 (BinanceKlineInterval attribute) MORE_THAN_XX_HOURS (BinanceErrorCode attribute) MOVE_ORDER_NOT_ALLOWED_SYMBOL_REASON (BinanceErrorCode attribute) MOVING_AVERAGE (StochasticsDMethod attribute), [1] MovingAverage (class in nautilus_trader.indicators) (class in nautilus_trader.indicators.averages) MovingAverageConvergenceDivergence (class in nautilus_trader.indicators) (class in nautilus_trader.indicators.trend) MovingAverageFactory (class in nautilus_trader.indicators) (class in nautilus_trader.indicators.averages) MovingAverageType (class in nautilus_trader.indicators) (class in nautilus_trader.indicators.averages) msgbus (Actor attribute) (Controller attribute) (ExecAlgorithm attribute) (FXRolloverInterestModule attribute) (NautilusKernel property) (OrderEmulator attribute) (OrderMatchingEngine attribute) (SimulatedExchange 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) (CryptoOption attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (Equity attribute) (FuturesContract attribute) (FuturesSpread attribute) (IBContract attribute) (IndexInstrument attribute) (Instrument attribute), [1] (OptionContract attribute) (OptionSpread attribute) (PerpetualContract attribute) (Position attribute), [1] MULTIPLIER_DECIMAL_LESS_THAN_ZERO (BinanceErrorCode attribute) MULTIPLIER_DOWN_LESS_THAN_ZERO (BinanceErrorCode attribute) MULTIPLIER_UP_LESS_THAN_ZERO (BinanceErrorCode attribute)

N

name (AdaptiveMovingAverage attribute) (ArcherMovingAveragesTrends attribute) (AroonOscillator attribute) (AverageTrueRange attribute) (AvgLoser attribute) (AvgWinner attribute) (BacktestVenueConfig attribute) (Bias attribute) (BollingerBands attribute) (BybitMarginAction attribute) (BybitProductType attribute) (CAGR attribute) (CalmarRatio attribute) (ChandeMomentumOscillator attribute) (CommodityChannelIndex attribute) (Currency attribute), [1] (DataCatalogConfig attribute) (DirectionalMovement attribute) (DonchianChannel attribute) (DoubleExponentialMovingAverage attribute) (EfficiencyRatio attribute) (Expectancy attribute) (ExponentialMovingAverage attribute) (FixedTickScheme attribute) (FuzzyCandlesticks attribute) (HullMovingAverage attribute) (IchimokuCloud attribute) (Indicator attribute) (KeltnerChannel attribute) (KeltnerPosition attribute) (KlingerVolumeOscillator attribute) (LinearRegression attribute) (Logger attribute) (LongRatio attribute) (MaxDrawdown attribute) (MaxLoser attribute) (MaxWinner attribute) (MinLoser attribute) (MinWinner attribute) (MovingAverage attribute) (MovingAverageConvergenceDivergence attribute) (NautilusKernel property) (NewsEvent property) (OnBalanceVolume attribute) (PortfolioStatistic property), [1] (Pressure attribute) (ProfitFactor attribute) (PsychologicalLine attribute) (RateOfChange attribute) (RelativeStrengthIndex attribute) (RelativeVolatilityIndex attribute) (ReturnsAverage attribute) (ReturnsAverageLoss attribute) (ReturnsAverageWin attribute) (ReturnsVolatility attribute) (RiskReturnRatio attribute) (SharpeRatio attribute) (SimpleMovingAverage attribute) (SortinoRatio attribute) (SpreadAnalyzer attribute) (Stochastics attribute) (Swings attribute) (TearsheetBarsWithFillsChart property) (TearsheetChart property) (TearsheetCustomChart property) (TearsheetDistributionChart property) (TearsheetDrawdownChart property) (TearsheetEquityChart property) (TearsheetMonthlyReturnsChart property) (TearsheetRollingSharpeChart property) (TearsheetRunInfoChart property) (TearsheetStatsTableChart property) (TearsheetYearlyReturnsChart property) (Throttler attribute) (TickScheme attribute) (TieredTickScheme attribute) (TimeEvent attribute) (VariableIndexDynamicAverage attribute) (VerticalHorizontalFilter attribute) (VolatilityRatio attribute) (VolumeWeightedAveragePrice attribute) (WeightedMovingAverage attribute) (WilderMovingAverage attribute) (WinRate attribute) nautilus_schema_hook() (in module nautilus_trader.common.config) 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.client module nautilus_trader.adapters.betfair.common module nautilus_trader.adapters.betfair.config module nautilus_trader.adapters.betfair.data module nautilus_trader.adapters.betfair.data_types module nautilus_trader.adapters.betfair.execution module nautilus_trader.adapters.betfair.factories module nautilus_trader.adapters.betfair.orderbook module nautilus_trader.adapters.betfair.providers module nautilus_trader.adapters.betfair.sockets 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.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.dydx.data module nautilus_trader.adapters.dydx.execution module nautilus_trader.adapters.dydx.factories module nautilus_trader.adapters.dydx.providers module nautilus_trader.adapters.interactive_brokers module nautilus_trader.adapters.interactive_brokers.client.client module nautilus_trader.adapters.interactive_brokers.common module nautilus_trader.adapters.interactive_brokers.config module nautilus_trader.adapters.interactive_brokers.data module nautilus_trader.adapters.interactive_brokers.execution module nautilus_trader.adapters.interactive_brokers.factories module nautilus_trader.adapters.interactive_brokers.gateway module nautilus_trader.adapters.interactive_brokers.historical.client module nautilus_trader.adapters.interactive_brokers.parsing.execution module nautilus_trader.adapters.interactive_brokers.parsing.instruments module nautilus_trader.adapters.interactive_brokers.providers 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.polymarket.data module nautilus_trader.adapters.polymarket.execution module nautilus_trader.adapters.polymarket.factories module nautilus_trader.adapters.polymarket.providers module nautilus_trader.adapters.tardis module nautilus_trader.adapters.tardis.config module nautilus_trader.adapters.tardis.data module nautilus_trader.adapters.tardis.factories module nautilus_trader.adapters.tardis.loaders module nautilus_trader.adapters.tardis.providers 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.averages module nautilus_trader.indicators.fuzzy_candlesticks module nautilus_trader.indicators.momentum module nautilus_trader.indicators.spread_analyzer module nautilus_trader.indicators.trend module nautilus_trader.indicators.volatility module nautilus_trader.indicators.volume 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_option 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.option_contract module nautilus_trader.model.instruments.option_spread module nautilus_trader.model.instruments.perpetual_contract 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) neg (DirectionalMovement attribute), [1] 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) NEW_ADL (BinanceOrderStatus attribute) new_composite() (BarType static method), [1] new_generic_spread_id() (in module nautilus_trader.model.identifiers) NEW_INSURANCE (BinanceOrderStatus attribute) NEW_ORDER_REJECTED (BinanceErrorCode attribute) NewsEvent (class in nautilus_trader.trading.filters) NewsImpact (class in nautilus_trader.trading.filters) next() (BacktestDataIterator method) next_ask_price() (BettingInstrument method) (BinaryOption method) (Cfd method) (Commodity method) (CryptoFuture method) (CryptoOption method) (CryptoPerpetual method) (CurrencyPair method) (Equity method) (FixedTickScheme method), [1] (FuturesContract method) (FuturesSpread method) (IndexInstrument method) (Instrument method), [1] (OptionContract method) (OptionSpread method) (PerpetualContract method) (TickScheme method) (TieredTickScheme method), [1] next_ask_prices() (BettingInstrument method) (BinaryOption method) (Cfd method) (Commodity method) (CryptoFuture method) (CryptoOption method) (CryptoPerpetual method) (CurrencyPair method) (Equity method) (FuturesContract method) (FuturesSpread method) (IndexInstrument method) (Instrument method), [1] (OptionContract method) (OptionSpread method) (PerpetualContract method) next_bid_price() (BettingInstrument method) (BinaryOption method) (Cfd method) (Commodity method) (CryptoFuture method) (CryptoOption method) (CryptoPerpetual method) (CurrencyPair method) (Equity method) (FixedTickScheme method), [1] (FuturesContract method) (FuturesSpread method) (IndexInstrument method) (Instrument method), [1] (OptionContract method) (OptionSpread method) (PerpetualContract method) (TickScheme method) (TieredTickScheme method), [1] next_bid_prices() (BettingInstrument method) (BinaryOption method) (Cfd method) (Commodity method) (CryptoFuture method) (CryptoOption method) (CryptoPerpetual method) (CurrencyPair method) (Equity method) (FuturesContract method) (FuturesSpread method) (IndexInstrument method) (Instrument method), [1] (OptionContract method) (OptionSpread method) (PerpetualContract method) next_close_ns (TimeBarAggregator attribute) next_event() (EconomicNewsEventFilter method) next_funding_ns (FundingRateUpdate attribute), [1] next_funding_time (BybitTickerData attribute) NEXT_MONTH (BinanceFuturesContractType attribute) next_order_id() (InteractiveBrokersClient method) NEXT_QUARTER (BinanceFuturesContractType attribute) next_time_ns() (Clock method) (LiveClock method) (TestClock method) nextOptionDate (IBContractDetails attribute) nextOptionPartial (IBContractDetails attribute) nextOptionType (IBContractDetails attribute) 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) (NewsImpact attribute) NonGuaranteed (IBOrderTags attribute) NOT_FOUND (BinanceErrorCode attribute) notes (IBContractDetails attribute) NOTIONAL (BinanceSymbolFilterType attribute) notional_value() (BettingInstrument method), [1] (BinaryOption method) (Cfd method) (Commodity method) (CryptoFuture method), [1] (CryptoOption method), [1] (CryptoPerpetual method), [1] (CurrencyPair method) (Equity method) (FuturesContract method) (FuturesSpread method) (IndexInstrument method) (Instrument method), [1] (OptionContract method) (OptionSpread method) (PerpetualContract method), [1] (Position method), [1] null_handicap() (in module nautilus_trader.model.instruments.betting) numerator (BarAggregation attribute) (BarIntervalType attribute) (ContractId attribute) (MovingAverageType attribute)

O

ocaGroup (IBOrderTags attribute) ocaType (IBOrderTags attribute) OHLCV_1D (DatabentoSchema attribute) OHLCV_1H (DatabentoSchema attribute) OHLCV_1M (DatabentoSchema attribute) OHLCV_1S (DatabentoSchema attribute) OHLCV_EOD (DatabentoSchema attribute) okx_instrument_provider (OKXExecutionClient property) OKXDataClient (class in nautilus_trader.adapters.okx.data) OKXDataClientConfig (class in nautilus_trader.adapters.okx) (class in nautilus_trader.adapters.okx.config) OKXExecClientConfig (class in nautilus_trader.adapters.okx) (class in nautilus_trader.adapters.okx.config) OKXExecutionClient (class in nautilus_trader.adapters.okx.execution) OKXInstrumentProvider (class in nautilus_trader.adapters.okx) (class in nautilus_trader.adapters.okx.providers) OKXLiveDataClientFactory (class in nautilus_trader.adapters.okx) (class in nautilus_trader.adapters.okx.factories) OKXLiveExecClientFactory (class in nautilus_trader.adapters.okx) (class in nautilus_trader.adapters.okx.factories) oms_type (BacktestExecClient attribute) (BacktestVenueConfig attribute) (BetfairExecutionClient attribute) (BinanceFuturesExecutionClient attribute) (BinanceSpotExecutionClient attribute) (BybitExecutionClient attribute) (DydxExecutionClient attribute), [1] (ExecutionClient attribute) (InteractiveBrokersExecutionClient attribute) (LiveExecutionClient attribute) (OKXExecutionClient attribute) (OrderMatchingEngine attribute) (PolymarketExecutionClient attribute) (SimulatedExchange attribute) (Strategy attribute), [1] (StrategyConfig attribute) on_api_exception() (BetfairExecutionClient method) 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_funding_rate() (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_index_price() (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_mark_price() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) on_market_exit() (Strategy method), [1] on_market_update() (BetfairDataClient 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_book_depth() (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() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule 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) (Portfolio method), [1] (Strategy method), [1] on_order_expired() (ExecAlgorithm method) (Strategy method), [1] on_order_filled() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule 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) (Portfolio method), [1] (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_race_stream_update() (BetfairDataClient 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_signal() (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) OnBalanceVolume (class in nautilus_trader.indicators) (class in nautilus_trader.indicators.volume) OneTickSlippageFillModel (class in nautilus_trader.backtest.models) open (Bar attribute), [1] (BinanceBar attribute) open_check_interval_secs (LiveExecEngineConfig attribute) open_check_lookback_mins (LiveExecEngineConfig attribute) open_check_missing_retries (LiveExecEngineConfig attribute) open_check_open_only (LiveExecEngineConfig attribute) open_check_threshold_ms (LiveExecEngineConfig attribute) open_interest (BybitTickerData attribute) open_only (GenerateOrderStatusReports attribute) openClose (ComboLeg attribute) opening_order_id (Position attribute), [1] (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) optimize_file_loading (BacktestDataConfig attribute) OPTION (BybitProductType attribute) option_kind (CryptoOption attribute), [1] (OptionContract attribute), [1] OPTIONAL_PARAMS_BAD_COMBO (BinanceErrorCode attribute) OptionContract (class in nautilus_trader.model.instruments) (class in nautilus_trader.model.instruments.option_contract) options (OrderInitialized attribute), [1] OPTIONS_AMOUNT_BIGGER_THAN_UPPER (BinanceErrorCode attribute) options_chain_exchange (IBContract 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) OptionSpread (class in nautilus_trader.model.instruments) (class in nautilus_trader.model.instruments.option_spread) ORDER (BinanceFuturesPositionUpdateReason attribute) order (BSPOrderBookDelta attribute) Order (class in nautilus_trader.model.orders) (class in nautilus_trader.model.orders.base) order (OrderBookDelta attribute), [1] (SubmitOrder attribute) order() (Cache method), [1] (CacheFacade method) ORDER_AMEND_KEEP_PRIORITY_FAILED (BinanceErrorCode attribute) 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) (OrderMatchingEngine method) order_factory (Strategy attribute), [1] order_id (BookOrder attribute), [1] 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_QUERY_DUAL_ID_NOT_FOUND (BinanceErrorCode attribute) ORDER_REJECTION_CODES (InteractiveBrokersClient attribute) order_reports (ExecutionMassStatus property) order_request_rate_per_second (BetfairExecClientConfig attribute), [1] order_side (CancelAllOrders attribute) (OrderFilled attribute), [1] order_side_to_bet_side() (in module nautilus_trader.model.instruments.betting) 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) (class in nautilus_trader.model.book) OrderBookDelta (class in nautilus_trader.model) (class in nautilus_trader.model.data) OrderBookDeltaDataWrangler (class in nautilus_trader.persistence.wranglers) OrderBookDeltas (class in nautilus_trader.model) (class in nautilus_trader.model.data) OrderBookDepth10 (class in nautilus_trader.model) (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) (class in nautilus_trader.model.identifiers) OrderListIdGenerator (class in nautilus_trader.common.generators) OrderManager (class in nautilus_trader.execution.manager) OrderMatchingEngine (class in nautilus_trader.backtest.engine) 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() (BookLevel method), [1] (Cache method), [1] (CacheFacade 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) OrderSideParser (class in nautilus_trader.adapters.betfair.common) 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) orderTypes (IBContractDetails attribute) OrderUnpacker (class in nautilus_trader.model.orders) OrderUpdated (class in nautilus_trader.model.events) (class in nautilus_trader.model.events.order) oto_full_trigger (SimulatedExchange attribute) oto_trigger_mode (BacktestVenueConfig attribute) outboundAccountPosition (BinanceSpotEventType attribute) outcome (BinaryOption attribute), [1] outsideRth (IBOrderTags attribute) overfill_qty (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (Order attribute), [1] (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) own_ask_orders() (Cache method), [1] (CacheFacade method) own_bid_orders() (Cache method), [1] (CacheFacade method) own_books_audit_interval_secs (LiveExecEngineConfig attribute) own_order_book() (Cache method), [1] (CacheFacade method)

