Index A | B | C | D | E | F | G | H | I | J | K | L | M | N | O | P | Q | R | S | T | U | V | W | X | Y | Z A ABSTRACT (Blockchain attribute) ACCEPTED (OrderStatus attribute) account() (Cache method) (Portfolio method) account_address (HyperliquidExecClientConfig attribute) account_currency (BetfairDataConfig attribute) (BetfairExecConfig attribute) account_for_venue() (Cache method) account_id (AccountState attribute) (AxExecClientConfig attribute) (BetfairExecConfig attribute) (BinanceExecClientConfig attribute) (BitmexExecClientConfig attribute) (BitmexExecFactoryConfig attribute) (BybitExecClientConfig attribute) (DeribitExecClientConfig attribute) (DydxExecClientConfig attribute) (ExecutionMassStatus attribute) (FillReport attribute) (HyperliquidExecFactoryConfig attribute) (InteractiveBrokersExecClientConfig attribute) (KrakenExecClientConfig attribute) (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (OKXExecClientConfig attribute) (OrderAccepted attribute) (OrderCanceled attribute) (OrderCancelRejected attribute) (OrderExpired attribute) (OrderFilled attribute) (OrderFillVoided attribute) (OrderModifyRejected attribute) (OrderPendingCancel attribute) (OrderPendingUpdate attribute) (OrderRejected attribute) (OrderStatusReport attribute) (OrderSubmitted attribute) (OrderTriggered attribute) (OrderUpdated attribute) (PolymarketExecClientConfig attribute) (PortfolioSnapshot attribute) (Position attribute) (PositionAdjusted attribute) (PositionChanged attribute) (PositionClosed attribute) (PositionOpened attribute) (PositionStatusReport attribute) (SandboxExecutionClientConfig attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) account_id() (Cache method) account_ids (RustTestTypedMapCustomData attribute) account_initial_margin() (MarginAccount method) account_initial_margins() (MarginAccount method) account_maintenance_margin() (MarginAccount method) account_maintenance_margins() (MarginAccount method) account_margin() (MarginAccount method) account_margins() (MarginAccount method) account_type (AccountState attribute) (BacktestVenueConfig attribute), [1] (BettingAccount attribute) (CashAccount attribute) (MarginAccount attribute) (PortfolioSnapshot attribute) (SandboxExecutionClientConfig attribute) (WalletAccount attribute) AccountBalance (class in nautilus_trader.model) AccountId (class in nautilus_trader.model) AccountState (class in nautilus_trader.model) AccountType (class in nautilus_trader.model) accumulated_qty (BinanceFuturesLiquidation attribute) accuracy_percent() (SizeForImpactResult method) action (InstrumentStatus attribute) (OrderBookDelta attribute) activation_ns (BinaryOption attribute) (CryptoFuture attribute) (CryptoFuturesSpread attribute) (CryptoOption attribute) (CryptoOptionSpread attribute) (FuturesContract attribute) (FuturesSpread attribute) (OptionContract attribute) (OptionSpread attribute) activation_price (OrderInitialized attribute) (OrderStatusReport attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) ACTIVE (TradingState attribute) active_only (BitmexDataClientConfig attribute) (BitmexExecClientConfig attribute) actor_id (BookImbalanceActorConfig attribute) (DataActor attribute) (DataActorConfig attribute), [1] actor_path (ImportableActorConfig attribute), [1] ActorId (class in nautilus_trader.model) actual_impact_bps (SizeForImpactResult attribute) AdaptiveMovingAverage (class in nautilus_trader.indicators) ADD (BookAction attribute) add() (Cache method) (FifoCache method) (OrderBook method) (OwnOrderBook method) add_actor() (BacktestEngine method) add_actor_from_config() (BacktestEngine method) (BacktestNode method) (LiveNode method) add_actors() (BacktestEngine method) add_actors_from_configs() (BacktestEngine method) add_bet() (BetPosition method) add_builtin_actor() (BacktestEngine method) (LiveNode method) add_builtin_strategy() (BacktestEngine method) (BacktestNode method) (LiveNode method) add_custom_file() (DataBackendSession method) add_data() (BacktestEngine method) add_data_client() (LiveNodeBuilder method) add_defi_data() (BacktestEngine method) add_exec_algorithm() (BacktestEngine method) (LiveNode method) add_exec_algorithm_from_config() (BacktestEngine method) (LiveNode method) add_exec_algorithms() (BacktestEngine method) add_exec_algorithms_from_configs() (BacktestEngine method) add_exec_client() (LiveNodeBuilder method) add_file() (DataBackendSession method) add_fill_reports() (ExecutionMassStatus method) add_instrument() (BacktestEngine method) add_listener() (MessageBus method) add_native_exec_algorithm() (BacktestEngine method) add_order_reports() (ExecutionMassStatus method) add_plugin() (LiveNode method) add_position_reports() (ExecutionMassStatus method) add_position_return() (PortfolioAnalyzer method) add_positions() (PortfolioAnalyzer method) add_return() (PortfolioAnalyzer method) add_simulated_exec_client() (LiveNodeBuilder method) add_strategies() (BacktestEngine method) add_strategies_from_configs() (BacktestEngine method) add_strategy() (BacktestEngine method) (LiveNode method) add_strategy_from_config() (BacktestEngine method) (BacktestNode method) (LiveNode method) add_streaming_type() (MessageBus method) add_synthetic() (DataActor method) (Strategy method) add_trade() (PortfolioAnalyzer method) add_venue() (BacktestEngine method) ADDED (DatabentoStatisticUpdateAction attribute) address (Pool attribute) (Token attribute) adjustment_type (PositionAdjusted attribute) adjustments() (Position method) AERODROME_SLIPSTREAM (DexType attribute) AERODROME_V1 (DexType attribute) AGG2 (DeribitUpdateInterval attribute) aggregation (BarSpecification attribute) aggregation_source (BarType attribute) (BarType.Composite attribute) (BarType.Standard attribute) AggregationSource (class in nautilus_trader.model) aggressor_side (HyperliquidPublicTrade attribute) (TradeTick attribute) AggressorSide (class in nautilus_trader.model) allow_borrowing (CashAccount attribute) allow_cash_borrowing (BacktestVenueConfig attribute), [1] allow_overfills (ExecutionEngineConfig attribute), [1] (LiveExecEngineConfig attribute), [1] allows_negative_price() (InstrumentClass method) Alpha (class in nautilus_trader.analysis) alpha (ExponentialMovingAverage attribute) (VariableIndexDynamicAverage attribute) (WilderMovingAverage attribute) alpha_diff (AdaptiveMovingAverage attribute) alpha_fast (AdaptiveMovingAverage attribute) alpha_slow (AdaptiveMovingAverage attribute) ALTERNATIVE (AssetClass attribute) amm_type (Dex attribute) AmmType (class in nautilus_trader.model) amount (BybitMarginBorrowResult attribute) (BybitMarginRepayResult attribute) amount0 (PoolFeeCollect attribute) (PoolFeeProtocolCollect attribute) (PoolFlash attribute) (PoolLiquidityUpdate attribute) (PoolSwap attribute) (SwapQuote attribute) amount1 (PoolFeeCollect attribute) (PoolFeeProtocolCollect attribute) (PoolFlash attribute) (PoolLiquidityUpdate attribute) (PoolSwap attribute) (SwapQuote attribute) ANY (DeribitCurrency attribute) apply() (BettingAccount method) (CashAccount method) (LimitIfTouchedOrder method) (LimitOrder method) (MarginAccount method) (MarketIfTouchedOrder method) (MarketOrder method) (MarketToLimitOrder method) (Position method) (StopLimitOrder method) (StopMarketOrder method) (TrailingStopLimitOrder method) (TrailingStopMarketOrder method) (WalletAccount method) apply_adjustment() (Position method) apply_delta() (OrderBook method) apply_deltas() (OrderBook method) apply_depth() (OrderBook method) ARBITRUM (Blockchain attribute) ARBITRUM() (Chain static method) ARBITRUM_NOVA (Blockchain attribute) ARBITRUM_SEPOLIA (Blockchain attribute) ArcherMovingAveragesTrends (class in nautilus_trader.indicators) args (TearsheetCustomChart attribute) aroon_down (AroonOscillator attribute) aroon_up (AroonOscillator attribute) AroonOscillator (class in nautilus_trader.indicators) as_bet() (BetPosition method) as_decimal() (Money method) (Price method) (Quantity method) as_double() (Money method) (Price method) (Quantity method) ASK (PriceType attribute) ask1_price (BybitTickerData attribute) ask1_size (BybitTickerData attribute) ask_client_order_ids() (OwnOrderBook method) ask_counts (OrderBookDepth10 attribute) ask_iv (DeribitBookSummary attribute) (OptionGreeks attribute) ask_price (BinanceSpotTicker attribute) (DeribitBookSummary attribute) (QuoteTick attribute) ask_qty (BinanceSpotTicker attribute) ask_quantity() (OwnOrderBook method) ask_size (QuoteTick attribute) asks (OrderBookDepth10 attribute) asks() (OrderBook method) asks_filtered_to_dict() (OrderBook method) asks_to_dict() (OrderBook method) (OwnOrderBook method) asks_to_list() (OwnOrderBook method) asset_class (BettingInstrument attribute) (BinaryOption attribute) (Cfd attribute) (Commodity attribute) (CryptoFuture attribute) (CryptoFuturesSpread attribute) (CryptoOption attribute) (CryptoOptionSpread attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (Equity attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (OptionContract attribute) (OptionSpread attribute) (PerpetualContract attribute) (TokenizedAsset attribute) AssetClass (class in nautilus_trader.model) assets (PolymarketUpDownEventSlugConfig attribute) AT_THE_CLOSE (TimeInForce attribute) AT_THE_OPEN (TimeInForce attribute) atm_percent() (StrikeRange static method) atm_relative() (StrikeRange static method) atm_strike (OptionChainSlice attribute) atr_floor (KeltnerChannel attribute) (KeltnerPosition attribute) auct_interest_clr_price (DatabentoImbalance attribute) audit_open_orders() (OwnOrderBook method) AURORA (Blockchain attribute) auth_timeout_secs (BitmexDataClientConfig attribute) (BitmexExecClientConfig attribute) (BybitExecClientConfig attribute) (DeribitDataClientConfig attribute) (DeribitExecClientConfig attribute) (KrakenExecClientConfig attribute) (OKXExecClientConfig attribute) auto_load_debounce_ms (PolymarketDataClientConfig attribute) auto_load_max_retries (PolymarketDataClientConfig attribute) auto_load_missing_instruments (DeribitDataClientConfig attribute) (PolymarketDataClientConfig attribute) auto_load_retry_delay_initial_secs (PolymarketDataClientConfig attribute) auto_load_retry_delay_max_secs (PolymarketDataClientConfig attribute) auto_repay_spot_borrows (BybitExecClientConfig attribute) autotrim_maxlen (MessageBusConfig attribute), [1] autotrim_mins (MessageBusConfig attribute), [1] AVALANCHE (Blockchain attribute) average (SpreadAnalyzer attribute) average_price (BinanceFuturesLiquidation attribute) AverageTrueRange (class in nautilus_trader.indicators) avg_px (FillReport attribute) (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (OrderStatusReport attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) avg_px_close (Position attribute) (PositionChanged attribute) (PositionClosed attribute) avg_px_open (Position attribute) (PositionChanged attribute) (PositionClosed attribute) (PositionOpened attribute) (PositionStatusReport attribute) AvgLoser (class in nautilus_trader.analysis) AvgWinner (class in nautilus_trader.analysis) AxDataClientConfig (class in nautilus_trader.adapters.architect_ax) AxDataClientFactory (class in nautilus_trader.adapters.architect_ax) AxEnvironment (class in nautilus_trader.adapters.architect_ax) AxExecClientConfig (class in nautilus_trader.adapters.architect_ax) AxExecutionClientFactory (class in nautilus_trader.adapters.architect_ax) AxMarketDataLevel (class in