P

paired_qty (DatabentoImbalance attribute), [1] PARAM_EMPTY (BinanceErrorCode attribute) PARAM_NOT_REQUIRED (BinanceErrorCode attribute) params (BatchCancelOrders attribute) (CancelAllOrders attribute) (CancelOrder attribute) (DataCommand attribute) (DataResponse attribute) (ExecutionReportCommand attribute) (GenerateExecutionMassStatus attribute) (GenerateFillReports attribute) (GenerateOrderStatusReport attribute) (GenerateOrderStatusReports attribute) (GeneratePositionStatusReports attribute) (ModifyOrder attribute) (QueryAccount attribute) (QueryOrder attribute) (RequestBars attribute) (RequestData attribute) (RequestFundingRates attribute) (RequestInstrument attribute) (RequestInstruments attribute) (RequestJoin attribute) (RequestOrderBookDeltas attribute) (RequestOrderBookDepth attribute) (RequestOrderBookSnapshot attribute) (RequestQuoteTicks attribute) (RequestTradeTicks attribute) (SubmitOrder attribute) (SubmitOrderList attribute) (SubscribeBars attribute) (SubscribeData attribute) (SubscribeFundingRates attribute) (SubscribeIndexPrices attribute) (SubscribeInstrument attribute) (SubscribeInstrumentClose attribute) (SubscribeInstruments attribute) (SubscribeInstrumentStatus attribute) (SubscribeMarkPrices attribute) (SubscribeOrderBook attribute) (SubscribeQuoteTicks attribute) (SubscribeTradeTicks attribute) (TradingCommand attribute) (UnsubscribeBars attribute) (UnsubscribeData attribute) (UnsubscribeFundingRates attribute) (UnsubscribeIndexPrices attribute) (UnsubscribeInstrument attribute) (UnsubscribeInstrumentClose attribute) (UnsubscribeInstruments attribute) (UnsubscribeInstrumentStatus attribute) (UnsubscribeMarkPrices attribute) (UnsubscribeOrderBook attribute) (UnsubscribeQuoteTicks attribute) (UnsubscribeTradeTicks 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) (BetfairDataClientConfig class method), [1] (BetfairExecClientConfig class method), [1] (BetfairInstrumentProviderConfig class method), [1] (BetfairParser method) (BinanceDataClientConfig class method), [1] (BinanceExecClientConfig class method), [1] (BinanceInstrumentProviderConfig class method), [1] (BybitDataClientConfig class method), [1] (BybitExecClientConfig class method), [1] (CacheConfig class method) (ComboLeg class method) (ControllerConfig class method) (DatabaseConfig class method) (DatabentoDataClientConfig class method), [1] (DataCatalogConfig class method) (DataEngineConfig class method) (DeltaNeutralContract class method) (DockerizedIBGatewayConfig class method) (DydxDataClientConfig class method), [1] (DydxExecClientConfig class method), [1] (ExecAlgorithmConfig class method) (ExecEngineConfig class method) (FeeModelConfig class method) (FillModelConfig class method) (FixedFeeModelConfig class method) (FXRolloverInterestConfig class method) (IBContract class method) (IBContractDetails class method) (IBOrderTags class method) (ImportableActorConfig class method) (ImportableConfig class method) (ImportableControllerConfig class method) (ImportableExecAlgorithmConfig class method) (ImportableFactoryConfig class method) (ImportableFeeModelConfig class method) (ImportableFillModelConfig class method) (ImportableLatencyModelConfig class method) (ImportableStrategyConfig class method) (InstrumentProviderConfig class method) (InteractiveBrokersDataClientConfig class method) (InteractiveBrokersExecClientConfig class method) (InteractiveBrokersInstrumentProviderConfig class method) (LatencyModelConfig class method) (LiveDataClientConfig class method) (LiveDataEngineConfig class method) (LiveExecClientConfig class method) (LiveExecEngineConfig class method) (LiveRiskEngineConfig class method) (LoggingConfig class method) (MakerTakerFeeModelConfig class method) (MarginModelConfig class method) (MessageBusConfig class method) (NautilusConfig class method) (NautilusKernelConfig class method) (OKXDataClientConfig class method), [1] (OKXExecClientConfig class method), [1] (OrderEmulatorConfig class method) (PerContractFeeModelConfig class method) (PolymarketDataClientConfig class method), [1] (PolymarketExecClientConfig class method), [1] (PolymarketInstrumentProviderConfig class method) (RiskEngineConfig class method) (RoutingConfig class method) (SimulationModuleConfig class method) (StrategyConfig class method) (StreamingConfig class method) (TardisDataClientConfig class method), [1] (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_cfd_contract() (in module nautilus_trader.adapters.interactive_brokers.parsing.instruments) parse_commodity_contract() (in module nautilus_trader.adapters.interactive_brokers.parsing.instruments) parse_crypto_contract() (in module nautilus_trader.adapters.interactive_brokers.parsing.instruments) parse_equity_contract() (in module nautilus_trader.adapters.interactive_brokers.parsing.instruments) parse_forex_contract() (in module nautilus_trader.adapters.interactive_brokers.parsing.instruments) parse_futures_contract() (in module nautilus_trader.adapters.interactive_brokers.parsing.instruments) parse_futures_position_side() (BinanceFuturesEnumParser method) parse_futures_spread() (in module nautilus_trader.adapters.interactive_brokers.parsing.instruments) parse_futures_spread_instrument_id() (in module nautilus_trader.adapters.interactive_brokers.parsing.instruments) parse_index_contract() (in module nautilus_trader.adapters.interactive_brokers.parsing.instruments) parse_instrument() (in module nautilus_trader.adapters.interactive_brokers.parsing.instruments) 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_market_catalog() (in module nautilus_trader.adapters.betfair.providers) parse_nautilus_bar_aggregation() (BinanceEnumParser method) (BinanceFuturesEnumParser method) (BinanceSpotEnumParser method) parse_option_contract() (in module nautilus_trader.adapters.interactive_brokers.parsing.instruments) parse_option_spread() (in module nautilus_trader.adapters.interactive_brokers.parsing.instruments) parse_option_spread_instrument_id() (in module nautilus_trader.adapters.interactive_brokers.parsing.instruments) parse_polymarket_instrument() (in module nautilus_trader.adapters.polymarket) parse_position_id_to_binance_futures_position_side() (BinanceEnumParser method) (BinanceFuturesEnumParser method) (BinanceSpotEnumParser method) parse_trades() (PolymarketDataLoader method) PARTIALLY_FILLED (BinanceOrderStatus attribute) passphrase (PolymarketDataClientConfig attribute), [1] (PolymarketExecClientConfig attribute), [1] password (BetfairDataClientConfig attribute), [1] (BetfairExecClientConfig attribute), [1] (DatabaseConfig attribute) (DockerizedIBGatewayConfig attribute) path (DataCatalogConfig attribute) (FeatherFile attribute) (ImportableConfig attribute) (ImportableFactoryConfig attribute) peak_qty (Position attribute), [1] (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) PerContractFeeModel (class in nautilus_trader.backtest.models) PerContractFeeModelConfig (class in nautilus_trader.backtest.config) period (AdaptiveMovingAverage attribute) (AroonOscillator attribute), [1] (AverageTrueRange attribute), [1] (Bias attribute), [1] (BollingerBands attribute), [1] (ChandeMomentumOscillator attribute), [1] (CommodityChannelIndex attribute), [1] (DirectionalMovement attribute), [1] (DonchianChannel attribute), [1] (DoubleExponentialMovingAverage attribute) (EfficiencyRatio attribute), [1] (ExponentialMovingAverage attribute) (FuzzyCandlesticks attribute), [1] (HullMovingAverage attribute) (KeltnerChannel attribute), [1] (KeltnerPosition attribute), [1] (LinearRegression attribute), [1] (MovingAverage attribute), [1] (OnBalanceVolume attribute), [1] (Pressure attribute), [1] (PsychologicalLine attribute), [1] (RateOfChange attribute), [1] (RelativeStrengthIndex attribute), [1] (RelativeVolatilityIndex attribute), [1] (SimpleMovingAverage attribute) (Swings attribute), [1] (VariableIndexDynamicAverage attribute) (VerticalHorizontalFilter attribute), [1] (WeightedMovingAverage attribute) (WilderMovingAverage attribute) period_alpha_fast (AdaptiveMovingAverage attribute), [1] period_alpha_slow (AdaptiveMovingAverage attribute), [1] period_d (Stochastics attribute), [1] period_er (AdaptiveMovingAverage attribute), [1] period_k (Stochastics attribute), [1] PERPETUAL (BinanceFuturesContractType attribute) PERPETUAL_DELIVERING (BinanceFuturesContractType attribute) PerpetualContract (class in nautilus_trader.model.instruments) (class in nautilus_trader.model.instruments.perpetual_contract) persist_account_events (Cache attribute), [1] (CacheConfig attribute) pickle_path (InteractiveBrokersInstrumentProviderConfig attribute) PLACE_BATCH_ORDERS_FAIL (BinanceErrorCode attribute) place_order() (InteractiveBrokersClient method) place_order_list() (InteractiveBrokersClient method) place_orders() (BetfairHttpClient method) PLACEMENT (PolymarketEventType attribute) pnl_change (PositionAdjusted attribute), [1] POLY_GNOSIS_SAFE (PolymarketSignatureType attribute) POLY_PROXY (PolymarketSignatureType attribute) PolymarketDataClient (class in nautilus_trader.adapters.polymarket.data) PolymarketDataClientConfig (class in nautilus_trader.adapters.polymarket) (class in nautilus_trader.adapters.polymarket.config) PolymarketDataLoader (class in nautilus_trader.adapters.polymarket) PolymarketEventType (class in nautilus_trader.adapters.polymarket.common.enums) PolymarketExecClientConfig (class in nautilus_trader.adapters.polymarket) (class in nautilus_trader.adapters.polymarket.config) PolymarketExecutionClient (class in nautilus_trader.adapters.polymarket.execution) PolymarketInstrumentProvider (class in nautilus_trader.adapters.polymarket) (class in nautilus_trader.adapters.polymarket.providers) PolymarketInstrumentProviderConfig (class in nautilus_trader.adapters.polymarket.providers) PolymarketLiquiditySide (class in nautilus_trader.adapters.polymarket.common.enums) PolymarketLiveDataClientFactory (class in nautilus_trader.adapters.polymarket) (class in nautilus_trader.adapters.polymarket.factories) PolymarketLiveExecClientFactory (class in nautilus_trader.adapters.polymarket) (class in nautilus_trader.adapters.polymarket.factories) 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) (BacktestEngineConfig attribute) Portfolio (class in nautilus_trader.portfolio) (class in nautilus_trader.portfolio.portfolio) portfolio (Controller attribute) (ExecAlgorithm attribute) (FXRolloverInterestModule attribute) (NautilusKernel property) (NautilusKernelConfig attribute) (OrderEmulator attribute) (SimulationModule attribute) (Strategy attribute) (TradingNode property) (TradingNodeConfig attribute) PortfolioAnalyzer (class in nautilus_trader.analysis) (class in nautilus_trader.analysis.analyzer) PortfolioFacade (class in nautilus_trader.portfolio) (class in nautilus_trader.portfolio.base) PortfolioStatistic (class in nautilus_trader.analysis) (class in nautilus_trader.analysis.statistic) PORTS_EXTERNAL (DockerizedIBGateway attribute) PORTS_INTERNAL (DockerizedIBGateway attribute) pos (DirectionalMovement attribute), [1] Position (class in nautilus_trader.model) (class in nautilus_trader.model.position) position() (Cache method), [1] (CacheFacade method) position_check_interval_secs (LiveExecEngineConfig attribute) position_check_lookback_mins (LiveExecEngineConfig attribute)

position_check_retries (LiveExecEngineConfig attribute) position_check_threshold_ms (LiveExecEngineConfig attribute) 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] (PositionAdjusted 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_mode (BybitExecClientConfig attribute), [1] POSITION_NOT_SUFFICIENT (BinanceErrorCode attribute) position_open_ids() (Cache method), [1] (CacheFacade method) position_reports (ExecutionMassStatus property) POSITION_RISK_CONTROL (BinanceSymbolFilterType attribute) POSITION_SIDE_CHANGE_EXISTS_OPEN_ORDERS (BinanceErrorCode attribute) POSITION_SIDE_CHANGE_EXISTS_QUANTITY (BinanceErrorCode attribute) POSITION_SIDE_NOT_MATCH (BinanceErrorCode attribute) position_snapshot_bytes() (Cache method), [1] (CacheFacade method) position_snapshot_ids() (Cache method), [1] (CacheFacade method) position_snapshots() (Cache method), [1] (CacheFacade method) PositionAdjusted (class in nautilus_trader.model.events) (class in nautilus_trader.model.events.position) 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) (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_connection() (BetfairMarketStreamClient method) (BetfairOrderStreamClient method) (BetfairRaceStreamClient method) (BetfairStreamClient method) post_disconnection() (BetfairMarketStreamClient method) (BetfairOrderStreamClient method) (BetfairRaceStreamClient method) (BetfairStreamClient method) post_market_exit() (Strategy method), [1] post_only (OrderInitialized attribute), [1] post_reconnection() (BetfairMarketStreamClient method) (BetfairOrderStreamClient method) (BetfairRaceStreamClient method) (BetfairStreamClient method) POST_TRADING (BinanceSpotSymbolStatus attribute) pprint() (OrderBook method), [1] PRE_DELIVERING (BinanceFuturesContractStatus attribute) pre_process() (FXRolloverInterestModule method) (SimulationModule method) PRE_SETTLE (BinanceFuturesContractStatus attribute) PRE_TRADING (BinanceSpotSymbolStatus attribute) precision (Currency attribute), [1] (Price attribute), [1] (Quantity attribute), [1] prepare_event_and_init_timestamps() (in module nautilus_trader.persistence.wranglers) preprocess_bar_data() (in module nautilus_trader.persistence.wranglers) Pressure (class in nautilus_trader.indicators) (class in nautilus_trader.indicators.volume) prev_event() (EconomicNewsEventFilter method) price (BookLevel attribute), [1] (BookOrder attribute), [1] Price (class in nautilus_trader.model) (class in nautilus_trader.model.objects) price (DatabentoStatistics attribute), [1] (DeltaNeutralContract attribute) (LimitIfTouchedOrder attribute), [1] (LimitOrder attribute), [1] (MarketToLimitOrder attribute), [1] (ModifyOrder attribute) (OrderUpdated attribute), [1] (StopLimitOrder attribute), [1] (TradeTick attribute), [1] (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) (CryptoOption attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (Equity attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (Instrument attribute), [1] (MatchingCore attribute) (OptionContract attribute) (OptionSpread attribute) (PerpetualContract 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) (CryptoOption attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (Equity attribute) (FixedTickScheme attribute), [1] (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (Instrument attribute), [1] (MatchingCore attribute) (OptionContract attribute) (OptionSpread attribute) (PerpetualContract attribute) (Position attribute), [1] (SyntheticInstrument attribute), [1] price_protection_points (BacktestVenueConfig attribute) (SimulatedExchange attribute) price_type (AdaptiveMovingAverage attribute) (BarSpecification attribute), [1] (DoubleExponentialMovingAverage attribute) (ExponentialMovingAverage attribute) (HullMovingAverage attribute) (MovingAverage attribute), [1] (SimpleMovingAverage attribute) (VariableIndexDynamicAverage attribute) (WeightedMovingAverage attribute) (WilderMovingAverage attribute) priceMagnifier (IBContractDetails attribute) prices() (Cache method), [1] (CacheFacade method) primaryExchange (IBContract attribute) print_config (LoggingConfig attribute) priority (Subscription attribute) private_key (DydxExecClientConfig attribute), [1] (PolymarketDataClientConfig attribute), [1] (PolymarketExecClientConfig attribute), [1] prob_fill_on_limit (BestPriceFillModel attribute) (CompetitionAwareFillModel attribute) (FillModel attribute) (FillModelConfig attribute) (LimitOrderPartialFillModel attribute) (MarketHoursFillModel attribute) (OneTickSlippageFillModel attribute) (ProbabilisticFillModel attribute) (SizeAwareFillModel attribute) (ThreeTierFillModel attribute) (TwoTierFillModel attribute) (VolumeSensitiveFillModel attribute) prob_slippage (BestPriceFillModel attribute) (CompetitionAwareFillModel attribute) (FillModel attribute) (FillModelConfig attribute) (LimitOrderPartialFillModel attribute) (MarketHoursFillModel attribute) (OneTickSlippageFillModel attribute) (ProbabilisticFillModel attribute) (SizeAwareFillModel attribute) (ThreeTierFillModel attribute) (TwoTierFillModel attribute) (VolumeSensitiveFillModel attribute) ProbabilisticFillModel (class in nautilus_trader.backtest.models) process() (BarDataWrangler method) (DataEngine method) (ExecutionEngine method) (FXRolloverInterestModule method) (LiveDataEngine method) (LiveExecutionEngine method) (LiveRiskEngine method) (OrderBookDeltaDataWrangler method) (QuoteTickDataWrangler method) (RiskEngine method) (SimulatedExchange method) (SimulationModule method) (TradeTickDataWrangler method) process_account_summary() (InteractiveBrokersClient method) process_bar() (OrderMatchingEngine method) (SimulatedExchange method) process_bar_data() (QuoteTickDataWrangler method) (TradeTickDataWrangler method) process_batch_cancel() (OrderMatchingEngine method) process_cancel() (OrderMatchingEngine method) process_cancel_all() (OrderMatchingEngine method) process_commission_report() (InteractiveBrokersClient method) process_connection_closed() (InteractiveBrokersClient method) process_contract_details() (InteractiveBrokersClient method) process_contract_details_end() (InteractiveBrokersClient method) process_error() (InteractiveBrokersClient method) process_exec_details() (InteractiveBrokersClient method) process_exec_details_end() (InteractiveBrokersClient method) process_historical() (DataEngine method) (LiveDataEngine method) process_historical_data() (InteractiveBrokersClient method) process_historical_data_end() (InteractiveBrokersClient method) process_historical_data_update() (InteractiveBrokersClient method) process_historical_ticks() (InteractiveBrokersClient method) process_historical_ticks_bid_ask() (InteractiveBrokersClient method) process_historical_ticks_last() (InteractiveBrokersClient method) process_instrument_close() (OrderMatchingEngine method) (SimulatedExchange method) process_instrument_status() (SimulatedExchange method) process_managed_accounts() (InteractiveBrokersClient method) process_market_data_type() (InteractiveBrokersClient method) process_modify() (OrderMatchingEngine method) process_next_valid_id() (InteractiveBrokersClient method) process_open_order() (InteractiveBrokersClient method) process_open_order_end() (InteractiveBrokersClient method) process_order() (OrderMatchingEngine method) process_order_book_delta() (OrderMatchingEngine method) (SimulatedExchange method) process_order_book_deltas() (OrderMatchingEngine method) (SimulatedExchange method) process_order_book_depth10() (OrderMatchingEngine method) (SimulatedExchange method) process_order_status() (InteractiveBrokersClient method) process_position() (InteractiveBrokersClient method) process_position_end() (InteractiveBrokersClient method) process_quote_tick() (OrderMatchingEngine method) (SimulatedExchange method) process_realtime_bar() (InteractiveBrokersClient method) process_security_definition_option_parameter() (InteractiveBrokersClient method) process_security_definition_option_parameter_end() (InteractiveBrokersClient method) process_status() (OrderMatchingEngine method) process_symbol_samples() (InteractiveBrokersClient method) process_tick_by_tick_all_last() (InteractiveBrokersClient method) process_tick_by_tick_bid_ask() (InteractiveBrokersClient method) process_tick_price() (InteractiveBrokersClient method) process_tick_size() (InteractiveBrokersClient method) process_trade_tick() (OrderMatchingEngine method) (SimulatedExchange method) process_update_mkt_depth_l2() (InteractiveBrokersClient method) processed_data (TradeTickDataWrangler attribute) PROCESSED_TRADES_LIMIT (PolymarketExecutionClient attribute) product_types (BybitDataClientConfig attribute), [1] (BybitExecClientConfig attribute), [1] (BybitInstrumentProvider property), [1] ProfitFactor (class in nautilus_trader.analysis) proxy_url (BetfairDataClientConfig attribute), [1] (BetfairExecClientConfig attribute), [1] (BinanceDataClientConfig attribute), [1] (BinanceExecClientConfig attribute), [1] PsychologicalLine (class in nautilus_trader.indicators) (class in nautilus_trader.indicators.momentum) 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) purge_account_events() (Cache method), [1] (CashAccount method) (MarginAccount method) purge_account_events_interval_mins (LiveExecEngineConfig attribute) purge_account_events_lookback_mins (LiveExecEngineConfig attribute) purge_closed_orders() (Cache method), [1] purge_closed_orders_buffer_mins (LiveExecEngineConfig attribute) purge_closed_orders_interval_mins (LiveExecEngineConfig attribute) purge_closed_positions() (Cache method), [1] purge_closed_positions_buffer_mins (LiveExecEngineConfig attribute) purge_closed_positions_interval_mins (LiveExecEngineConfig attribute) purge_events_for_order() (Position method), [1] purge_from_database (LiveExecEngineConfig attribute) purge_order() (Cache method), [1] purge_position() (Cache method), [1] putable (IBContractDetails attribute) py_should_handle_own_book_order() (in module nautilus_trader.model.book) pyo3_account_id (DydxExecutionClient property), [1]