nautilus_trader.adapters.architect_ax) B BACK (BetSide attribute) BACKLOGGED (QueueCondition attribute) BACKTEST (Environment attribute) backtest_end (BacktestEngine attribute) (BacktestResult attribute) backtest_start (BacktestEngine attribute) (BacktestResult attribute) BacktestDataConfig (class in nautilus_trader.backtest) (class in nautilus_trader.config) BacktestEngine (class in nautilus_trader.backtest) BacktestEngineConfig (class in nautilus_trader.backtest) (class in nautilus_trader.config) BacktestNode (class in nautilus_trader.backtest) BacktestResult (class in nautilus_trader.backtest) BacktestRunConfig (class in nautilus_trader.backtest) (class in nautilus_trader.config) BacktestVenueConfig (class in nautilus_trader.backtest) (class in nautilus_trader.config) BACKWARD_RATIO (ContinuousFutureAdjustmentType attribute) BACKWARD_SPREAD (ContinuousFutureAdjustmentType attribute) balance() (BettingAccount method) (CashAccount method) (MarginAccount method) (WalletAccount method) balance_free() (BettingAccount method) (CashAccount method) (MarginAccount method) (WalletAccount method) balance_impact() (BettingAccount method) balance_locked() (BettingAccount method) (CashAccount method) (MarginAccount method) (WalletAccount method) balance_total() (BettingAccount method) (CashAccount method) (MarginAccount method) (WalletAccount method) BALANCER_V2 (DexType attribute) BALANCER_V3 (DexType attribute) balances (AccountState attribute) (PortfolioSnapshot attribute) balances() (BettingAccount method) (CashAccount method) (MarginAccount method) (WalletAccount method) balances_free() (BettingAccount method) (CashAccount method) (MarginAccount method) (WalletAccount method) balances_locked() (BettingAccount method) (CashAccount method) (MarginAccount method) (Portfolio method) (WalletAccount method) balances_total() (BettingAccount method) (CashAccount method) (MarginAccount method) (WalletAccount method) Bar (class in nautilus_trader.model) (NautilusDataType attribute) bar() (Cache method) bar_adaptive_high_low_ordering (BacktestVenueConfig attribute), [1] bar_capacity (CacheConfig attribute), [1] bar_count() (Cache method) bar_execution (BacktestVenueConfig attribute), [1] (SandboxExecutionClientConfig attribute) bar_spec (BacktestDataConfig attribute), [1] bar_type (Bar attribute) (BarDataWrangler attribute) (BinanceBar attribute) (HurstVpinDirectionalConfig attribute) (TearsheetBarsWithFillsChart attribute) bar_types (BacktestDataConfig attribute), [1] (RustTestTypedMapCustomData attribute) bar_types() (Cache method) bar_updates (PortfolioConfig attribute), [1] BarAggregation (class in nautilus_trader.model) BarDataWrangler (class in nautilus_trader.persistence) BarIntervalType (class in nautilus_trader.model) bars() (Cache method) bars_timestamp_on_close (DatabentoLiveClientConfig attribute) bars_to_arrow_record_batch_bytes() (in module nautilus_trader.serialization) BarSpecification (class in nautilus_trader.model) BarType (class in nautilus_trader.model) BarType.Composite (class in nautilus_trader.model) BarType.Standard (class in nautilus_trader.model) BASE (Blockchain attribute) base_currency (AccountState attribute) (BacktestVenueConfig attribute), [1] (BettingAccount attribute) (CashAccount attribute) (Cfd attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (DeribitBookSummary attribute) (MarginAccount attribute) (PerpetualContract attribute) (PortfolioSnapshot attribute) (Position attribute) (SandboxExecutionClientConfig attribute) (TokenizedAsset attribute) (WalletAccount attribute) base_currency_equity (PortfolioSnapshot attribute) base_fee_per_gas (Block attribute) BASE_SEPOLIA (Blockchain attribute) BASE_SWAP_V2 (DexType attribute) base_url (KrakenDataClientConfig attribute) (KrakenExecClientConfig attribute) base_url_data_api (PolymarketDataClientConfig attribute) (PolymarketExecClientConfig attribute) base_url_exchange (HyperliquidExecClientConfig attribute) base_url_gamma (PolymarketDataClientConfig attribute) base_url_http (AxDataClientConfig attribute) (AxExecClientConfig attribute) (BinanceDataClientConfig attribute) (BinanceExecClientConfig attribute) (BitmexDataClientConfig attribute) (BitmexExecClientConfig attribute) (BybitDataClientConfig attribute) (BybitExecClientConfig attribute) (DeribitDataClientConfig attribute) (DeribitExecClientConfig attribute) (HyperliquidDataClientConfig attribute) (HyperliquidExecClientConfig attribute) (OKXDataClientConfig attribute) (OKXExecClientConfig attribute) (PolymarketDataClientConfig attribute) (PolymarketExecClientConfig attribute) base_url_orders (AxExecClientConfig attribute) base_url_rtds (PolymarketDataClientConfig attribute) base_url_ws (BinanceDataClientConfig attribute) (BinanceExecClientConfig attribute) (BitmexDataClientConfig attribute) (BitmexExecClientConfig attribute) (DeribitDataClientConfig attribute) (DeribitExecClientConfig attribute) (HyperliquidDataClientConfig attribute) (HyperliquidExecClientConfig attribute) (PolymarketDataClientConfig attribute) (PolymarketExecClientConfig attribute) base_url_ws_business (OKXDataClientConfig attribute) (OKXExecClientConfig attribute) base_url_ws_private (AxDataClientConfig attribute) (AxExecClientConfig attribute) (BybitDataClientConfig attribute) (BybitExecClientConfig attribute) (OKXExecClientConfig attribute) base_url_ws_public (AxDataClientConfig attribute) (BybitDataClientConfig attribute) (OKXDataClientConfig attribute) base_url_ws_trade (BybitExecClientConfig attribute) base_url_ws_trading (BinanceExecClientConfig attribute) BASE_X (DexType attribute) BASIS_POINTS (TrailingOffsetType attribute) batch_quotes (InteractiveBrokersDataClientConfig attribute) Bear (CandleDirection