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) (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), [1] (PositionChanged attribute) (PositionClosed attribute) (PositionEvent attribute), [1] (PositionOpened attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) quantity_change (PositionAdjusted attribute), [1] QUANTITY_EXISTS_WITH_CLOSE_POSITION (BinanceErrorCode attribute) query (BacktestDataConfig property) query() (BaseDataCatalog method) (ParquetDataCatalog method) query_account() (BacktestExecClient method) (BetfairExecutionClient method) (BinanceFuturesExecutionClient method) (BinanceSpotExecutionClient method) (BybitExecutionClient method) (DydxExecutionClient method), [1] (ExecutionClient method) (InteractiveBrokersExecutionClient method) (LiveExecutionClient method) (OKXExecutionClient method) (PolymarketExecutionClient method) (Strategy method), [1] query_commission_rates (BinanceInstrumentProviderConfig attribute), [1] query_event_by_slug() (PolymarketDataLoader static method) query_first_timestamp() (BaseDataCatalog method) (ParquetDataCatalog method) query_last_timestamp() (BaseDataCatalog method) (ParquetDataCatalog method) query_market_by_slug() (PolymarketDataLoader static method) query_market_details() (PolymarketDataLoader static method) query_order() (BacktestExecClient method) (BetfairExecutionClient method) (BinanceFuturesExecutionClient method) (BinanceSpotExecutionClient method) (BybitExecutionClient method) (DydxExecutionClient method), [1] (ExecutionClient method) (InteractiveBrokersExecutionClient method) (LiveExecutionClient method) (OKXExecutionClient method) (PolymarketExecutionClient method) (Strategy method), [1]

QueryAccount (class in nautilus_trader.execution.messages) 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) queue_position (BacktestVenueConfig attribute) (SimulatedExchange attribute) 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) (CryptoOption attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (Equity attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (Instrument attribute), [1] (OptionContract attribute) (OptionSpread attribute) (PerpetualContract attribute) (Position attribute), [1] 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) (class in nautilus_trader.model.data) QuoteTickDataWrangler (class in nautilus_trader.persistence.wranglers)

R

R2 (LinearRegression attribute), [1] raise_exception (BacktestRunConfig attribute) random_seed (FillModelConfig attribute) rate (FundingRateUpdate attribute), [1] rate_data (FXRolloverInterestConfig attribute) RateOfChange (class in nautilus_trader.indicators) (class in nautilus_trader.indicators.momentum) ratings (IBContractDetails attribute) ratio (ComboLeg attribute) RATIO (StochasticsDMethod attribute), [1] raw (Money attribute), [1] (Price attribute), [1] (Quantity attribute), [1] raw_id (OrderMatchingEngine attribute) RAW_REQUESTS (BinanceRateLimitType attribute) raw_symbol (BettingInstrument attribute) (BinaryOption attribute) (Cfd attribute) (Commodity attribute) (CryptoFuture attribute) (CryptoOption attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (Equity attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (Instrument attribute), [1] (OptionContract attribute) (OptionSpread attribute) (PerpetualContract attribute) raw_to_f64() (Quantity static method), [1] read_backtest() (BaseDataCatalog method) (ParquetDataCatalog method) read_live_run() (BaseDataCatalog method) (ParquetDataCatalog method) read_only_api (DockerizedIBGatewayConfig attribute) real (BarAggregation attribute) (BarIntervalType attribute) (ContractId attribute) (MovingAverageType attribute) realExpirationDate (IBContractDetails attribute) realized_pnl (Position attribute), [1] (PositionChanged attribute) (PositionClosed attribute) (PositionEvent attribute), [1] (PositionOpened attribute) realized_pnl() (Portfolio method), [1] (PortfolioFacade method), [1] realized_pnls() (Portfolio method), [1] (PortfolioAnalyzer method), [1] (PortfolioFacade method), [1] realized_return (Position attribute), [1] (PositionChanged attribute) (PositionClosed attribute) (PositionEvent attribute), [1] (PositionOpened attribute) reason (InstrumentStatus attribute), [1] (OrderCancelRejected attribute), [1] (OrderDenied attribute), [1] (OrderModifyRejected attribute), [1] (OrderRejected attribute), [1] (PositionAdjusted attribute), [1] reconcile_execution_mass_status() (ExecutionEngine method) (LiveExecutionEngine method) reconcile_execution_report() (ExecutionEngine method) (LiveExecutionEngine method) reconcile_execution_state() (ExecutionEngine method) (LiveExecutionEngine method) reconcile_market_ids_only (BetfairExecClientConfig attribute), [1] 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_instrument_ids (LiveExecEngineConfig attribute) reconciliation_lookback_mins (LiveExecEngineConfig attribute) reconciliation_startup_delay_secs (LiveExecEngineConfig attribute) reconnect() (BetfairHttpClient method) (BetfairMarketStreamClient method) (BetfairOrderStreamClient method) (BetfairRaceStreamClient method) (BetfairStreamClient method) reconnect_timeout_mins (DatabentoDataClientConfig attribute), [1] recv_count (Throttler attribute) recv_window_ms (BinanceExecClientConfig attribute), [1] (BybitDataClientConfig attribute), [1] (BybitExecClientConfig attribute), [1] 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), [1] (ExecAlgorithm method) (MessageBus method) (Strategy method), [1] register_account_type() (AccountFactory static method) register_base() (Actor method) (Controller method), [1] (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) register_calculated_account() (AccountFactory static method) register_cash_borrowing() (AccountFactory static method) register_catalog() (DataEngine method) (LiveDataEngine method) register_chart() (in module nautilus_trader.analysis) register_client() (DataEngine method) (ExecutionEngine method) (LiveDataEngine method) (LiveExecutionEngine method) (SimulatedExchange 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) (in module nautilus_trader.serialization.base) register_statistic() (PortfolioAnalyzer method), [1] register_theme() (in module nautilus_trader.analysis) register_tick_scheme() (in module nautilus_trader.model.tick_scheme) (in module nautilus_trader.model.tick_scheme.base) register_time_range_generator() (in module nautilus_trader.data.engine) 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) (SimulatedExchange attribute) REJECTED (BinanceExecutionType attribute) (BinanceOrderStatus attribute) REJECTED_MBX_KEY (BinanceErrorCode attribute) RelativeStrengthIndex (class in nautilus_trader.indicators) (class in nautilus_trader.indicators.momentum) RelativeVolatilityIndex (class in nautilus_trader.indicators) (class in nautilus_trader.indicators.momentum) released_price (OrderReleased attribute), [1] remove_actor() (Controller method), [1] (Trader method), [1] remove_actor_from_id() (Controller method), [1] remove_data() (BacktestDataIterator method) remove_instance_component_clocks() (in module nautilus_trader.common.component) remove_strategy() (Controller method), [1] (Trader method), [1] remove_strategy_from_id() (Controller method), [1] RENKO (BarAggregation attribute) RenkoBarAggregator (class in nautilus_trader.data.aggregation) REPAY (BybitMarginAction attribute) repay_queue_interval_secs (BybitExecClientConfig attribute), [1] replace_existing (StreamingConfig attribute) replace_orders() (BetfairHttpClient method) report_count (ExecutionEngine attribute) (LiveExecutionEngine attribute) ReportProvider (class in nautilus_trader.analysis) (class in nautilus_trader.analysis.reporter) req_count (MessageBus attribute) req_qsize() (LiveDataEngine method) Request (class in nautilus_trader.core) (class in nautilus_trader.core.message) request() (BacktestDataClient method) (BacktestMarketDataClient method) (BetfairDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (DatabentoDataClient method) (DataClient method) (DataEngine method) (DydxDataClient method), [1] (InteractiveBrokersDataClient method) (LiveDataClient method) (LiveDataEngine method) (LiveMarketDataClient method) (MarketDataClient method) (MessageBus method) (OKXDataClient method) (PolymarketDataClient method) (TardisDataClient method) request_account_state() (BetfairExecutionClient method) request_account_state_secs (BetfairExecClientConfig attribute), [1] request_aggregated_bars() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) request_bars() (Actor method) (BacktestMarketDataClient method) (BetfairDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (Controller method) (DatabentoDataClient method) (DydxDataClient method), [1] (ExecAlgorithm method) (FXRolloverInterestModule method) (HistoricInteractiveBrokersClient method) (InteractiveBrokersDataClient method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) (OrderEmulator method) (PolymarketDataClient method) (SimulationModule method) (Strategy method) (TardisDataClient method) request_count (DataEngine attribute) (LiveDataEngine attribute) request_data() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) request_funding_rates() (Actor method) (BacktestMarketDataClient method) (BetfairDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (Controller method) (DatabentoDataClient method) (DydxDataClient method), [1] (ExecAlgorithm method) (FXRolloverInterestModule method) (InteractiveBrokersDataClient method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) (OrderEmulator method) (PolymarketDataClient method) (SimulationModule method) (Strategy method) (TardisDataClient method) request_ids (RequestJoin attribute) request_instrument() (Actor method) (BacktestMarketDataClient method) (BetfairDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (Controller method) (DatabentoDataClient method) (DydxDataClient method), [1] (ExecAlgorithm method) (FXRolloverInterestModule method) (InteractiveBrokersDataClient method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) (OrderEmulator method) (PolymarketDataClient method) (SimulationModule method) (Strategy method) (TardisDataClient method) request_instruments() (Actor method) (BacktestMarketDataClient method) (BetfairDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (Controller method) (DatabentoDataClient method) (DydxDataClient method), [1] (ExecAlgorithm method) (FXRolloverInterestModule method) (HistoricInteractiveBrokersClient method) (InteractiveBrokersDataClient method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) (OrderEmulator method) (PolymarketDataClient method) (SimulationModule method) (Strategy method) (TardisDataClient method) request_join() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) request_order_book_deltas() (Actor method) (BacktestMarketDataClient method) (BetfairDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (Controller method) (DatabentoDataClient method) (DydxDataClient method), [1] (ExecAlgorithm method) (FXRolloverInterestModule method) (InteractiveBrokersDataClient method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) (OrderEmulator method) (PolymarketDataClient method) (SimulationModule method) (Strategy method) (TardisDataClient method)