attribute) benchmark_name (TearsheetConfig attribute), [1] BERACHAIN (Blockchain attribute) BERACHAIN_BARTIO (Blockchain attribute) best_ask_price() (OrderBook method) best_ask_size() (OrderBook method) best_bid_price() (OrderBook method) best_bid_size() (OrderBook method) BestPriceFillModel (class in nautilus_trader.execution) Bet (class in nautilus_trader.model) BetaRatio (class in nautilus_trader.analysis) BetfairDataClientFactory (class in nautilus_trader.adapters.betfair) BetfairDataConfig (class in nautilus_trader.adapters.betfair) BetfairExecConfig (class in nautilus_trader.adapters.betfair) BetfairExecutionClientFactory (class in nautilus_trader.adapters.betfair) BetPosition (class in nautilus_trader.model) BetSide (class in nautilus_trader.model) BETTING (AccountType attribute) betting_account_from_account_events() (in module nautilus_trader.model) betting_type (BettingInstrument attribute) BettingAccount (class in nautilus_trader.model) BettingInstrument (class in nautilus_trader.model) Bias (class in nautilus_trader.indicators) BID (PriceType attribute) bid1_price (BybitTickerData attribute) bid1_size (BybitTickerData attribute) BID_ASK (TriggerType attribute) bid_client_order_ids() (OwnOrderBook method) bid_counts (OrderBookDepth10 attribute) bid_iv (DeribitBookSummary attribute) (OptionGreeks attribute) bid_price (BinanceSpotTicker attribute) (DeribitBookSummary attribute) (QuoteTick attribute) bid_qty (BinanceSpotTicker attribute) bid_quantity() (OwnOrderBook method) bid_size (QuoteTick attribute) bids (OrderBookDepth10 attribute) bids() (OrderBook method) bids_filtered_to_dict() (OrderBook method) bids_to_dict() (OrderBook method) (OwnOrderBook method) bids_to_list() (OwnOrderBook method) BinanceBar (class in nautilus_trader.adapters.binance) BinanceDataClientConfig (class in nautilus_trader.adapters.binance) BinanceDataClientFactory (class in nautilus_trader.adapters.binance) BinanceEnvironment (class in nautilus_trader.adapters.binance) BinanceExecClientConfig (class in nautilus_trader.adapters.binance) BinanceExecutionClientFactory (class in nautilus_trader.adapters.binance) BinanceFuturesLiquidation (class in nautilus_trader.adapters.binance) BinanceFuturesMarkPriceUpdate (class in nautilus_trader.adapters.binance) BinanceFuturesOpenInterest (class in nautilus_trader.adapters.binance) BinanceFuturesOpenInterestHist (class in nautilus_trader.adapters.binance) BinanceFuturesOpenInterestHistPoint (class in nautilus_trader.adapters.binance) BinanceFuturesTicker (class in nautilus_trader.adapters.binance) BinanceInstrumentProviderConfig (class in nautilus_trader.adapters.binance) BinanceMarginType (class in nautilus_trader.adapters.binance) BinancePositionSide (class in nautilus_trader.adapters.binance) BinanceProductType (class in nautilus_trader.adapters.binance) BinanceSpotMarketDataMode (class in nautilus_trader.adapters.binance) BinanceSpotTicker (class in nautilus_trader.adapters.binance) BINARY_OPTION (InstrumentClass attribute) BinaryOption (class in nautilus_trader.model) BitmexDataClientConfig (class in nautilus_trader.adapters.bitmex) BitmexDataClientFactory (class in nautilus_trader.adapters.bitmex) BitmexEnvironment (class in nautilus_trader.adapters.bitmex) BitmexExecClientConfig (class in nautilus_trader.adapters.bitmex) BitmexExecFactoryConfig (class in nautilus_trader.adapters.bitmex) BitmexExecutionClientFactory (class in nautilus_trader.adapters.bitmex) BLACK_SCHOLES (GreeksConvention attribute) black_scholes_greeks() (in module nautilus_trader.model) BlackScholesGreeksResult (class in nautilus_trader.model) BLAST (Blockchain attribute) BLAST_SEPOLIA (Blockchain attribute) blob_gas_used (Block attribute) Block (class in nautilus_trader.model) block (PoolFeeCollect attribute) (PoolFeeProtocolCollect attribute) (PoolFeeProtocolUpdate attribute) (PoolFlash attribute) (PoolLiquidityUpdate attribute) (PoolSwap attribute) block_hash (Transaction attribute) block_number (DefiData attribute) (Transaction attribute) block_position() (DefiData method) BLOCK_VOLUME (DatabentoStatisticType attribute) Blockchain (class in nautilus_trader.model) BLUE (LogColor attribute) bnfcr_currency (BinanceExecClientConfig attribute) BOBA (Blockchain attribute) body_size (FuzzyCandle attribute) BOLD (LogFormat attribute) BollingerBands (class in nautilus_trader.indicators) BOND (InstrumentClass attribute) book_deltas_to_arrow_record_batch_bytes() (in module nautilus_trader.serialization) book_depth10_to_arrow_record_batch_bytes() (in module nautilus_trader.serialization) book_snapshot_timeout_secs (OKXDataClientConfig attribute) book_stale_check_interval_secs (OKXDataClientConfig attribute) book_stale_threshold_secs (OKXDataClientConfig attribute) book_type (BacktestVenueConfig attribute), [1] (OrderBook attribute) (SandboxExecutionClientConfig attribute) book_update_count() (Cache method) BookAction (class in nautilus_trader.model) BookImbalanceActorConfig (class in nautilus_trader.trading) BookImbalanceRatio (class in nautilus_trader.indicators) BookLevel (class in nautilus_trader.model) BookOrder (class in nautilus_trader.model) BookType (class in nautilus_trader.model) booleans (RustTestTypedMapCustomData attribute) BORROW (BybitMarginAction attribute) borrow_amount (BybitMarginStatusResult attribute) Both (BinancePositionSide attribute) BOTH_SIDES (BybitPositionMode attribute) bracket() (OrderFactory method) BSC (Blockchain attribute) BSC_TESTNET (Blockchain attribute) BTC (DeribitCurrency attribute) buffer_deltas (DataEngineConfig attribute), [1] (LiveDataEngineConfig attribute), [1] buffer_interval_ms (CacheConfig attribute), [1] (MessageBusConfig attribute), [1] buffered_stdout (LoggerConfig attribute), [1] build() (BacktestNode method) (LiveNode static method) (LiveNodeBuilder method) build_futures_chain (InteractiveBrokersInstrumentProviderConfig attribute) build_options_chain (InteractiveBrokersInstrumentProviderConfig attribute) build_snapshot() (Portfolio method) builder() (LiveNode static method) bulk_read_batch_size (CacheConfig attribute), [1] Bull (CandleDirection attribute) BURN (PoolLiquidityUpdateType attribute) burn_created_event (Dex attribute) BusMessage (class in nautilus_trader.common) BUY (AggressorSide attribute) (OrderSide attribute) BUY_HEDGE (BybitPositionIdx attribute) buyer (HyperliquidPublicTrade attribute) BybitDataClientConfig (class in nautilus_trader.adapters.bybit) BybitDataClientFactory (class in nautilus_trader.adapters.bybit) BybitEnvironment (class in nautilus_trader.adapters.bybit) BybitExecClientConfig (class in nautilus_trader.adapters.bybit) BybitExecutionClientFactory (class in nautilus_trader.adapters.bybit) 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) BybitPositionIdx (class in nautilus_trader.adapters.bybit) BybitPositionMode (class in nautilus_trader.adapters.bybit) BybitProductType (class in nautilus_trader.adapters.bybit) BybitTickerData (class in nautilus_trader.adapters.bybit) bypass (LiveRiskEngineConfig attribute), [1] (RiskEngineConfig attribute), [1] bypass_logging (BacktestEngineConfig attribute), [1] (LoggerConfig attribute), [1] C cache (BacktestEngine attribute) (BacktestEngineConfig attribute), [1] Cache (class in nautilus_trader.common) cache (DataActor attribute) (ExecutionAlgorithm attribute) (LiveNode attribute) (LiveNodeConfig attribute), [1] (Strategy attribute) cache_futures_spread() (GreeksCalculator method) cache_path (InteractiveBrokersInstrumentProviderConfig attribute) cache_validity_days (InteractiveBrokersInstrumentProviderConfig attribute) CacheConfig (class in nautilus_trader.common) (class in nautilus_trader.config) CAGR (class in nautilus_trader.analysis) calc_bets_pnl() (in module nautilus_trader.model) calculate() (FixedRiskSizer method) (PositionSizer method) (SyntheticInstrument method) calculate_account_state (BetfairExecConfig attribute) (BettingAccount attribute) (CashAccount attribute) (MarginAccount attribute) (WalletAccount attribute) calculate_balance_locked() (BettingAccount method) (CashAccount method) (MarginAccount method) (WalletAccount method) calculate_commission() (BettingAccount method) (CashAccount method) (MarginAccount method) (WalletAccount method) calculate_from_map() (SyntheticInstrument method) calculate_from_positions() (Alpha method) (AvgLoser method) (AvgWinner method) (BetaRatio method) (CAGR method) (CalmarRatio method) (DownCaptureRatio method) (Expectancy method) (ExpectedShortfall method) (InformationRatio method) (LongRatio method) (MaxDrawdown method) (MaxLoser method) (MaxWinner method) (MinLoser method) (MinWinner method) (OmegaRatio method) (ProfitFactor method) (ReturnsAverage method) (ReturnsAverageLoss method) (ReturnsAverageWin method) (ReturnsKurtosis method) (ReturnsSkewness method) (ReturnsVolatility method) (RiskReturnRatio method) (SharpeRatio method) (SortinoRatio method) (TailRatio method) (TrackingError method) (TreynorRatio method) (UlcerIndex method) (UpCaptureRatio method) (ValueAtRisk method) (WinRate method) calculate_from_realized_pnls() (Alpha method) (AvgLoser method) (AvgWinner method) (BetaRatio method) (CAGR method) (CalmarRatio method) (DownCaptureRatio method) (Expectancy method) (ExpectedShortfall method) (InformationRatio method) (LongRatio method) (MaxDrawdown method) (MaxLoser method) (MaxWinner method) (MinLoser method) (MinWinner method) (OmegaRatio method) (ProfitFactor method) (ReturnsAverage method) (ReturnsAverageLoss method) (ReturnsAverageWin method) (ReturnsKurtosis method) (ReturnsSkewness method) (ReturnsVolatility method) (RiskReturnRatio method) (SharpeRatio method) (SortinoRatio method) (TailRatio method) (TrackingError method) (TreynorRatio method) (UlcerIndex method) (UpCaptureRatio method) (ValueAtRisk method) (WinRate method) calculate_from_returns() (Alpha method) (AvgLoser method) (AvgWinner method) (BetaRatio method) (CAGR method) (CalmarRatio method) (DownCaptureRatio method) (Expectancy method) (ExpectedShortfall method) (InformationRatio method) (LongRatio method) (MaxDrawdown method) (MaxLoser method) (MaxWinner method) (MinLoser method) (MinWinner method) (OmegaRatio method) (ProfitFactor method) (ReturnsAverage method) (ReturnsAverageLoss method) (ReturnsAverageWin method) (ReturnsKurtosis method) (ReturnsSkewness method) (ReturnsVolatility method) (RiskReturnRatio method) (SharpeRatio method) (SortinoRatio method) (TailRatio method) (TrackingError method) (TreynorRatio method) (UlcerIndex method) (UpCaptureRatio method) (ValueAtRisk method) (WinRate method) calculate_from_returns_with_benchmark() (Alpha method) (BetaRatio method) (DownCaptureRatio method) (InformationRatio method) (TrackingError method) (TreynorRatio method) (UpCaptureRatio method) calculate_initial_margin() (MarginAccount method) calculate_maintenance_margin() (MarginAccount method) calculate_pnl() (Position method) calculate_pnls() (BettingAccount method) (CashAccount method) (MarginAccount method) (WalletAccount method) CALL (OptionKind attribute) call_count() (OptionChainSlice method) CalmarRatio (class in nautilus_trader.analysis) CAMELOT_V3 (DexType attribute) cancel_all_orders() (Strategy method) cancel_callbacks() (Clock method) cancel_default_handler() (Clock method) cancel_gtd_expiry() (Strategy method) cancel_on_disconnect (AxExecClientConfig attribute) cancel_order() (ExecutionAlgorithm method) (Strategy method) cancel_orders() (Strategy