request_order_book_depth() (Actor method) (BetfairDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (Controller method) (DatabentoDataClient method) (DydxDataClient method), [1] (ExecAlgorithm method) (FXRolloverInterestModule method) (InteractiveBrokersDataClient method) (LiveMarketDataClient method) (OKXDataClient method) (OrderEmulator method) (PolymarketDataClient method) (SimulationModule method) (Strategy method) (TardisDataClient method) request_order_book_snapshot() (Actor method) (BacktestMarketDataClient method) (BetfairDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (Controller method) (DatabentoDataClient method) (DydxDataClient method), [1] (ExecAlgorithm method) (FXRolloverInterestModule method) (InteractiveBrokersDataClient method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) (OrderEmulator method) (PolymarketDataClient method) (SimulationModule method) (Strategy method) (TardisDataClient method) request_quote_ticks() (Actor method) (BacktestMarketDataClient method) (BetfairDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (Controller method) (DatabentoDataClient method) (DydxDataClient method), [1] (ExecAlgorithm method) (FXRolloverInterestModule method) (InteractiveBrokersDataClient method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) (OrderEmulator method) (PolymarketDataClient method) (SimulationModule method) (Strategy method) (TardisDataClient method) request_ticks() (HistoricInteractiveBrokersClient method) request_timeout_secs (InteractiveBrokersDataClientConfig attribute) (InteractiveBrokersExecClientConfig attribute) request_trade_ticks() (Actor method) (BacktestMarketDataClient method) (BetfairDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (Controller method) (DatabentoDataClient method) (DydxDataClient method), [1] (ExecAlgorithm method) (FXRolloverInterestModule method) (InteractiveBrokersDataClient method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) (OrderEmulator method) (PolymarketDataClient method) (SimulationModule method) (Strategy method) (TardisDataClient method) REQUEST_WEIGHT (BinanceRateLimitType attribute) RequestBars (class in nautilus_trader.data.messages) RequestData (class in nautilus_trader.data.messages) RequestFundingRates (class in nautilus_trader.data.messages) RequestInstrument (class in nautilus_trader.data.messages) RequestInstruments (class in nautilus_trader.data.messages) RequestJoin (class in nautilus_trader.data.messages) RequestOrderBookDeltas (class in nautilus_trader.data.messages) RequestOrderBookDepth (class in nautilus_trader.data.messages) RequestOrderBookSnapshot (class in nautilus_trader.data.messages) RequestQuoteTicks (class in nautilus_trader.data.messages) RequestTradeTicks (class in nautilus_trader.data.messages) res_count (MessageBus attribute) res_qsize() (LiveDataEngine method) reset() (Actor method) (ActorExecutor method) (AdaptiveMovingAverage method) (ArcherMovingAveragesTrends method) (AroonOscillator method) (AverageTrueRange method) (BacktestDataClient method) (BacktestEngine method) (BacktestExecClient method) (BacktestMarketDataClient method) (BarBuilder method) (BetfairDataClient method) (BetfairExecutionClient method) (Bias method) (BinanceFuturesDataClient method) (BinanceFuturesExecutionClient method) (BinanceSpotDataClient method) (BinanceSpotExecutionClient method) (BollingerBands method) (BybitDataClient method) (BybitExecutionClient method) (Cache method), [1] (ChandeMomentumOscillator method) (ClientOrderIdGenerator method) (CommodityChannelIndex method) (Component method) (Controller method) (DatabentoDataClient method) (DataClient method) (DataEngine method) (DirectionalMovement method) (DonchianChannel method) (DoubleExponentialMovingAverage method) (DydxDataClient method), [1] (DydxExecutionClient method), [1] (EfficiencyRatio method) (ExecAlgorithm method) (ExecutionClient method) (ExecutionEngine method) (ExponentialMovingAverage method) (FuzzyCandlesticks method) (FXRolloverInterestModule method) (HullMovingAverage method) (IchimokuCloud method) (Indicator method) (InteractiveBrokersClient method) (InteractiveBrokersDataClient method) (InteractiveBrokersExecutionClient method) (KeltnerChannel method) (KeltnerPosition method) (KlingerVolumeOscillator method) (LinearRegression method) (LiveDataClient method) (LiveDataEngine method) (LiveExecutionClient method) (LiveExecutionEngine method) (LiveMarketDataClient method) (LiveRiskEngine method) (MarketDataClient method) (MatchingCore method) (MovingAverage method) (MovingAverageConvergenceDivergence method) (OKXDataClient method) (OKXExecutionClient method) (OnBalanceVolume method) (OrderBook method), [1] (OrderEmulator method) (OrderFactory method) (OrderListIdGenerator method) (OrderManager method) (OrderMatchingEngine method) (PolymarketDataClient method) (PolymarketExecutionClient method) (Portfolio method), [1] (PortfolioAnalyzer method), [1] (PositionIdGenerator method) (Pressure method) (PsychologicalLine method) (RateOfChange method) (RelativeStrengthIndex method) (RelativeVolatilityIndex method) (RiskEngine method) (SimpleMovingAverage method) (SimulatedExchange method) (SimulationModule method) (SpreadAnalyzer method) (Stochastics method) (Strategy method) (Swings method) (TardisDataClient method) (Throttler method) (Trader method) (VariableIndexDynamicAverage method) (VerticalHorizontalFilter method) (VolatilityRatio method) (VolumeWeightedAveragePrice method) (WeightedMovingAverage method) (WilderMovingAverage method) reset_all_file_names() (ParquetDataCatalog method) reset_data_file_names() (ParquetDataCatalog method) reset_headers() (BetfairHttpClient method) resolve_config_path() (in module nautilus_trader.common.config) resolve_path() (in module nautilus_trader.common.config) Response (class in nautilus_trader.core) (class in nautilus_trader.core.message) response() (DataEngine method) (LiveDataEngine method) (MessageBus method) response_count (DataEngine attribute) (LiveDataEngine attribute) RESULT (BinanceNewOrderRespType attribute) result_status (BybitMarginRepayResult attribute) resume() (Actor method) (BacktestDataClient method) (BacktestExecClient method) (BacktestMarketDataClient method) (BetfairDataClient method) (BetfairExecutionClient method) (BinanceFuturesDataClient method) (BinanceFuturesExecutionClient method) (BinanceSpotDataClient method) (BinanceSpotExecutionClient method) (BybitDataClient method) (BybitExecutionClient method) (Component method) (Controller method) (DatabentoDataClient method) (DataClient method) (DataEngine method) (DydxDataClient method), [1] (DydxExecutionClient method), [1] (ExecAlgorithm method) (ExecutionClient method) (ExecutionEngine method) (FXRolloverInterestModule method) (InteractiveBrokersClient method) (InteractiveBrokersDataClient method) (InteractiveBrokersExecutionClient method) (LiveDataClient method) (LiveDataEngine method) (LiveExecutionClient method) (LiveExecutionEngine method) (LiveMarketDataClient method) (LiveRiskEngine method) (MarketDataClient method) (OKXDataClient method) (OKXExecutionClient method) (OrderEmulator method) (PolymarketDataClient method) (PolymarketExecutionClient method) (RiskEngine method) (SimulationModule method) (Strategy method) (TardisDataClient method) (Trader method) retry_delay_initial_ms (BinanceExecClientConfig attribute), [1] (BybitDataClientConfig attribute), [1] (BybitExecClientConfig attribute), [1] (DydxDataClientConfig attribute), [1] (DydxExecClientConfig attribute), [1] (OKXDataClientConfig attribute), [1] (OKXExecClientConfig attribute), [1] (PolymarketExecClientConfig attribute), [1] retry_delay_max_ms (BinanceExecClientConfig attribute), [1] (BybitDataClientConfig attribute), [1] (BybitExecClientConfig attribute), [1] (DydxDataClientConfig attribute), [1] (DydxExecClientConfig attribute), [1] (OKXDataClientConfig attribute), [1] (OKXExecClientConfig attribute), [1] (PolymarketExecClientConfig attribute), [1] RETRYING (PolymarketTradeStatus attribute) returns() (PortfolioAnalyzer method), [1] ReturnsAverage (class in nautilus_trader.analysis) ReturnsAverageLoss (class in nautilus_trader.analysis) ReturnsAverageWin (class in nautilus_trader.analysis) ReturnsVolatility (class in nautilus_trader.analysis) right (IBContract attribute) RIGHT_OPEN (BarIntervalType 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) RiskReturnRatio (class in nautilus_trader.analysis) RolloverInterestCalculator (class in nautilus_trader.accounting.calculators) root() (Symbol method), [1] 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) (BetfairDataClientConfig attribute), [1] (BetfairExecClientConfig attribute), [1] (BinanceDataClientConfig attribute), [1] (BinanceExecClientConfig attribute), [1] (BybitDataClientConfig attribute), [1] (BybitExecClientConfig attribute), [1] (DatabentoDataClientConfig attribute), [1] (DydxDataClientConfig attribute), [1] (DydxExecClientConfig attribute), [1] (InteractiveBrokersDataClientConfig attribute) (InteractiveBrokersExecClientConfig attribute) (LiveDataClientConfig attribute) (LiveExecClientConfig attribute) (OKXDataClientConfig attribute), [1] (OKXExecClientConfig attribute), [1] (PolymarketDataClientConfig attribute), [1] (PolymarketExecClientConfig attribute), [1] (TardisDataClientConfig attribute), [1] routing_map (DataEngine attribute) (LiveDataEngine attribute) RoutingConfig (class in nautilus_trader.live.config) rows (GridLayout attribute) RSA (BinanceKeyType attribute), [1] run() (BacktestEngine method) (BacktestNode method) (TradingNode method) run_after_delay() (BetfairDataClient method) (BetfairExecutionClient method) (BinanceFuturesDataClient method) (BinanceFuturesExecutionClient method) (BinanceSpotDataClient method) (BinanceSpotExecutionClient method) (BybitDataClient method) (BybitExecutionClient method) (DatabentoDataClient method) (DydxDataClient method), [1] (DydxExecutionClient method), [1] (InteractiveBrokersDataClient method) (InteractiveBrokersExecutionClient method) (LiveDataClient method) (LiveExecutionClient method) (LiveMarketDataClient method) (OKXDataClient method) (OKXExecutionClient method) (PolymarketDataClient method) (PolymarketExecutionClient method) (TardisDataClient 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

safe_start() (DockerizedIBGateway method) SAME_ORDER (BinanceErrorCode attribute) SANDBOX (Environment attribute) saturating_sub() (Quantity method), [1] 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) scalar (CommodityChannelIndex attribute), [1] (RelativeVolatilityIndex attribute), [1] SCHEDULED_DATES (RotationMode attribute) schema (DatabentoSubscriptionAck attribute) schema() (BetfairOrderVoided class method) (BetfairRaceProgress class method) (BetfairRaceRunnerData class method) (BetfairStartingPrice class method) (BetfairTicker class method) (BSPOrderBookDelta class method) sec_type_to_asset_class() (in module nautilus_trader.adapters.interactive_brokers.parsing.instruments) secId (IBContract attribute) secIdList (IBContractDetails attribute) secIdType (IBContract attribute) SECOND (BarAggregation attribute) (BinanceRateLimitInterval attribute) SECOND_1 (BinanceKlineInterval attribute) secType (IBContract attribute) selection_handicap (BettingInstrument attribute), [1] selection_id (BettingInstrument attribute), [1] selection_name (BettingInstrument attribute), [1] SELL (BinanceOrderSide attribute) (PolymarketOrderSide attribute) send() (BetfairMarketStreamClient method) (BetfairOrderStreamClient method) (BetfairRaceStreamClient method) (BetfairStreamClient method) (MessageBus method) (SimulatedExchange 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) send_subscription_message() (BetfairMarketStreamClient method) sendMsg() (InteractiveBrokersClient method) senkou_period (IchimokuCloud attribute), [1] senkou_span_a (IchimokuCloud attribute), [1] senkou_span_b (IchimokuCloud attribute), [1] sent_count (MessageBus attribute) (Throttler attribute) sequence (BSPOrderBookDelta attribute) (DatabentoStatistics attribute), [1] (OrderBook attribute), [1] (OrderBookDelta attribute), [1] (OrderBookDeltas attribute), [1] (OrderBookDepth10 attribute), [1] serialize() (MsgSpecSerializer method) (Serializer method) Serializer (class in nautilus_trader.serialization.base) serializer (MessageBus attribute) SERVER_BUSY (BinanceErrorCode attribute) SERVICE_SHUTTING_DOWN (BinanceErrorCode attribute) session_token (BetfairHttpClient property) set_account_id_for_venue() (Cache method), [1] (CacheFacade method) set_backtest_force_stop() (in module nautilus_trader.common.component) 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_clock() (SpreadQuoteAggregator method) (TimeBarAggregator method) set_convert_quote_qty_to_base() (ExecutionEngine method) (LiveExecutionEngine method) set_count() (ClientOrderIdGenerator method) (OrderListIdGenerator method) (PositionIdGenerator method) set_default_leverage() (MarginAccount method) set_default_market_data_client() (BacktestEngine method) set_fill_limit_inside_spread() (MatchingCore method) set_fill_model() (OrderMatchingEngine method) (SimulatedExchange method) set_historical_mode() (BarAggregator method) (RenkoBarAggregator method) (SpreadQuoteAggregator method) (TickBarAggregator method) (TickImbalanceBarAggregator method) (TickRunsBarAggregator method) (TimeBarAggregator method) (ValueBarAggregator method) (ValueImbalanceBarAggregator method) (ValueRunsBarAggregator method) (VolumeBarAggregator method) (VolumeImbalanceBarAggregator method) (VolumeRunsBarAggregator method) set_index() (BacktestDataIterator method) set_latency_model() (SimulatedExchange method) set_leverage() (BybitExecutionClient method) (MarginAccount method) set_logging_pyo3() (in module nautilus_trader.common.component) set_low_liquidity_period() (MarketHoursFillModel method) set_manage_own_order_books() (ExecutionEngine method) (LiveExecutionEngine method) set_margin_model() (MarginAccount method) set_mark_xrate() (Cache method), [1] (CacheFacade method) set_market_data_type() (InteractiveBrokersClient method) set_max_notional_per_order() (LiveRiskEngine method) (RiskEngine method) set_order_list_id_count() (OrderFactory method) set_position_mode() (BybitExecutionClient method) set_quote_quantity() (LimitIfTouchedOrder method) (LimitOrder method) (MarketIfTouchedOrder method) (MarketOrder method) (MarketToLimitOrder method) (Order method), [1] (StopLimitOrder method) (StopMarketOrder method) (TrailingStopLimitOrder method) (TrailingStopMarketOrder method) set_recent_volume() (VolumeSensitiveFillModel method) set_running() (BarAggregator method) (RenkoBarAggregator method) (SpreadQuoteAggregator method) (TickBarAggregator method) (TickImbalanceBarAggregator method) (TickRunsBarAggregator method) (TimeBarAggregator method) (ValueBarAggregator method) (ValueImbalanceBarAggregator method) (ValueRunsBarAggregator method) (VolumeBarAggregator method) (VolumeImbalanceBarAggregator method) (VolumeRunsBarAggregator method) set_specific_venue() (Cache method), [1] (CacheFacade method) set_tick_scheme() (BettingInstrument method) (BinaryOption method) (Cfd method) (Commodity method) (CryptoFuture method) (CryptoOption method) (CryptoPerpetual method) (CurrencyPair method) (Equity method) (FuturesContract method) (FuturesSpread method) (IndexInstrument method) (Instrument method), [1] (OptionContract method) (OptionSpread method) (PerpetualContract method) 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) set_use_mark_prices() (Portfolio method), [1] set_use_mark_xrates() (Portfolio method), [1] settlement_currency (CryptoFuture attribute), [1] (CryptoOption attribute), [1] (CryptoPerpetual attribute), [1] (PerpetualContract attribute), [1] (Position attribute), [1] settlement_prices (BacktestVenueConfig attribute) SETTLING (BinanceFuturesContractStatus attribute) setup_download_engine() (BacktestNode method) SharpeRatio (class in nautilus_trader.analysis) SHORT (BinanceFuturesPositionSide attribute) short_run (ArcherMovingAveragesTrends attribute), [1] shortSaleSlot (ComboLeg attribute) should_manage_order() (OrderManager method) show_logo (TearsheetConfig attribute) shutdown() (ActorExecutor method) shutdown_system() (Actor method) (BacktestDataClient method) (BacktestExecClient method) (BacktestMarketDataClient method) (BetfairDataClient method) (BetfairExecutionClient method) (BinanceFuturesDataClient method) (BinanceFuturesExecutionClient method) (BinanceSpotDataClient method) (BinanceSpotExecutionClient method) (BybitDataClient method) (BybitExecutionClient method) (Component method) (Controller method) (DatabentoDataClient method) (DataClient method) (DataEngine method) (DydxDataClient method), [1] (DydxExecutionClient method), [1] (ExecAlgorithm method) (ExecutionClient method) (ExecutionEngine method) (FXRolloverInterestModule method) (InteractiveBrokersClient method) (InteractiveBrokersDataClient method) (InteractiveBrokersExecutionClient method) (LiveDataClient method) (LiveDataEngine method) (LiveExecutionClient method) (LiveExecutionEngine method) (LiveMarketDataClient method) (LiveRiskEngine method) (MarketDataClient method) (OKXDataClient method) (OKXExecutionClient method) (OrderEmulator method) (PolymarketDataClient method) (PolymarketExecutionClient method) (RiskEngine method) (SimulationModule method) (Strategy method) (TardisDataClient method) (Trader method) side (BookLevel attribute), [1] (BookOrder attribute), [1] (DatabentoImbalance attribute), [1] (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (Order attribute), [1] (OrderInitialized attribute), [1] (Position attribute), [1] (PositionChanged attribute) (PositionClosed attribute) (PositionEvent attribute), [1] (PositionOpened attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) side_from_order_side() (Position static method), [1] side_string() (LimitIfTouchedOrder method) (LimitOrder method) (MarketIfTouchedOrder method) (MarketOrder method) (MarketToLimitOrder method) (Order method), [1] (StopLimitOrder method) (StopMarketOrder method) (TrailingStopLimitOrder method) (TrailingStopMarketOrder method) signal_period (ArcherMovingAveragesTrends attribute), [1] (KlingerVolumeOscillator attribute), [1] signature_type (PolymarketDataClientConfig attribute), [1] (PolymarketExecClientConfig attribute), [1] signed_decimal_qty() (LimitIfTouchedOrder method) (LimitOrder method) (MarketIfTouchedOrder method) (MarketOrder method) (MarketToLimitOrder method) (Order method), [1] (Position method), [1] (StopLimitOrder method) (StopMarketOrder method) (TrailingStopLimitOrder method) (TrailingStopMarketOrder method) signed_qty (Position attribute), [1] (PositionChanged attribute) (PositionClosed attribute) (PositionEvent attribute), [1] (PositionOpened attribute) signed_size() (BookOrder method), [1] significant_imbalance (DatabentoImbalance attribute), [1] SIMPLE (MovingAverageType attribute), [1] SimpleMovingAverage (class in nautilus_trader.indicators) (class in nautilus_trader.indicators.averages) simulate_fills() (OrderBook method), [1] SimulatedExchange (class in nautilus_trader.backtest.engine) SimulationModule (class in nautilus_trader.backtest.modules) SimulationModuleConfig (class in nautilus_trader.backtest.config) since_high (Swings attribute), [1] since_low (Swings attribute), [1] single_order_query_delay_ms (LiveExecEngineConfig attribute) size (BookOrder attribute), [1] (FuzzyCandle attribute), [1] SIZE (RotationMode attribute) size (TradeTick attribute), [1] size() (BookLevel method), [1] SIZE_EXTREMELY_LARGE (CandleSize attribute) size_increment (BettingInstrument attribute) (BinaryOption attribute) (Cfd attribute) (Commodity attribute) (CryptoFuture attribute) (CryptoOption attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (Equity attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (Instrument attribute), [1] (OptionContract attribute) (OptionSpread attribute) (PerpetualContract attribute) SIZE_LARGE (CandleSize attribute) SIZE_MEDIUM (CandleSize attribute) SIZE_NONE (CandleSize attribute) size_precision (BarBuilder attribute) (BettingInstrument attribute) (BinaryOption attribute) (Cfd attribute) (Commodity attribute) (CryptoFuture attribute) (CryptoOption attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (Equity attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (Instrument attribute), [1] (OptionContract attribute) (OptionSpread attribute) (PerpetualContract attribute) (Position attribute), [1] SIZE_SMALL (CandleSize attribute) SIZE_VERY_LARGE (CandleSize attribute) SIZE_VERY_SMALL (CandleSize attribute) SizeAwareFillModel (class in nautilus_trader.backtest.models) sizeIncrement (IBContractDetails attribute) slippage (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (Order attribute), [1] (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) slope (LinearRegression attribute), [1] slow_period (ArcherMovingAveragesTrends attribute), [1] (KlingerVolumeOscillator attribute), [1] (MovingAverageConvergenceDivergence attribute), [1] (VolatilityRatio attribute), [1] slowing (Stochastics attribute), [1] 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) sort_data() (BacktestEngine method) SortinoRatio (class in nautilus_trader.analysis) spawn_limit() (ExecAlgorithm method) spawn_market() (ExecAlgorithm method) spawn_market_to_limit() (ExecAlgorithm method) spec (BarType attribute), [1] SPOT (BinanceAccountType attribute), [1] (BinanceSpotPermissions attribute) (BybitProductType attribute) spread() (OrderBook method), [1] SpreadAnalyzer (class in nautilus_trader.indicators) (class in nautilus_trader.indicators.spread_analyzer) SpreadQuoteAggregator (class in nautilus_trader.data.aggregation) ssl (DatabaseConfig attribute) standard() (BarType method), [1] StandardMarginModel (class in nautilus_trader.backtest.models) start (BacktestRunConfig attribute) (DataResponse attribute) (ExecutionReportCommand attribute) (GenerateExecutionMassStatus attribute) (GenerateFillReports attribute) (GenerateOrderStatusReport attribute) (GenerateOrderStatusReports attribute) (GeneratePositionStatusReports attribute) (RequestBars attribute) (RequestData attribute) (RequestFundingRates attribute) (RequestInstrument attribute) (RequestInstruments attribute) (RequestJoin attribute) (RequestOrderBookDeltas attribute) (RequestOrderBookDepth attribute) (RequestOrderBookSnapshot attribute) (RequestQuoteTicks attribute) (RequestTradeTicks attribute) start() (Actor method) (BacktestDataClient method) (BacktestExecClient method) (BacktestMarketDataClient method) (BetfairDataClient method) (BetfairExecutionClient method) (BinanceFuturesDataClient method) (BinanceFuturesExecutionClient method) (BinanceSpotDataClient method) (BinanceSpotExecutionClient method) (BybitDataClient method) (BybitExecutionClient method) (Component method) (Controller method) (DatabentoDataClient method) (DataClient method) (DataEngine method) (DockerizedIBGateway method) (DydxDataClient method), [1] (DydxExecutionClient method), [1] (ExecAlgorithm method) (ExecutionClient method) (ExecutionEngine method) (FXRolloverInterestModule method) (InteractiveBrokersClient method) (InteractiveBrokersDataClient method) (InteractiveBrokersExecutionClient method) (LiveDataClient method) (LiveDataEngine method) (LiveExecutionClient method) (LiveExecutionEngine method) (LiveMarketDataClient method) (LiveRiskEngine method) (MarketDataClient method) (NautilusKernel method) (OKXDataClient method) (OKXExecutionClient method) (OrderEmulator method) (PolymarketDataClient method) (PolymarketExecutionClient method) (RiskEngine method) (SimulationModule method) (Strategy method) (TardisDataClient method) (Trader method) start_actor() (Controller method), [1] (Trader method), [1] start_actor_from_id() (Controller method), [1] start_async() (NautilusKernel method) start_strategy() (Controller method), [1] (Trader method), [1] start_strategy_from_id() (Controller method), [1] start_time (BacktestDataConfig attribute) START_TIME_GREATER_THAN_END_TIME (BinanceErrorCode attribute) start_time_nanos (BacktestDataConfig property) start_timer() (SpreadQuoteAggregator method) (TimeBarAggregator method) starting_balances (BacktestVenueConfig attribute) (SimulatedExchange 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) (BetfairDataClient attribute) (BetfairExecutionClient attribute) (BinanceFuturesDataClient attribute) (BinanceFuturesExecutionClient attribute) (BinanceSpotDataClient attribute) (BinanceSpotExecutionClient attribute) (BybitDataClient attribute) (BybitExecutionClient attribute) (Component attribute) (Controller attribute) (DatabentoDataClient attribute) (DataClient attribute) (DataEngine attribute) (DydxDataClient attribute), [1] (DydxExecutionClient attribute), [1] (ExecAlgorithm attribute) (ExecutionClient attribute) (ExecutionEngine attribute) (FiniteStateMachine attribute) (FXRolloverInterestModule attribute) (InteractiveBrokersClient attribute) (InteractiveBrokersDataClient attribute) (InteractiveBrokersExecutionClient attribute) (LiveDataClient attribute) (LiveDataEngine attribute) (LiveExecutionClient attribute) (LiveExecutionEngine attribute) (LiveMarketDataClient attribute) (LiveRiskEngine attribute) (MarketDataClient attribute) (OKXDataClient attribute) (OKXExecutionClient attribute) (OrderEmulator attribute) (PolymarketDataClient attribute) (PolymarketExecutionClient attribute) (RiskEngine attribute) (SimulationModule attribute) (Strategy attribute) (TardisDataClient attribute) (Trader attribute) state_string (FiniteStateMachine attribute) statistic() (PortfolioAnalyzer method), [1] 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), [1] STEP_SIZE_LESS_THAN_ZERO (BinanceErrorCode attribute) Stochastics (class in nautilus_trader.indicators) (class in nautilus_trader.indicators.momentum) StochasticsDMethod (class in nautilus_trader.indicators) (class in nautilus_trader.indicators.momentum) stockType (IBContractDetails attribute) STOP (BinanceOrderType attribute) stop() (Actor method) (BacktestDataClient method) (BacktestExecClient method) (BacktestMarketDataClient method) (BetfairDataClient method) (BetfairExecutionClient method) (BinanceFuturesDataClient method) (BinanceFuturesExecutionClient method) (BinanceSpotDataClient method) (BinanceSpotExecutionClient method) (BybitDataClient method) (BybitExecutionClient method) (Component method) (Controller method) (DatabentoDataClient method) (DataClient method) (DataEngine method) (DockerizedIBGateway method) (DydxDataClient method), [1] (DydxExecutionClient method), [1] (ExecAlgorithm method) (ExecutionClient method) (ExecutionEngine method) (FXRolloverInterestModule method) (InteractiveBrokersClient method) (InteractiveBrokersDataClient method) (InteractiveBrokersExecutionClient method) (LiveDataClient method) (LiveDataEngine method) (LiveExecutionClient method) (LiveExecutionEngine method) (LiveMarketDataClient method) (LiveRiskEngine method) (MarketDataClient method) (NautilusKernel method) (OKXDataClient method) (OKXExecutionClient method) (OrderEmulator method) (PolymarketDataClient method) (PolymarketExecutionClient method) (RiskEngine method) (SimulationModule method) (Strategy method), [1] (TardisDataClient method) (Trader method) (TradingNode method) stop_actor() (Controller method), [1] (Trader method), [1] stop_actor_from_id() (Controller 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) STOP_LOSS_LIMIT (BinanceOrderType attribute) STOP_MARKET (BinanceOrderType attribute) stop_market() (OrderFactory method) STOP_ORDER_SWITCH_ALGO (BinanceErrorCode attribute) 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] stop_strategy_from_id() (Controller method), [1] stop_timer() (SpreadQuoteAggregator method) (TimeBarAggregator method) 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) stored_open_ns (TimeBarAggregator attribute) 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), [1] (PositionAdjusted attribute), [1] (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] (OptionSpread attribute), [1] STRATEGY_UPDATE (BinanceFuturesEventType attribute) StrategyConfig (class in nautilus_trader.trading.config) StrategyFactory (class in nautilus_trader.trading.config) StrategyId (class in nautilus_trader.model) (class in nautilus_trader.model.identifiers) stream_batched_deltas() (TardisCSVDataLoader method), [1] stream_conflate_ms (BetfairDataClientConfig attribute), [1] stream_deltas() (TardisCSVDataLoader method), [1] stream_depth10() (TardisCSVDataLoader method), [1] stream_funding_rates() (TardisCSVDataLoader method), [1] stream_heartbeat_ms (BetfairDataClientConfig attribute), [1] (BetfairExecClientConfig attribute), [1] stream_market_ids_filter (BetfairExecClientConfig attribute), [1] stream_per_topic (MessageBusConfig attribute) stream_quotes() (TardisCSVDataLoader method), [1] stream_subscribe() (BetfairDataClient method) stream_trades() (TardisCSVDataLoader method), [1] streaming (BacktestEngineConfig attribute) (NautilusKernelConfig attribute) (TradingNodeConfig attribute) streaming_types() (MessageBus method) StreamingConfig (class in nautilus_trader.persistence.config) StreamingFeatherWriter (class in nautilus_trader.persistence.writer) streams_prefix (MessageBusConfig attribute) strike (IBContract attribute) strike_price (CryptoOption attribute), [1] (OptionContract attribute), [1] subaccount (DydxExecClientConfig attribute), [1] subcategory (IBContractDetails attribute) submit_order() (BacktestExecClient method) (BetfairExecutionClient method) (BinanceFuturesExecutionClient method) (BinanceSpotExecutionClient method) (BybitExecutionClient method) (DydxExecutionClient method), [1] (ExecAlgorithm method) (ExecutionClient method) (InteractiveBrokersExecutionClient method) (LiveExecutionClient method) (OKXExecutionClient method) (PolymarketExecutionClient method) (Strategy method), [1] submit_order_list() (BacktestExecClient method) (BetfairExecutionClient method) (BinanceFuturesExecutionClient method) (BinanceSpotExecutionClient method) (BybitExecutionClient method) (DydxExecutionClient method), [1] (ExecutionClient method) (InteractiveBrokersExecutionClient method) (LiveExecutionClient method) (OKXExecutionClient method) (PolymarketExecutionClient method) (Strategy method), [1] submit_to_msg_handler_queue() (InteractiveBrokersClient method) SubmitOrder (class in nautilus_trader.execution.messages) SubmitOrderList (class in nautilus_trader.execution.messages) subscribe() (BacktestDataClient method) (BacktestMarketDataClient method) (BetfairDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (DatabentoDataClient method) (DataClient method) (DydxDataClient method), [1] (InteractiveBrokersDataClient method) (LiveDataClient method) (LiveMarketDataClient method) (MarketDataClient method) (MessageBus method) (OKXDataClient method) (PolymarketDataClient method) (TardisDataClient method) (Trader method), [1] subscribe_account_summary() (InteractiveBrokersClient method) subscribe_bars() (Actor method) (BacktestMarketDataClient method) (BetfairDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (Controller method) (DatabentoDataClient method) (DydxDataClient method), [1] (ExecAlgorithm method) (FXRolloverInterestModule method) (InteractiveBrokersDataClient method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) (OrderEmulator method) (PolymarketDataClient method) (SimulationModule method) (Strategy method) (TardisDataClient method) subscribe_data() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) subscribe_event() (InteractiveBrokersClient method) subscribe_funding_rates() (Actor method) (BacktestMarketDataClient method) (BetfairDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (Controller method) (DatabentoDataClient method) (DydxDataClient method), [1] (ExecAlgorithm method) (FXRolloverInterestModule method) (InteractiveBrokersDataClient method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) (OrderEmulator method) (PolymarketDataClient method) (SimulationModule method) (Strategy method) (TardisDataClient method) subscribe_historical_bars() (InteractiveBrokersClient method) subscribe_index_market_data() (InteractiveBrokersClient method) subscribe_index_prices() (Actor method) (BacktestMarketDataClient method) (BetfairDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (Controller method) (DatabentoDataClient method) (DydxDataClient method), [1] (ExecAlgorithm method) (FXRolloverInterestModule method) (InteractiveBrokersDataClient method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) (OrderEmulator method) (PolymarketDataClient method) (SimulationModule method) (Strategy method) (TardisDataClient method) subscribe_instrument() (Actor method) (BacktestMarketDataClient method) (BetfairDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (Controller method) (DatabentoDataClient method) (DydxDataClient method), [1] (ExecAlgorithm method) (FXRolloverInterestModule method) (InteractiveBrokersDataClient method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) (OrderEmulator method) (PolymarketDataClient method) (SimulationModule method) (Strategy method) (TardisDataClient method) subscribe_instrument_close() (Actor method) (BacktestMarketDataClient method) (BetfairDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (Controller method) (DatabentoDataClient method) (DydxDataClient method), [1] (ExecAlgorithm method) (FXRolloverInterestModule method) (InteractiveBrokersDataClient method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) (OrderEmulator method) (PolymarketDataClient method) (SimulationModule method) (Strategy method) (TardisDataClient method) subscribe_instrument_status() (Actor method) (BacktestMarketDataClient method) (BetfairDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (Controller method) (DatabentoDataClient method) (DydxDataClient method), [1] (ExecAlgorithm method) (FXRolloverInterestModule method) (InteractiveBrokersDataClient method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) (OrderEmulator method) (PolymarketDataClient method) (SimulationModule method) (Strategy method) (TardisDataClient method) subscribe_instruments() (Actor method) (BacktestMarketDataClient method) (BetfairDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (Controller method) (DatabentoDataClient method) (DydxDataClient method), [1] (ExecAlgorithm method) (FXRolloverInterestModule method) (InteractiveBrokersDataClient method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) (OrderEmulator method) (PolymarketDataClient method) (SimulationModule method) (Strategy method) (TardisDataClient method) subscribe_mark_prices() (Actor method) (BacktestMarketDataClient method) (BetfairDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (Controller method) (DatabentoDataClient method) (DydxDataClient method), [1] (ExecAlgorithm method) (FXRolloverInterestModule method) (InteractiveBrokersDataClient method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) (OrderEmulator method) (PolymarketDataClient method) (SimulationModule method) (Strategy method) (TardisDataClient method) subscribe_market_data() (InteractiveBrokersClient method) subscribe_order_book() (InteractiveBrokersClient 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) (BetfairDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (Controller method) (DatabentoDataClient method) (DydxDataClient method), [1] (ExecAlgorithm method) (FXRolloverInterestModule method) (InteractiveBrokersDataClient method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) (OrderEmulator method) (PolymarketDataClient method) (SimulationModule method) (Strategy method) (TardisDataClient method) subscribe_order_book_depth() (Actor method) (BacktestMarketDataClient method) (BetfairDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (Controller method) (DatabentoDataClient method) (DydxDataClient method), [1] (ExecAlgorithm method) (FXRolloverInterestModule method) (InteractiveBrokersDataClient method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) (OrderEmulator method) (PolymarketDataClient method) (SimulationModule method) (Strategy method) (TardisDataClient method) subscribe_order_book_snapshots() (DatabentoDataClient method) subscribe_order_cancels() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) subscribe_order_fills() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) subscribe_positions() (InteractiveBrokersClient method) subscribe_quote_ticks() (Actor method) (BacktestMarketDataClient method) (BetfairDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (Controller method) (DatabentoDataClient method) (DydxDataClient method), [1] (ExecAlgorithm method) (FXRolloverInterestModule method) (InteractiveBrokersDataClient method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) (OrderEmulator method) (PolymarketDataClient method) (SimulationModule method) (Strategy method) (TardisDataClient method) subscribe_race_data (BetfairDataClientConfig attribute), [1] subscribe_realtime_bars() (InteractiveBrokersClient method) subscribe_signal() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) subscribe_ticks() (InteractiveBrokersClient method) subscribe_trade_ticks() (Actor method) (BacktestMarketDataClient method) (BetfairDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (Controller method) (DatabentoDataClient method) (DydxDataClient method), [1] (ExecAlgorithm method) (FXRolloverInterestModule method) (InteractiveBrokersDataClient method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) (OrderEmulator method) (PolymarketDataClient method) (SimulationModule method) (Strategy method) (TardisDataClient method) SubscribeBars (class in nautilus_trader.data.messages) SUBSCRIBED (SubscriptionStatus attribute) subscribed_bars() (BacktestMarketDataClient method) (BetfairDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (DatabentoDataClient method) (DataEngine method) (DydxDataClient method), [1] (InteractiveBrokersDataClient method) (LiveDataEngine method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) (PolymarketDataClient method) (TardisDataClient method) subscribed_custom_data() (BacktestDataClient method) (BacktestMarketDataClient method) (BetfairDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (DatabentoDataClient method) (DataClient method) (DataEngine method) (DydxDataClient method), [1] (InteractiveBrokersDataClient method) (LiveDataClient method) (LiveDataEngine method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) (PolymarketDataClient method) (TardisDataClient method) subscribed_funding_rates() (BacktestMarketDataClient method) (BetfairDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (DatabentoDataClient method) (DataEngine method) (DydxDataClient method), [1] (InteractiveBrokersDataClient method) (LiveDataEngine method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) (PolymarketDataClient method) (TardisDataClient method) subscribed_index_prices() (BacktestMarketDataClient method) (BetfairDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (DatabentoDataClient method) (DataEngine method) (DydxDataClient method), [1] (InteractiveBrokersDataClient method) (LiveDataEngine method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) (PolymarketDataClient method) (TardisDataClient method) subscribed_instrument_close() (BacktestMarketDataClient method) (BetfairDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (DatabentoDataClient method) (DataEngine method) (DydxDataClient method), [1] (InteractiveBrokersDataClient method) (LiveDataEngine method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) (PolymarketDataClient method) (TardisDataClient method) subscribed_instrument_status() (BacktestMarketDataClient method) (BetfairDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (DatabentoDataClient method) (DataEngine method) (DydxDataClient method), [1] (InteractiveBrokersDataClient method) (LiveDataEngine method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) (PolymarketDataClient method) (TardisDataClient method) subscribed_instruments() (BacktestMarketDataClient method) (BetfairDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (DatabentoDataClient method) (DataEngine method) (DydxDataClient method), [1] (InteractiveBrokersDataClient method) (LiveDataEngine method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) (PolymarketDataClient method) (TardisDataClient method) subscribed_mark_prices() (BacktestMarketDataClient method) (BetfairDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (DatabentoDataClient method) (DataEngine method) (DydxDataClient method), [1] (InteractiveBrokersDataClient method) (LiveDataEngine method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) (PolymarketDataClient method) (TardisDataClient method) subscribed_order_book_deltas() (BacktestMarketDataClient method) (BetfairDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (DatabentoDataClient method) (DataEngine method) (DydxDataClient method), [1] (InteractiveBrokersDataClient method) (LiveDataEngine method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) (PolymarketDataClient method) (TardisDataClient method) subscribed_order_book_depth() (BacktestMarketDataClient method) (BetfairDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (DatabentoDataClient method) (DataEngine method) (DydxDataClient method), [1] (InteractiveBrokersDataClient method) (LiveDataEngine method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) (PolymarketDataClient method) (TardisDataClient method) subscribed_quote_ticks() (BacktestMarketDataClient method) (BetfairDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (DatabentoDataClient method) (DataEngine method) (DydxDataClient method), [1] (InteractiveBrokersDataClient method) (LiveDataEngine method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) (PolymarketDataClient method) (TardisDataClient method) subscribed_quotes (OrderEmulator attribute) subscribed_synthetic_quotes() (DataEngine method) (LiveDataEngine method) subscribed_synthetic_trades() (DataEngine method) (LiveDataEngine method) subscribed_trade_ticks() (BacktestMarketDataClient method) (BetfairDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (DatabentoDataClient method) (DataEngine method) (DydxDataClient method), [1] (InteractiveBrokersDataClient method) (LiveDataEngine method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) (PolymarketDataClient method) (TardisDataClient method) subscribed_trades (OrderEmulator attribute) SubscribeData (class in nautilus_trader.data.messages) SubscribeFundingRates (class in nautilus_trader.data.messages) SubscribeIndexPrices (class in nautilus_trader.data.messages) SubscribeInstrument (class in nautilus_trader.data.messages) SubscribeInstrumentClose (class in nautilus_trader.data.messages) SubscribeInstruments (class in nautilus_trader.data.messages) SubscribeInstrumentStatus (class in nautilus_trader.data.messages) SubscribeMarkPrices (class in nautilus_trader.data.messages) SubscribeOrderBook (class in nautilus_trader.data.messages) SubscribeQuoteTicks (class in nautilus_trader.data.messages) SubscribeTradeTicks (class in nautilus_trader.data.messages) Subscription (class in nautilus_trader.common.component) subscription_delay_secs (BetfairDataClientConfig attribute), [1] subscriptions() (MessageBus method) SubscriptionStatus (class in nautilus_trader.adapters.betfair.data_types) success (BybitMarginBorrowResult attribute) (BybitMarginRepayResult attribute) suggestedSizeIncrement (IBContractDetails attribute) support_contingent_orders (BacktestVenueConfig attribute) (SimulatedExchange attribute) support_gtd_orders (BacktestVenueConfig attribute) (SimulatedExchange attribute) supported_bar_aggregations_str() (in module nautilus_trader.model.data) SUPPRESS_ERROR_LOGGING_CODES (InteractiveBrokersClient attribute) sweepToFill (IBOrderTags attribute) Swings (class in nautilus_trader.indicators) (class in nautilus_trader.indicators.trend) symbol (BettingInstrument attribute) (BinaryOption attribute) (BybitTickerData attribute) (Cfd attribute) Symbol (class in nautilus_trader.model) (class in nautilus_trader.model.identifiers) symbol (Commodity attribute) (CryptoFuture attribute) (CryptoOption attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (Equity attribute) (FuturesContract attribute) (FuturesSpread attribute) (IBContract attribute) (IndexInstrument attribute) (Instrument attribute), [1] (InstrumentId attribute), [1] (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (OptionContract attribute) (OptionSpread attribute) (Order attribute), [1] (PerpetualContract attribute) (Position attribute), [1] (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) SYMBOL_ALREADY_CLOSED (BinanceErrorCode attribute) symbol_to_mic_venue (InteractiveBrokersInstrumentProviderConfig attribute) symbology_method (InteractiveBrokersInstrumentProviderConfig attribute) SymbologyMethod (class in nautilus_trader.adapters.interactive_brokers.config) 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) 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) (CryptoOption attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (Equity attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (Instrument attribute), [1] (OptionContract attribute) (OptionSpread attribute) (PerpetualContract attribute) TardisCSVDataLoader (class in nautilus_trader.adapters.tardis) (class in nautilus_trader.adapters.tardis.loaders) TardisDataClient (class in nautilus_trader.adapters.tardis.data) TardisDataClientConfig (class in nautilus_trader.adapters.tardis) (class in nautilus_trader.adapters.tardis.config) TardisInstrumentProvider (class in nautilus_trader.adapters.tardis) (class in nautilus_trader.adapters.tardis.providers) TardisLiveDataClientFactory (class in nautilus_trader.adapters.tardis) (class in nautilus_trader.adapters.tardis.factories) TARGET_STRATEGY_INVALID (BinanceErrorCode attribute) TaskId (class in nautilus_trader.common.executor) TBBO (DatabentoSchema attribute) TCBBO (DatabentoSchema attribute) TearsheetBarsWithFillsChart (class in nautilus_trader.analysis) TearsheetChart (class in nautilus_trader.analysis) TearsheetConfig (class in nautilus_trader.analysis) TearsheetCustomChart (class in nautilus_trader.analysis) TearsheetDistributionChart (class in nautilus_trader.analysis) TearsheetDrawdownChart (class in nautilus_trader.analysis) TearsheetEquityChart (class in nautilus_trader.analysis) TearsheetMonthlyReturnsChart (class in nautilus_trader.analysis) TearsheetRollingSharpeChart (class in nautilus_trader.analysis) TearsheetRunInfoChart (class in nautilus_trader.analysis) TearsheetStatsTableChart (class in nautilus_trader.analysis) TearsheetYearlyReturnsChart (class in nautilus_trader.analysis) tenkan_period (IchimokuCloud attribute), [1] tenkan_sen (IchimokuCloud attribute), [1] TestClock (class in nautilus_trader.common.component) testnet (BinanceDataClientConfig attribute), [1] TESTNET (BinanceEnvironment attribute) testnet (BinanceExecClientConfig attribute), [1] (BybitDataClientConfig attribute), [1] (BybitExecClientConfig attribute), [1] theme (TearsheetConfig attribute) THERE_EXISTS_OPEN_ORDERS (BinanceErrorCode attribute) THERE_EXISTS_QUANTITY (BinanceErrorCode attribute) ThreeTierFillModel (class in nautilus_trader.backtest.models) 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) (CryptoOption attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (Equity attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (Instrument attribute), [1] (OptionContract attribute) (OptionSpread attribute) (PerpetualContract attribute) TICK_SIZE_LESS_THAN_ZERO (BinanceErrorCode attribute) TickBarAggregator (class in nautilus_trader.data.aggregation) TickImbalanceBarAggregator (class in nautilus_trader.data.aggregation) TickRunsBarAggregator (class in nautilus_trader.data.aggregation) ticks (TieredTickScheme attribute), [1] TickScheme (class in nautilus_trader.model.tick_scheme.base) TieredTickScheme (class in nautilus_trader.model.tick_scheme) (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_delay (DataEngineConfig attribute) (LiveDataEngineConfig attribute) time_bars_build_with_no_updates (DataEngineConfig attribute) (LiveDataEngineConfig attribute) time_bars_interval_type (DataEngineConfig attribute) (LiveDataEngineConfig attribute) time_bars_origin_offset (DataEngineConfig attribute) (LiveDataEngineConfig attribute) time_bars_skip_first_non_full_bar (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) time_object_to_dt() (in module nautilus_trader.core.datetime) TimeBarAggregator (class in nautilus_trader.data.aggregation) timedelta (BarSpecification attribute), [1] TimeEvent (class in nautilus_trader.common.component) TimeEventHandler (class in nautilus_trader.common.component) TIMEOUT (BinanceErrorCode attribute) timeout (DatabaseConfig attribute) (DockerizedIBGatewayConfig 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) timeout_shutdown (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) timestamp_us() (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) timeZoneId (IBContractDetails attribute) title (TearsheetChart attribute) (TearsheetConfig attribute) to_arrow() (BetfairSequenceCompleted method) to_batch() (BSPOrderBookDelta static method) to_betfair() (OrderSideParser static method) to_bytes() (BarAggregation method) (BarIntervalType method) (BetfairSequenceCompleted method) (ContractId method) (MovingAverageType method) to_capsule() (OrderBookDeltas method), [1] to_deltas_c() (OrderBook method), [1] to_dict() (AccountBalance method), [1] (AccountState static method), [1] (Bar static method), [1] (BatchCancelOrders static method) (BetfairOrderVoided static method) (BetfairRaceProgress static method) (BetfairRaceRunnerData static method) (BetfairSequenceCompleted method) (BetfairStartingPrice static method) (BetfairTicker static method) (BettingInstrument static method), [1] (BinanceBar static method) (BinanceFuturesMarkPriceUpdate static method), [1] (BinanceTicker static method) (BinaryOption static method), [1] (BookOrder static method), [1] (BSPOrderBookDelta static method) (CancelAllOrders static method) (CancelOrder static method) (CashAccount static method) (Cfd static method), [1] (Commodity static method), [1] (CryptoFuture static method), [1] (CryptoOption static method), [1] (CryptoPerpetual static method), [1] (CurrencyPair static method), [1] (DatabentoImbalance method), [1] (DatabentoStatistics method), [1] (Equity static method), [1] (ExecutionMassStatus method) (FillReport method) (FundingRateUpdate static method), [1] (FuturesContract static method), [1] (FuturesSpread static method), [1] (GenerateExecutionMassStatus static method) (GenerateFillReports static method) (GenerateOrderStatusReport static method) (GenerateOrderStatusReports static method) (GeneratePositionStatusReports static method) (IndexInstrument static method), [1] (IndexPriceUpdate static method) (InstrumentClose static method), [1] (InstrumentStatus static method), [1] (LimitIfTouchedOrder method), [1] (LimitOrder method), [1] (MarginAccount static method) (MarginBalance method), [1] (MarketIfTouchedOrder method), [1] (MarketOrder method), [1] (MarketToLimitOrder method), [1] (MarkPriceUpdate static method), [1] (ModifyOrder static method) (OptionContract static method), [1] (OptionSpread static method), [1] (Order method), [1] (OrderAccepted static method), [1] (OrderBookDelta static method), [1] (OrderBookDeltas static method), [1] (OrderBookDepth10 static method), [1] (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] (OrderStatusReport method) (OrderSubmitted static method), [1] (OrderTriggered static method), [1] (OrderUpdated static method), [1] (PerpetualContract static method), [1] (Position method), [1] (PositionAdjusted static method), [1] (PositionChanged static method), [1] (PositionClosed static method), [1] (PositionOpened static method), [1] (PositionStatusReport method) (QueryAccount static method) (QueryOrder static method) (QuoteTick static method), [1] (StopLimitOrder method), [1] (StopMarketOrder method), [1] (SubmitOrder static method) (SubmitOrderList static method) (SyntheticInstrument static method), [1] (TradeTick static method), [1] (TrailingStopLimitOrder method), [1] (TrailingStopMarketOrder method), [1] to_formatted_str() (Money method), [1] (Price method), [1] (Quantity method), [1] to_importable_config() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method), [1] to_nautilus() (OrderSideParser class method) to_own_book_order() (LimitIfTouchedOrder method) (LimitOrder method) (MarketIfTouchedOrder method) (MarketOrder method) (MarketToLimitOrder method) (Order method), [1] (StopLimitOrder method) (StopMarketOrder method) (TrailingStopLimitOrder method) (TrailingStopMarketOrder method) to_pyo3() (Bar method), [1] (BinanceBar method) (ExecutionMassStatus method) (FillReport method) (IndexPriceUpdate method) (InstrumentClose method), [1] (InstrumentId method), [1] (InstrumentStatus method), [1] (MarkPriceUpdate method), [1] (OrderBookDeltas method), [1] (OrderStatusReport method) (PositionStatusReport method) (QuoteTick method), [1] (TradeTick method), [1] to_pyo3_list() (Bar static method), [1] (BinanceBar static method) (BSPOrderBookDelta static method) (IndexPriceUpdate static method) (InstrumentClose static method), [1] (MarkPriceUpdate static method), [1] (OrderBookDelta static method), [1] (QuoteTick static method), [1] (TradeTick static method), [1] to_quote_tick() (OrderBook method), [1] (OrderBookDepth10 method), [1] to_request() (SubscribeBars method) (SubscribeData method) (SubscribeFundingRates method) (SubscribeIndexPrices method) (SubscribeInstrument method) (SubscribeInstrumentClose method) (SubscribeInstruments method) (SubscribeInstrumentStatus method) (SubscribeMarkPrices method) (SubscribeOrderBook method) (SubscribeQuoteTicks method) (SubscribeTradeTicks method) token_id (PolymarketDataLoader property) tokenize_config() (in module nautilus_trader.common.config) TOO_MANY_ORDERS (BinanceErrorCode attribute) TOO_MANY_PARAMETERS (BinanceErrorCode attribute) TOO_MANY_REQUESTS (BinanceErrorCode attribute) topic (DataType attribute), [1] (Subscription attribute) topic() (Symbol method), [1] topics() (MessageBus method) total (AccountBalance attribute), [1] total_events (BacktestResult attribute) total_imbalance_qty (DatabentoImbalance attribute), [1] total_orders (BacktestResult attribute) total_pnl() (Portfolio method), [1] (PortfolioAnalyzer method), [1] (PortfolioFacade method), [1] (Position method), [1] total_pnl_percentage() (PortfolioAnalyzer method), [1] total_pnls() (Portfolio method), [1] (PortfolioFacade method), [1] total_positions (BacktestResult attribute) track_option_exercise_from_position_update (InteractiveBrokersExecClientConfig attribute) TRADE (BinanceExecutionType attribute) (BinanceSecurityType attribute) (PolymarketEventType attribute) trade_execution (BacktestVenueConfig attribute) (SimulatedExchange attribute) trade_id (OrderFilled attribute), [1] (TradeTick attribute), [1] trade_ids (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (Order attribute), [1] (Position attribute), [1] (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) (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) (BetfairDataClient attribute) (BetfairExecutionClient 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) (DydxDataClient attribute), [1] (DydxExecutionClient attribute), [1] (ExecAlgorithm attribute) (ExecutionClient attribute) (ExecutionEngine attribute) (FXRolloverInterestModule attribute) (GenerateExecutionMassStatus attribute) (InteractiveBrokersClient attribute) (InteractiveBrokersDataClient attribute) (InteractiveBrokersExecutionClient 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] (PolymarketDataClient attribute) (PolymarketExecutionClient attribute) (Position attribute), [1] (PositionAdjusted attribute), [1] (PositionChanged attribute) (PositionClosed attribute) (PositionEvent attribute), [1] (PositionOpened attribute) (QueryAccount attribute) (QueryOrder attribute) (RiskEngine attribute) (SimulationModule attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (Strategy attribute) (SubmitOrder attribute) (SubmitOrderList attribute) (TardisDataClient attribute) (Trader attribute) (TradingCommand attribute) (TradingNode property) (TradingNodeConfig attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute)