method) cancel_reason (OrderStatusReport attribute) cancel_timer() (Clock method) cancel_timers() (Clock method) CANCELED (OrderStatus attribute) canceller_pool_size (BitmexExecClientConfig 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 (FifoCache attribute) (SpreadAnalyzer attribute) CAPNP (SerializationEncoding attribute) CappedOptionFeeModel (class in nautilus_trader.execution) carry_replay_events_on_reopen (ExecutionEngineConfig attribute), [1] CASH (AccountType attribute) cash_account_from_account_events() (in module nautilus_trader.model) CashAccount (class in nautilus_trader.model) catalog_fs_protocol (BacktestDataConfig attribute), [1] catalog_fs_rust_storage_option_keys (BacktestDataConfig attribute), [1] catalog_fs_storage_option_keys (BacktestDataConfig attribute), [1] catalog_path (BacktestDataConfig attribute), [1] causation_id (OrderFillVoided attribute) CELO (Blockchain attribute) Cfd (class in nautilus_trader.model) CFD (InstrumentClass attribute) cfo (LinearRegression attribute) chain (Block attribute) Chain (class in nautilus_trader.model) chain (Dex attribute) (Pool attribute) (PoolFeeCollect attribute) (PoolFeeProtocolCollect attribute) (PoolFeeProtocolUpdate attribute) (PoolFlash attribute) (PoolLiquidityUpdate attribute) (PoolSwap attribute) (Token attribute) (Transaction attribute) chain_id (Chain attribute) ChandeMomentumOscillator (class in nautilus_trader.indicators) change_fill_model() (BacktestEngine method) change_formula() (SyntheticInstrument method) changed (Swings attribute) channel (QueueStateChanged attribute) channel_id (DatabentoStatistics attribute) chart (TearsheetCustomChart attribute) chart_names (TearsheetConfig property), [1] charts (TearsheetConfig attribute), [1] check_information_aggregated() (BarSpecification static method) check_integrity() (OrderBook method) check_threshold_aggregated() (BarSpecification static method) check_time_aggregated() (BarSpecification static method) checked_add() (Money method) (Price method) (Quantity method) checked_sub() (Money method) (Price method) (Quantity method) chikou_span (IchimokuCloud attribute) CHILIZ (Blockchain attribute) chunk_size (BacktestRunConfig attribute), [1] CITREA_TESTNET (Blockchain attribute) CLAM_ENHANCED (AmmType attribute) CLAMM (AmmType attribute) CLEAR (BookAction attribute) clear() (FifoCache method) (OrderBook method) (OwnOrderBook method) clear_actors() (BacktestEngine method) clear_asks() (OrderBook method) clear_bids() (OrderBook method) clear_data() (BacktestEngine method) clear_exec_algorithms() (BacktestEngine method) clear_log_file (LoggerConfig attribute), [1] clear_stale_levels() (OrderBook method) clear_strategies() (BacktestEngine method) CLEARED (QueueState attribute) CLEARED_VOLUME (DatabentoStatisticType attribute) client_id (BacktestDataConfig attribute), [1] (DeltaNeutralVolConfig attribute) (ExecutionMassStatus attribute) (InteractiveBrokersDataClientConfig attribute) (InteractiveBrokersExecClientConfig attribute) (ReconnectSocket attribute) (SocketStateChanged attribute) client_id() (Cache method) client_order_id (FillReport attribute) (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (OrderAccepted attribute) (OrderCanceled attribute) (OrderCancelRejected attribute) (OrderDenied attribute) (OrderEmulated attribute) (OrderExpired attribute) (OrderFilled attribute) (OrderFillVoided attribute) (OrderInitialized attribute) (OrderModifyRejected attribute) (OrderPendingCancel attribute) (OrderPendingUpdate attribute) (OrderRejected attribute) (OrderReleased attribute) (OrderStatusReport attribute) (OrderSubmitted attribute) (OrderTriggered attribute) (OrderUpdated attribute) (OwnBookOrder attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) client_order_id() (Cache method) client_order_ids() (Cache method) (OrderList method) (Position method) client_order_ids_closed() (Cache method) client_order_ids_emulated() (Cache method) client_order_ids_inflight() (Cache method) client_order_ids_open() (Cache method) ClientId (class in nautilus_trader.model) ClientOrderId (class in nautilus_trader.model) Clock (class in nautilus_trader.common) clock (DataActor attribute) (ExecutionAlgorithm attribute) (Strategy attribute) close (Bar attribute) (BinanceBar attribute) CLOSE (MarketStatusAction attribute) close() (MessageBusListener method) (StreamingFeatherWriter method) close_all_positions() (Strategy method) close_position() (Strategy method) CLOSE_PRICE (DatabentoStatisticType attribute) close_price (InstrumentClose attribute) close_time (BinanceFuturesTicker attribute) (BinanceSpotTicker attribute) close_type (InstrumentClose attribute) CLOSED (MarketStatus attribute) closed_pnl (HyperliquidTwapSliceFill attribute) closing_order_id (Position attribute) (PositionClosed attribute) closing_side() (LimitIfTouchedOrder static method) (LimitOrder static method) (MarketIfTouchedOrder static method) (MarketOrder static method) (MarketToLimitOrder static method) (StopLimitOrder static method) (StopMarketOrder static method) (TrailingStopLimitOrder static method) (TrailingStopMarketOrder static method) cmo_pct (VariableIndexDynamicAverage attribute) code (Currency attribute) coin (BybitMarginBorrowResult attribute) (BybitMarginRepayResult attribute) (BybitMarginStatusResult attribute) (HyperliquidTwapHistory attribute) (HyperliquidTwapSliceFill attribute) COIN_M (BinanceProductType attribute) cols (GridLayout attribute) combined_with_opposite() (OwnOrderBook method) commission (FillReport attribute) (OrderFilled attribute) COMMISSION (PositionAdjustmentType attribute) commission() (LimitIfTouchedOrder method) (LimitOrder method) (MarketIfTouchedOrder method) (MarketOrder