TraderId (class in nautilus_trader.model) (class in nautilus_trader.model.identifiers) TRADES (DatabentoSchema attribute) TradeTick (class in nautilus_trader.model) (class in nautilus_trader.model.data) TradeTickDataWrangler (class in nautilus_trader.persistence.wranglers) TRADIFI_PERPETUAL (BinanceFuturesContractType attribute) TRADING (BinanceFuturesContractStatus attribute) (BinanceSpotSymbolStatus attribute) trading_event (InstrumentStatus attribute), [1] trading_mode (DockerizedIBGatewayConfig attribute) TRADING_QUANTITATIVE_RULE (BinanceErrorCode attribute) trading_state (LiveRiskEngine attribute) (RiskEngine attribute) tradingClass (IBContract attribute) TradingCommand (class in nautilus_trader.execution.messages) tradingHours (IBContractDetails attribute) 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_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) 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), [1] (BinanceFuturesExecutionClient property) (BinanceSpotExecutionClient property) 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_stop_order() (OrderMatchingEngine method) trigger_type (LimitIfTouchedOrder attribute), [1] (MarketIfTouchedOrder attribute), [1] (StopLimitOrder attribute), [1] (StopMarketOrder attribute), [1] (TrailingStopLimitOrder attribute), [1] (TrailingStopMarketOrder attribute), [1] TRIGGERED (BinanceOrderStatus attribute) TRIGGERING (BinanceOrderStatus attribute) ts_accepted (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (Order attribute), [1] (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) ts_closed (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (Order attribute), [1] (Position attribute), [1] (PositionChanged attribute) (PositionClosed attribute) (PositionEvent attribute), [1] (PositionOpened attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) ts_created (NautilusKernel property) ts_event (AccountState attribute), [1] (Bar attribute), [1] (BetfairOrderVoided property) (BetfairRaceProgress property) (BetfairRaceRunnerData property) (BetfairSequenceCompleted property) (BetfairStartingPrice property) (BetfairTicker property) (BettingInstrument attribute) (BinanceBar attribute) (BinanceFuturesMarkPriceUpdate property), [1] (BinanceTicker property) (BinaryOption attribute) (BSPOrderBookDelta attribute) (BybitMarginBorrowResult attribute) (BybitMarginRepayResult attribute) (BybitMarginStatusResult attribute) (Cfd attribute) (Commodity attribute) (CryptoFuture attribute) (CryptoOption attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (CustomData attribute), [1] (Data attribute) (DatabentoImbalance attribute), [1] (DatabentoStatistics attribute), [1] (Equity attribute) (Event attribute), [1] (FundingRateUpdate attribute), [1] (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (IndexPriceUpdate attribute) (Instrument attribute), [1] (InstrumentClose attribute), [1] (InstrumentStatus attribute), [1] (MarkPriceUpdate attribute), [1] (NewsEvent property) (OptionContract attribute) (OptionSpread attribute) (OrderAccepted attribute), [1] (OrderBook attribute), [1] (OrderBookDelta attribute), [1] (OrderBookDeltas attribute), [1] (OrderBookDepth10 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] (PerpetualContract attribute) (PositionAdjusted attribute), [1] (PositionChanged attribute) (PositionClosed attribute) (PositionEvent attribute), [1] (PositionOpened attribute) (QuoteTick attribute), [1] (SyntheticInstrument attribute), [1] (TimeEvent attribute) (TradeTick attribute), [1] ts_in_delta (DatabentoStatistics attribute), [1] ts_init (AccountState attribute), [1] (Bar attribute), [1] (BatchCancelOrders attribute) (BetfairOrderVoided property) (BetfairRaceProgress property) (BetfairRaceRunnerData property) (BetfairSequenceCompleted property) (BetfairStartingPrice property) (BetfairTicker property) (BettingInstrument attribute) (BinanceBar attribute) (BinanceFuturesMarkPriceUpdate property), [1] (BinanceTicker property) (BinaryOption attribute) (BSPOrderBookDelta attribute) (BybitMarginBorrowResult attribute) (BybitMarginRepayResult attribute) (BybitMarginStatusResult attribute) (CancelAllOrders attribute) (CancelOrder attribute) (Cfd attribute) (Command attribute), [1] (Commodity attribute) (CryptoFuture attribute) (CryptoOption attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (CustomData attribute), [1] (Data attribute) (DatabentoImbalance attribute), [1] (DatabentoStatistics attribute), [1] (DataCommand attribute) (DataResponse attribute) (Document attribute), [1] (Equity attribute) (Event attribute), [1] (ExecutionMassStatus attribute) (ExecutionReport attribute) (ExecutionReportCommand attribute) (FillReport attribute) (FundingRateUpdate attribute), [1] (FuturesContract attribute) (FuturesSpread attribute) (GenerateExecutionMassStatus attribute) (GenerateFillReports attribute) (GenerateOrderStatusReport attribute) (GenerateOrderStatusReports attribute) (GeneratePositionStatusReports attribute) (IndexInstrument attribute) (IndexPriceUpdate attribute) (Instrument attribute), [1] (InstrumentClose attribute), [1] (InstrumentStatus attribute), [1] (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (MarkPriceUpdate attribute), [1] (ModifyOrder attribute) (NewsEvent property) (OptionContract attribute) (OptionSpread attribute) (Order attribute), [1] (OrderAccepted attribute), [1] (OrderBook attribute), [1] (OrderBookDelta attribute), [1] (OrderBookDeltas attribute), [1] (OrderBookDepth10 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] (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] (PerpetualContract attribute) (Position attribute), [1] (PositionAdjusted attribute), [1] (PositionChanged attribute) (PositionClosed attribute) (PositionEvent attribute), [1] (PositionOpened attribute) (PositionStatusReport attribute) (QueryAccount attribute) (QueryOrder attribute) (QuoteTick attribute), [1] (Request attribute), [1] (RequestBars attribute) (RequestData attribute) (RequestFundingRates attribute) (RequestInstrument attribute) (RequestInstruments attribute) (RequestJoin attribute) (RequestOrderBookDeltas attribute) (RequestOrderBookDepth attribute) (RequestOrderBookSnapshot attribute) (RequestQuoteTicks attribute) (RequestTradeTicks attribute) (Response attribute), [1] (StopLimitOrder attribute) (StopMarketOrder attribute) (SubmitOrder attribute) (SubmitOrderList attribute) (SubscribeBars attribute) (SubscribeData attribute) (SubscribeFundingRates attribute) (SubscribeIndexPrices attribute) (SubscribeInstrument attribute) (SubscribeInstrumentClose attribute) (SubscribeInstruments attribute) (SubscribeInstrumentStatus attribute) (SubscribeMarkPrices attribute) (SubscribeOrderBook attribute) (SubscribeQuoteTicks attribute) (SubscribeTradeTicks attribute) (SyntheticInstrument attribute), [1] (TimeEvent attribute) (TradeTick attribute), [1] (TradingCommand attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) (UnsubscribeBars attribute) (UnsubscribeData attribute) (UnsubscribeFundingRates attribute) (UnsubscribeIndexPrices attribute) (UnsubscribeInstrument attribute) (UnsubscribeInstrumentClose attribute) (UnsubscribeInstruments attribute) (UnsubscribeInstrumentStatus attribute) (UnsubscribeMarkPrices attribute) (UnsubscribeOrderBook attribute) (UnsubscribeQuoteTicks attribute) (UnsubscribeTradeTicks attribute) ts_last (BarBuilder attribute) (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (Order attribute), [1] (OrderBook attribute), [1] (Position attribute), [1] (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) ts_opened (Position attribute), [1] (PositionChanged attribute) (PositionClosed attribute) (PositionEvent attribute), [1] (PositionOpened attribute) ts_received (DatabentoSubscriptionAck attribute) ts_recv (DatabentoImbalance attribute), [1] (DatabentoStatistics attribute), [1] ts_ref (DatabentoStatistics attribute), [1] ts_shutdown (NautilusKernel property) ts_started (NautilusKernel property) ts_submitted (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (Order attribute), [1] (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) ts_triggered (LimitIfTouchedOrder attribute), [1] (StopLimitOrder attribute), [1] (TrailingStopLimitOrder attribute), [1] turnover24h (BybitTickerData attribute) TwoTierFillModel (class in nautilus_trader.backtest.models) type (Actor attribute) (BacktestDataClient attribute) (BacktestExecClient attribute) (BacktestMarketDataClient attribute) (BetfairDataClient attribute) (BetfairExecutionClient 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), [1] (DydxDataClient attribute), [1] (DydxExecutionClient attribute), [1] (ExecAlgorithm attribute) (ExecutionClient attribute) (ExecutionEngine attribute) (FXRolloverInterestModule attribute) (InteractiveBrokersClient attribute) (InteractiveBrokersDataClient attribute) (InteractiveBrokersExecutionClient attribute) (LiveDataClient attribute) (LiveDataEngine attribute) (LiveExecutionClient attribute) (LiveExecutionEngine attribute) (LiveMarketDataClient attribute) (LiveRiskEngine attribute) (MarginAccount attribute) (MarketDataClient attribute) (OKXDataClient attribute) (OKXExecutionClient attribute) (OrderEmulator attribute) (PolymarketDataClient attribute) (PolymarketExecutionClient attribute) (RiskEngine attribute) (SimulationModule attribute) (Strategy attribute) (TardisDataClient 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) underConId (IBContractDetails attribute) underlying (CryptoFuture attribute), [1] (CryptoOption attribute), [1] (FuturesContract attribute), [1] (FuturesSpread attribute), [1] (OptionContract attribute), [1] (OptionSpread attribute), [1] (PerpetualContract attribute), [1] underSecType (IBContractDetails attribute) underSymbol (IBContractDetails attribute) UNEXPECTED_RESP (BinanceErrorCode attribute) unfiltered_data_end (EconomicNewsEventFilter property) unfiltered_data_start (EconomicNewsEventFilter property) unix_nanos_to_dt() (in module nautilus_trader.core.datetime) unix_nanos_to_iso8601() (in module nautilus_trader.core.datetime) UNKNOWN (BinanceErrorCode 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), [1] unrealized_pnls() (Portfolio method), [1] (PortfolioFacade method), [1] unsubscribe() (BacktestDataClient method) (BacktestMarketDataClient method) (BetfairDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (DatabentoDataClient method) (DataClient method) (DydxDataClient method), [1] (InteractiveBrokersDataClient method) (LiveDataClient method) (LiveMarketDataClient method) (MarketDataClient method) (MessageBus method) (OKXDataClient method) (PolymarketDataClient method) (TardisDataClient method) (Trader method), [1] unsubscribe_account_summary() (InteractiveBrokersClient method) unsubscribe_bars() (Actor method) (BacktestMarketDataClient method) (BetfairDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (Controller method) (DatabentoDataClient method) (DydxDataClient method), [1] (ExecAlgorithm method) (FXRolloverInterestModule method) (InteractiveBrokersDataClient method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) (OrderEmulator method) (PolymarketDataClient method) (SimulationModule method) (Strategy method) (TardisDataClient method) unsubscribe_data() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) unsubscribe_event() (InteractiveBrokersClient method) unsubscribe_funding_rates() (Actor method) (BacktestMarketDataClient method) (BetfairDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (Controller method) (DatabentoDataClient method) (DydxDataClient method), [1] (ExecAlgorithm method) (FXRolloverInterestModule method) (InteractiveBrokersDataClient method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) (OrderEmulator method) (PolymarketDataClient method) (SimulationModule method) (Strategy method) (TardisDataClient method) unsubscribe_historical_bars() (InteractiveBrokersClient method) unsubscribe_index_market_data() (InteractiveBrokersClient method) unsubscribe_index_prices() (Actor method) (BacktestMarketDataClient method) (BetfairDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (Controller method) (DatabentoDataClient method) (DydxDataClient method), [1] (ExecAlgorithm method) (FXRolloverInterestModule method) (InteractiveBrokersDataClient method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) (OrderEmulator method) (PolymarketDataClient method) (SimulationModule method) (Strategy method) (TardisDataClient method) unsubscribe_instrument() (Actor method) (BacktestMarketDataClient method) (BetfairDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (Controller method) (DatabentoDataClient method) (DydxDataClient method), [1] (ExecAlgorithm method) (FXRolloverInterestModule method) (InteractiveBrokersDataClient method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) (OrderEmulator method) (PolymarketDataClient method) (SimulationModule method) (Strategy method) (TardisDataClient method) unsubscribe_instrument_close() (Actor method) (BacktestMarketDataClient method) (BetfairDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (Controller method) (DatabentoDataClient method) (DydxDataClient method), [1] (ExecAlgorithm method) (FXRolloverInterestModule method) (InteractiveBrokersDataClient method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) (OrderEmulator method) (PolymarketDataClient method) (SimulationModule method) (Strategy method) (TardisDataClient method) unsubscribe_instrument_status() (Actor method) (BacktestMarketDataClient method) (BetfairDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (Controller method) (DatabentoDataClient method) (DydxDataClient method), [1] (ExecAlgorithm method) (FXRolloverInterestModule method) (InteractiveBrokersDataClient method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) (OrderEmulator method) (PolymarketDataClient method) (SimulationModule method) (Strategy method) (TardisDataClient method) unsubscribe_instruments() (Actor method) (BacktestMarketDataClient method) (BetfairDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (Controller method) (DatabentoDataClient method) (DydxDataClient method), [1] (ExecAlgorithm method) (FXRolloverInterestModule method) (InteractiveBrokersDataClient method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) (OrderEmulator method) (PolymarketDataClient method) (SimulationModule method) (Strategy method) (TardisDataClient method) unsubscribe_mark_prices() (Actor method) (BacktestMarketDataClient method) (BetfairDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (Controller method) (DatabentoDataClient method) (DydxDataClient method), [1] (ExecAlgorithm method) (FXRolloverInterestModule method) (InteractiveBrokersDataClient method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) (OrderEmulator method) (PolymarketDataClient method) (SimulationModule method) (Strategy method) (TardisDataClient method) unsubscribe_market_data() (InteractiveBrokersClient method) unsubscribe_order_book() (InteractiveBrokersClient 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) (BetfairDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (Controller method) (DatabentoDataClient method) (DydxDataClient method), [1] (ExecAlgorithm method) (FXRolloverInterestModule method) (InteractiveBrokersDataClient method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) (OrderEmulator method) (PolymarketDataClient method) (SimulationModule method) (Strategy method) (TardisDataClient method) unsubscribe_order_book_depth() (Actor method) (BacktestMarketDataClient method) (BetfairDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (Controller method) (DatabentoDataClient method) (DydxDataClient method), [1] (ExecAlgorithm method) (FXRolloverInterestModule method) (InteractiveBrokersDataClient method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) (OrderEmulator method) (PolymarketDataClient method) (SimulationModule method) (Strategy method) (TardisDataClient method)

unsubscribe_order_cancels() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) unsubscribe_order_fills() (Actor method) (Controller method) (ExecAlgorithm method) (FXRolloverInterestModule method) (OrderEmulator method) (SimulationModule method) (Strategy method) unsubscribe_positions() (InteractiveBrokersClient method) unsubscribe_quote_ticks() (Actor method) (BacktestMarketDataClient method) (BetfairDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (Controller method) (DatabentoDataClient method) (DydxDataClient method), [1] (ExecAlgorithm method) (FXRolloverInterestModule method) (InteractiveBrokersDataClient method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) (OrderEmulator method) (PolymarketDataClient method) (SimulationModule method) (Strategy method) (TardisDataClient method) unsubscribe_realtime_bars() (InteractiveBrokersClient method) unsubscribe_ticks() (InteractiveBrokersClient method) unsubscribe_trade_ticks() (Actor method) (BacktestMarketDataClient method) (BetfairDataClient method) (BinanceFuturesDataClient method) (BinanceSpotDataClient method) (BybitDataClient method) (Controller method) (DatabentoDataClient method) (DydxDataClient method), [1] (ExecAlgorithm method) (FXRolloverInterestModule method) (InteractiveBrokersDataClient method) (LiveMarketDataClient method) (MarketDataClient method) (OKXDataClient method) (OrderEmulator method) (PolymarketDataClient method) (SimulationModule method) (Strategy method) (TardisDataClient method) UnsubscribeBars (class in nautilus_trader.data.messages) UNSUBSCRIBED (SubscriptionStatus attribute) UnsubscribeData (class in nautilus_trader.data.messages) UnsubscribeFundingRates (class in nautilus_trader.data.messages) UnsubscribeIndexPrices (class in nautilus_trader.data.messages) UnsubscribeInstrument (class in nautilus_trader.data.messages) UnsubscribeInstrumentClose (class in nautilus_trader.data.messages) UnsubscribeInstruments (class in nautilus_trader.data.messages) UnsubscribeInstrumentStatus (class in nautilus_trader.data.messages) UnsubscribeMarkPrices (class in nautilus_trader.data.messages) UnsubscribeOrderBook (class in nautilus_trader.data.messages) UnsubscribeQuoteTicks (class in nautilus_trader.data.messages) UnsubscribeTradeTicks (class in nautilus_trader.data.messages) UNSUPPORTED_OPERATION (BinanceErrorCode attribute) UPCOMING_METHOD (BinanceErrorCode attribute) UPDATE (PolymarketEventType attribute) update() (BarBuilder method) (OrderBook method), [1] 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() (AccountsManager method) (CashAccount method) (MarginAccount method) update_bar() (BarBuilder method) (Portfolio method), [1] update_commissions() (CashAccount method) (MarginAccount method) update_count (OrderBook attribute), [1] update_headers() (BetfairHttpClient method) update_instrument() (FixedRiskSizer method) (OrderMatchingEngine method) (PositionSizer method) (SimulatedExchange method) update_instruments_interval_mins (BinanceDataClientConfig attribute), [1] (BybitDataClientConfig attribute), [1] (OKXDataClientConfig attribute), [1] (PolymarketDataClientConfig attribute), [1] (TardisDataClientConfig attribute), [1] update_latency_nanos (LatencyModel attribute) (LatencyModelConfig attribute) update_margin() (MarginAccount method) update_margin_init() (MarginAccount method) update_margin_maint() (MarginAccount method) update_mark_price() (Portfolio method), [1] update_order() (Cache method), [1] (CacheDatabaseAdapter method), [1] (OrderMatchingEngine method) (Portfolio method), [1] update_order_pending_cancel_local() (Cache method), [1] update_orders() (AccountsManager method) update_own_order_book() (Cache method), [1] update_position() (Cache method), [1] (CacheDatabaseAdapter method), [1] (Portfolio method), [1] update_positions() (AccountsManager method) update_quote_tick() (OrderBook method), [1] (Portfolio method), [1] update_raw() (AdaptiveMovingAverage method), [1] (ArcherMovingAveragesTrends method), [1] (AroonOscillator method), [1] (AverageTrueRange method), [1] (Bias method), [1] (BollingerBands method), [1] (ChandeMomentumOscillator method), [1] (CommodityChannelIndex method), [1] (DirectionalMovement method), [1] (DonchianChannel method), [1] (DoubleExponentialMovingAverage method), [1] (EfficiencyRatio method), [1] (ExponentialMovingAverage method), [1] (FuzzyCandlesticks method), [1] (HullMovingAverage method), [1] (IchimokuCloud method), [1] (KeltnerChannel method), [1] (KeltnerPosition method), [1] (KlingerVolumeOscillator method), [1] (LinearRegression method), [1] (MovingAverage method), [1] (MovingAverageConvergenceDivergence method), [1] (OnBalanceVolume method), [1] (Pressure method), [1] (PsychologicalLine method), [1] (RateOfChange method), [1] (RelativeStrengthIndex method), [1] (RelativeVolatilityIndex method), [1] (SimpleMovingAverage method), [1] (Stochastics method), [1] (Swings method), [1] (VariableIndexDynamicAverage method), [1] (VerticalHorizontalFilter method), [1] (VolatilityRatio method), [1] (VolumeWeightedAveragePrice method), [1] (WeightedMovingAverage method), [1] (WilderMovingAverage method), [1] 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), [1] upper (BollingerBands attribute), [1] (DonchianChannel attribute), [1] (KeltnerChannel attribute), [1] upper_wick_size (FuzzyCandle attribute), [1] us (BinanceDataClientConfig attribute), [1] (BinanceExecClientConfig attribute), [1] USDT_FUTURES (BinanceAccountType attribute), [1] use_agg_trade_ticks (BinanceDataClientConfig attribute), [1] use_data_api (PolymarketExecClientConfig attribute), [1] use_exchange_as_venue (DatabentoDataClientConfig attribute), [1] use_fills_channel (OKXExecClientConfig attribute), [1] use_gamma_markets (BetfairInstrumentProviderConfig attribute), [1] (BinanceInstrumentProviderConfig attribute), [1] (InstrumentProviderConfig attribute) (InteractiveBrokersInstrumentProviderConfig attribute) (PolymarketInstrumentProviderConfig attribute) use_gtd (BinanceExecClientConfig attribute), [1] (BybitExecClientConfig attribute), [1] use_http_batch_api (BybitExecClientConfig attribute), [1] use_hyphens (ClientOrderIdGenerator attribute) use_hyphens_in_client_order_ids (OrderFactory attribute) (Strategy attribute), [1] (StrategyConfig attribute) use_instance_id (CacheConfig attribute) (MessageBusConfig attribute) use_market_order_acks (BacktestVenueConfig attribute) (SimulatedExchange attribute) use_market_version (BetfairExecClientConfig attribute), [1] use_message_queue (SimulatedExchange attribute) use_mm_mass_cancel (OKXExecClientConfig attribute), [1] use_position_ids (BacktestVenueConfig attribute) (BinanceExecClientConfig attribute), [1] (BinanceFuturesExecutionClient property) (BinanceSpotExecutionClient property) (SimulatedExchange attribute) use_pyo3 (LoggingConfig attribute) use_random_ids (BacktestVenueConfig attribute) (SimulatedExchange attribute) use_reduce_only (BacktestVenueConfig attribute) (BinanceExecClientConfig attribute), [1] (SimulatedExchange attribute) use_regular_trading_hours (InteractiveBrokersDataClientConfig attribute) use_spot_cash_position_reports (OKXExecClientConfig attribute), [1] use_spot_margin (OKXExecClientConfig attribute), [1] use_spot_position_reports (BybitExecClientConfig attribute), [1] use_tracing (LoggingConfig attribute) use_trade_lite (BinanceExecClientConfig attribute), [1] use_trader_id (MessageBusConfig attribute) use_trader_prefix (CacheConfig attribute) (MessageBusConfig attribute) use_uuid_client_order_ids (OrderFactory attribute) (Strategy attribute), [1] (StrategyConfig attribute) use_uuids (ClientOrderIdGenerator attribute) use_ws_execution_fast (BybitExecClientConfig attribute), [1] used() (Throttler method) USER_DATA (BinanceSecurityType attribute) USER_IN_LIQUIDATION (BinanceErrorCode attribute) USER_STREAM (BinanceSecurityType attribute) username (BetfairDataClientConfig attribute), [1] (BetfairExecClientConfig attribute), [1] (DatabaseConfig attribute) (DockerizedIBGatewayConfig attribute) utc_now() (Clock method) (LiveClock method) (TestClock method) UUID4 (class in nautilus_trader.core) (class in nautilus_trader.core.uuid)