method) (MarketToLimitOrder method) (StopMarketOrder method) (TrailingStopLimitOrder method) (TrailingStopMarketOrder method) commission_voided (OrderFillVoided attribute) commissions() (LimitIfTouchedOrder method) (LimitOrder method) (MarketIfTouchedOrder method) (MarketOrder method) (MarketToLimitOrder method) (Position method) (StopMarketOrder method) (TrailingStopLimitOrder method) (TrailingStopMarketOrder method) COMMODITY (AssetClass attribute) Commodity (class in nautilus_trader.model) COMMODITY_BACKED (CurrencyType attribute) CommodityChannelIndex (class in nautilus_trader.indicators) competition_id (BettingInstrument attribute) competition_name (BettingInstrument attribute) CompetitionAwareFillModel (class in nautilus_trader.execution) component_levels (LoggerConfig attribute), [1] ComponentId (class in nautilus_trader.model) components (SyntheticInstrument attribute) ComponentState (class in nautilus_trader.common) ComponentTrigger (class in nautilus_trader.common) COMPOSABLE_POOL (AmmType attribute) composite() (BarType method) composite_aggregation (BarType.Composite attribute) composite_aggregation_source (BarType.Composite attribute) composite_step (BarType.Composite attribute) CompositeMarketMakerConfig (class in nautilus_trader.trading) compounding (TearsheetMonthlyReturnsChart attribute) (TearsheetYearlyReturnsChart attribute) compute_effective_deltas (PolymarketDataClientConfig attribute) condition (QueueStateChanged attribute) condition_id (PolymarketDataLoader attribute) config (BitmexExecFactoryConfig attribute) (DataActor attribute) (ExecutionAlgorithm attribute) (HyperliquidExecFactoryConfig attribute) (ImportableActorConfig attribute), [1] (ImportableControllerConfig attribute), [1] (ImportableExecAlgorithmConfig attribute), [1] (ImportableStrategyConfig attribute), [1] (PluginConfig attribute), [1] (Strategy attribute) config_path (ImportableActorConfig attribute), [1] (ImportableControllerConfig attribute), [1] (ImportableExecAlgorithmConfig attribute), [1] (ImportableStrategyConfig attribute), [1] configs (BacktestNode attribute) CONNECTED (SocketState attribute) connection_timeout (InteractiveBrokersDataClientConfig attribute) (InteractiveBrokersExecClientConfig 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) CONTAINER_CREATED (ContainerStatus attribute) container_image (DockerizedIBGatewayConfig attribute) container_name (DockerizedIBGateway attribute) CONTAINER_STARTING (ContainerStatus attribute) container_status() (DockerizedIBGateway method) CONTAINER_STOPPED (ContainerStatus attribute) ContainerStatus (class in nautilus_trader.adapters.interactive_brokers) contingency_type (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (OrderInitialized attribute) (OrderStatusReport attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) ContingencyType (class in nautilus_trader.model) ContinuousFutureAdjustmentType (class in nautilus_trader.model) CONTRACT_EXPIRED (InstrumentCloseType attribute) contracts (DeltaNeutralVolConfig attribute) controller (BacktestEngineConfig attribute), [1] Controller (class in nautilus_trader.trading) controller (LiveNodeConfig attribute), [1] controller_path (ImportableControllerConfig attribute), [1] convention (OptionGreeks attribute) converged (SizeForImpactResult attribute) convert_exchange_to_mic_venue (InteractiveBrokersInstrumentProviderConfig attribute) convert_stream_to_data() (ParquetDataCatalog method) convert_tardis_options_chain_csv() (in module nautilus_trader.adapters.tardis) convert_to_account_base_currency (PortfolioConfig attribute), [1] convert_to_snake_case() (in module nautilus_trader.core) copy() (AccountBalance method) (MarginBalance method) correction_id (OrderFillVoided attribute) cost_of_carry (GreeksData attribute) count (AdaptiveMovingAverage attribute) (AroonOscillator attribute) (AverageTrueRange attribute) (Bias attribute) (BinanceBar attribute) (BookImbalanceRatio attribute) (ChandeMomentumOscillator attribute) (DoubleExponentialMovingAverage attribute) (ExponentialMovingAverage attribute) (HullMovingAverage attribute) (MovingAverageConvergenceDivergence attribute) (RelativeStrengthIndex attribute) (SimpleMovingAverage attribute) (VariableIndexDynamicAverage attribute) (WeightedMovingAverage attribute) (WilderMovingAverage attribute) count() (InteractiveBrokersInstrumentProvider method) country_codes (BetfairDataConfig attribute) CPAMM (AmmType attribute) create() (LimitIfTouchedOrder static method) (LimitOrder static method) (MarketIfTouchedOrder static method) (MarketOrder static method) (MarketToLimitOrder static method) (PositionChanged static method) (PositionClosed static method) (PositionOpened static method) (StopLimitOrder static method) (StopMarketOrder static method) (TrailingStopLimitOrder static method) (TrailingStopMarketOrder static method) create_actor_from_config() (Controller method) create_bars_with_fills() (in module nautilus_trader.analysis.tearsheet) create_drawdown_chart() (in module nautilus_trader.analysis.tearsheet) create_equity_curve() (in module nautilus_trader.analysis.tearsheet) create_live_data_client() (DatabentoDataClientFactory static method) create_monthly_returns_heatmap() (in module nautilus_trader.analysis.tearsheet) create_returns_distribution() (in module nautilus_trader.analysis.tearsheet) create_rolling_sharpe() (in module nautilus_trader.analysis.tearsheet) create_strategy_from_config() (Controller method) create_tearsheet() (in module nautilus_trader.analysis.tearsheet) create_tearsheet_from_stats() (in module nautilus_trader.analysis.tearsheet) create_yearly_returns() (in module nautilus_trader.analysis.tearsheet) creation_block (Pool