V

validate() (ActorConfig method) (BacktestDataConfig method) (BacktestEngineConfig method) (BacktestRunConfig method) (BacktestVenueConfig method) (BetfairDataClientConfig method), [1] (BetfairExecClientConfig method), [1] (BetfairInstrumentProviderConfig method), [1] (BinanceDataClientConfig method), [1] (BinanceExecClientConfig method), [1] (BinanceInstrumentProviderConfig method), [1] (BybitDataClientConfig method), [1] (BybitExecClientConfig method), [1] (CacheConfig method) (ComboLeg method) (ControllerConfig method) (DatabaseConfig method) (DatabentoDataClientConfig method), [1] (DataCatalogConfig method) (DataEngineConfig method) (DeltaNeutralContract method) (DockerizedIBGatewayConfig method) (DydxDataClientConfig method), [1] (DydxExecClientConfig method), [1] (ExecAlgorithmConfig method) (ExecEngineConfig method) (FeeModelConfig method) (FillModelConfig method) (FixedFeeModelConfig method) (FXRolloverInterestConfig method) (IBContract method) (IBContractDetails method) (IBOrderTags method) (ImportableActorConfig method) (ImportableConfig method) (ImportableControllerConfig method) (ImportableExecAlgorithmConfig method) (ImportableFactoryConfig method) (ImportableFeeModelConfig method) (ImportableFillModelConfig method) (ImportableLatencyModelConfig method) (ImportableStrategyConfig method) (InstrumentProviderConfig method) (InteractiveBrokersDataClientConfig method) (InteractiveBrokersExecClientConfig method) (InteractiveBrokersInstrumentProviderConfig method) (LatencyModelConfig method) (LiveDataClientConfig method) (LiveDataEngineConfig method) (LiveExecClientConfig method) (LiveExecEngineConfig method) (LiveRiskEngineConfig method) (LoggingConfig method) (MakerTakerFeeModelConfig method) (MarginModelConfig method) (MessageBusConfig method) (NautilusConfig method) (NautilusKernelConfig method) (OKXDataClientConfig method), [1] (OKXExecClientConfig method), [1] (OrderEmulatorConfig method) (PerContractFeeModelConfig method) (PolymarketDataClientConfig method), [1] (PolymarketExecClientConfig method), [1] (PolymarketInstrumentProviderConfig method) (RiskEngineConfig method) (RoutingConfig method) (SimulationModuleConfig method) (StrategyConfig method) (StreamingConfig method) (TardisDataClientConfig method), [1] (TradingNodeConfig method) validate_data_sequence (DataEngineConfig attribute) (LiveDataEngineConfig attribute) validExchanges (IBContractDetails attribute) value (AccountId attribute) (AdaptiveMovingAverage attribute) (AroonOscillator attribute), [1] (AverageTrueRange attribute), [1] VALUE (BarAggregation attribute) value (Bias attribute), [1] (BybitMarginAction attribute) (BybitProductType attribute) (ChandeMomentumOscillator attribute), [1] (ClientId attribute) (ClientOrderId attribute) (CommodityChannelIndex attribute), [1] (ComponentId attribute) (DirectionalMovement attribute), [1] (DoubleExponentialMovingAverage attribute) (EfficiencyRatio attribute), [1] (ExecAlgorithmId attribute) (ExponentialMovingAverage attribute) (FuzzyCandlesticks attribute), [1] (HullMovingAverage attribute) (IBOrderTags property) (Identifier attribute) (IndexPriceUpdate attribute) (InstrumentId attribute) (KeltnerPosition attribute), [1] (KlingerVolumeOscillator attribute), [1] (LinearRegression attribute), [1] (MarkPriceUpdate attribute), [1] (MovingAverage attribute), [1] (MovingAverageConvergenceDivergence attribute), [1] (OnBalanceVolume attribute), [1] (OrderListId attribute) (PositionId attribute) (Pressure attribute), [1] (PsychologicalLine attribute), [1] (RateOfChange attribute), [1] (RelativeStrengthIndex attribute), [1] (RelativeVolatilityIndex attribute), [1] (SimpleMovingAverage attribute) (StrategyId attribute) (Symbol attribute) (TaskId attribute) (TradeId attribute) (TraderId attribute) (UUID4 attribute), [1] (VariableIndexDynamicAverage attribute) (Venue attribute) (VenueOrderId attribute) (VerticalHorizontalFilter attribute), [1] (VolatilityRatio attribute), [1] (VolumeWeightedAveragePrice attribute), [1] (WeightedMovingAverage attribute) (WilderMovingAverage attribute) value_cumulative (Pressure attribute), [1] value_d (Stochastics attribute), [1] VALUE_IMBALANCE (BarAggregation attribute) value_k (Stochastics attribute), [1] VALUE_RUNS (BarAggregation attribute) ValueBarAggregator (class in nautilus_trader.data.aggregation) ValueImbalanceBarAggregator (class in nautilus_trader.data.aggregation) ValueRunsBarAggregator (class in nautilus_trader.data.aggregation) VARIABLE_INDEX_DYNAMIC (MovingAverageType attribute), [1] VariableIndexDynamicAverage (class in nautilus_trader.indicators) (class in nautilus_trader.indicators.averages) variants() (BybitMarginAction static method) (BybitProductType static method) vector (FuzzyCandlesticks attribute), [1] venue (BacktestDataClient attribute) (BacktestExecClient attribute) (BacktestMarketDataClient attribute) (BetfairDataClient attribute) (BetfairExecutionClient attribute) (BettingInstrument attribute) (BinanceDataClientConfig attribute), [1] (BinanceExecClientConfig attribute), [1] (BinanceFuturesDataClient attribute) (BinanceFuturesExecutionClient attribute) (BinanceSpotDataClient attribute) (BinanceSpotExecutionClient attribute) (BinaryOption attribute) (BybitDataClient attribute) (BybitExecutionClient attribute) (Cfd attribute)

Venue (class in nautilus_trader.model) (class in nautilus_trader.model.identifiers) venue (Commodity attribute) (CryptoFuture attribute) (CryptoOption attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (DatabentoDataClient attribute) (DataClient attribute) (DataCommand attribute) (DataResponse attribute) (DydxDataClient attribute), [1] (DydxExecutionClient attribute), [1] (Equity attribute) (ExecutionClient attribute) (FuturesContract attribute) (FuturesSpread attribute) (GenerateExecutionMassStatus attribute) (IndexInstrument attribute) (Instrument attribute), [1] (InstrumentId attribute), [1] (InteractiveBrokersDataClient attribute) (InteractiveBrokersExecutionClient attribute) (LimitIfTouchedOrder attribute) (LimitOrder attribute) (LiveDataClient attribute) (LiveExecutionClient attribute) (LiveMarketDataClient attribute) (MarketDataClient attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (OKXDataClient attribute) (OKXExecutionClient attribute) (OptionContract attribute) (OptionSpread attribute) (Order attribute), [1] (OrderMatchingEngine attribute) (PerpetualContract attribute) (PolymarketDataClient attribute) (PolymarketDataClientConfig attribute), [1] (PolymarketExecClientConfig attribute), [1] (PolymarketExecutionClient attribute) (Position attribute), [1] (RequestBars attribute) (RequestData attribute) (RequestFundingRates attribute) (RequestInstrument attribute) (RequestInstruments attribute) (RequestJoin attribute) (RequestOrderBookDeltas attribute) (RequestOrderBookDepth attribute) (RequestOrderBookSnapshot attribute) (RequestQuoteTicks attribute) (RequestTradeTicks attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (SubscribeBars attribute) (SubscribeData attribute) (SubscribeFundingRates attribute) (SubscribeIndexPrices attribute) (SubscribeInstrument attribute) (SubscribeInstrumentClose attribute) (SubscribeInstruments attribute) (SubscribeInstrumentStatus attribute) (SubscribeMarkPrices attribute) (SubscribeOrderBook attribute) (SubscribeQuoteTicks attribute) (SubscribeTradeTicks attribute) (TardisDataClient attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) (UnsubscribeBars attribute) (UnsubscribeData attribute) (UnsubscribeFundingRates attribute) (UnsubscribeIndexPrices attribute) (UnsubscribeInstrument attribute) (UnsubscribeInstrumentClose attribute) (UnsubscribeInstruments attribute) (UnsubscribeInstrumentStatus attribute) (UnsubscribeMarkPrices attribute) (UnsubscribeOrderBook attribute) (UnsubscribeQuoteTicks attribute) (UnsubscribeTradeTicks attribute) venue_dataset_map (DatabentoDataClientConfig attribute), [1] venue_order_id (CancelOrder attribute) (GenerateFillReports attribute) (GenerateOrderStatusReport 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), [1] (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) VenueOrderId (class in nautilus_trader.model) (class in nautilus_trader.model.identifiers) venues (BacktestRunConfig attribute) (RoutingConfig attribute) vertical_spacing (GridLayout attribute) VerticalHorizontalFilter (class in nautilus_trader.indicators) (class in nautilus_trader.indicators.volatility) vip_level (OKXDataClientConfig attribute), [1] vnc_port (DockerizedIBGatewayConfig attribute) VNC_PORT_INTERNAL (DockerizedIBGateway attribute) VolatilityRatio (class in nautilus_trader.indicators) (class in nautilus_trader.indicators.volatility) volume (Bar attribute), [1] VOLUME (BarAggregation attribute) volume (BinanceBar attribute) volume24h (BybitTickerData attribute) VOLUME_IMBALANCE (BarAggregation attribute) VOLUME_RUNS (BarAggregation attribute) VolumeBarAggregator (class in nautilus_trader.data.aggregation) VolumeImbalanceBarAggregator (class in nautilus_trader.data.aggregation) VolumeRunsBarAggregator (class in nautilus_trader.data.aggregation) VolumeSensitiveFillModel (class in nautilus_trader.backtest.models) VolumeWeightedAveragePrice (class in nautilus_trader.indicators) (class in nautilus_trader.indicators.volume)

W

wait_until_ready() (InteractiveBrokersClient method) wallet_address (DydxDataClientConfig attribute), [1] (DydxExecClientConfig attribute), [1] warning() (Logger method) WARNING_CODES (InteractiveBrokersClient attribute) WEEK (BarAggregation attribute) WEEK_1 (BinanceKlineInterval attribute) WEIGHTED (MovingAverageType attribute), [1] WeightedMovingAverage (class in nautilus_trader.indicators) (class in nautilus_trader.indicators.averages) weights (WeightedMovingAverage attribute), [1] whatIf (IBOrderTags attribute) WICK_LARGE (CandleWickSize attribute) WICK_MEDIUM (CandleWickSize attribute) WICK_NONE (CandleWickSize attribute) WICK_SMALL (CandleWickSize attribute) WILDER (MovingAverageType attribute), [1] WilderMovingAverage (class in nautilus_trader.indicators) (class in nautilus_trader.indicators.averages) WinRate (class in nautilus_trader.analysis) with_dates() (RequestBars method) (RequestData method) (RequestFundingRates method) (RequestInstrument method) (RequestInstruments method) (RequestJoin method) (RequestOrderBookDeltas method) (RequestOrderBookDepth method) (RequestOrderBookSnapshot method) (RequestQuoteTicks method) (RequestTradeTicks method)

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_data() (ParquetDataCatalog method) writer (NautilusKernel property) WRONG_MARKET_STATUS (BinanceErrorCode attribute) ws_auth_timeout_secs (BybitExecClientConfig attribute), [1] ws_connection_delay_secs (PolymarketDataClientConfig attribute), [1] (TardisDataClientConfig attribute), [1] ws_connection_initial_delay_secs (PolymarketDataClientConfig attribute), [1] ws_max_subscriptions_per_connection (PolymarketDataClientConfig attribute), [1] (PolymarketExecClientConfig attribute), [1] ws_proxy_url (BybitDataClientConfig attribute), [1] (BybitExecClientConfig attribute), [1] (OKXDataClientConfig attribute), [1] (OKXExecClientConfig attribute), [1] ws_trade_timeout_secs (BybitExecClientConfig attribute), [1]

Y

YEAR (BarAggregation attribute)

yield_curve() (Cache method), [1] (CacheFacade method)

Z

zero() (Quantity static method), [1]