attribute) creation_timestamp (DeribitBookSummary attribute) CROSS (BinanceMarginType attribute) (MarketStatusAction attribute) crossed (HyperliquidTwapSliceFill attribute) crossed_ticks_count (SwapQuote attribute) CRYPTO (CurrencyType attribute) CRYPTOCURRENCY (AssetClass attribute) CryptoFuture (class in nautilus_trader.model) CryptoFuturesSpread (class in nautilus_trader.model) CryptoOption (class in nautilus_trader.model) CryptoOptionSpread (class in nautilus_trader.model) CryptoPerpetual (class in nautilus_trader.model) currencies (RustTestTypedMapCustomData attribute) currencies() (BettingAccount method) (CashAccount method) (MarginAccount method) (PortfolioAnalyzer method) (WalletAccount method) currency (AccountBalance attribute) (BettingInstrument attribute) (BinaryOption attribute) Currency (class in nautilus_trader.model) currency (FuturesContract attribute) (FuturesSpread attribute) (MarginBalance attribute) (Money attribute) (OptionContract attribute) (OptionSpread attribute) (OrderFilled attribute) (OrderFillVoided attribute) (PositionChanged attribute) (PositionClosed attribute) (PositionOpened attribute) currency_type (Currency attribute) CurrencyPair (class in nautilus_trader.model) CurrencyType (class in nautilus_trader.model) current (SpreadAnalyzer attribute) current_tick (PoolProfiler attribute) CURTIS (Blockchain attribute) CURVE_FINANCE (DexType attribute) curve_name (MacroYieldCurveData attribute) custom_data_backend_kind() (in module nautilus_trader.model) CustomData (class in nautilus_trader.common) (class in nautilus_trader.model) CYAN (LogColor attribute) CYBER (Blockchain attribute) D d_method (Stochastics attribute) DARWINIA (Blockchain attribute) data (BacktestRunConfig attribute), [1] (CustomData attribute) DATA_COMMANDS (SystemChannel attribute) data_engine (BacktestEngineConfig attribute), [1] (LiveNodeConfig attribute), [1] DATA_EVENTS (SystemChannel attribute) data_type (BacktestDataConfig attribute), [1] (CustomData attribute), [1] DataActor (class in nautilus_trader.common) DataActorConfig (class in nautilus_trader.common) (class in nautilus_trader.config) DataBackendSession (class in nautilus_trader.persistence) DatabentoDataClientFactory (class in nautilus_trader.adapters.databento) DatabentoDataLoader (class in nautilus_trader.adapters.databento) DatabentoImbalance (class in nautilus_trader.adapters.databento) DatabentoLiveClientConfig (class in nautilus_trader.adapters.databento) DatabentoPublisher (class in nautilus_trader.adapters.databento) DatabentoStatistics (class in nautilus_trader.adapters.databento) DatabentoStatisticType (class in nautilus_trader.adapters.databento) DatabentoStatisticUpdateAction (class in nautilus_trader.adapters.databento) DataEngineConfig (class in nautilus_trader.config) (class in nautilus_trader.data) DataQueryResult (class in nautilus_trader.persistence) DataType (class in nautilus_trader.model) DAY (BarAggregation attribute) (TimeInForce attribute) deadmans_switch_timeout_secs (BitmexExecClientConfig attribute) DEBT (AssetClass attribute) debug (DataEngineConfig attribute), [1] (ExecutionEngineConfig attribute), [1] (LiveDataEngineConfig attribute), [1] (LiveExecEngineConfig attribute), [1] (LiveRiskEngineConfig attribute), [1] DEBUG (LogLevel attribute) debug (OrderEmulatorConfig attribute), [1] (PortfolioConfig attribute), [1] (RiskEngineConfig attribute), [1] debug() (Logger method) decimals (Token attribute) decode_binance_futures_client_order_id() (in module nautilus_trader.adapters.binance) decode_binance_spot_client_order_id() (in module nautilus_trader.adapters.binance) decode_record_batch_py() (DeribitBookSummary class method) (DeribitVolatilityIndex class method) (HyperliquidAllMids class method) (HyperliquidOpenInterest class method) (HyperliquidPublicTrade class method) (HyperliquidTwapHistory class method) (HyperliquidTwapSliceFill class method) (MacroYieldCurveData class method) (RustTestCustomData class method) (RustTestParamsCustomData class method) (RustTestPriceMapCustomData class method) (RustTestTypedMapCustomData class method) default (RoutingConfig attribute), [1] DEFAULT (TriggerType attribute) default_leverage (BacktestVenueConfig attribute), [1] (KrakenExecClientConfig attribute) (MarginAccount attribute) (SandboxExecutionClientConfig attribute) default_min_notional (BetfairDataConfig attribute) default_taker_fee (BinanceExecClientConfig attribute) DefaultFillModel (class in nautilus_trader.execution) DefiData (class in nautilus_trader.model) DefiData.Block (class in nautilus_trader.model) DefiData.Pool (class in nautilus_trader.model) DefiData.PoolFeeCollect (class in nautilus_trader.model) DefiData.PoolFeeProtocolCollect (class in nautilus_trader.model) DefiData.PoolFeeProtocolUpdate (class in nautilus_trader.model) DefiData.PoolFlash (class in nautilus_trader.model) DefiData.PoolLiquidityUpdate (class in nautilus_trader.model) DefiData.PoolSnapshot (class in nautilus_trader.model) DefiData.PoolSwap (class in nautilus_trader.model) DEGRADE (ComponentTrigger attribute) degrade() (DataActor method) (ExecutionAlgorithm method) (Strategy method) DEGRADE_COMPLETED (ComponentTrigger attribute) DEGRADED (ComponentState attribute) DEGRADING (ComponentState attribute) degree (LinearRegression attribute) delay_post_stop (BacktestEngineConfig attribute), [1] delay_post_stop_secs (LiveNodeConfig attribute), [1] DELETE (BookAction attribute) delete() (OrderBook method) (OwnOrderBook method) delete_catalog_range() (ParquetDataCatalog method) delete_data_range() (ParquetDataCatalog method) DELETED (DatabentoStatisticUpdateAction attribute) delivery_price (DeribitBookSummary attribute) delta (BlackScholesGreeksResult attribute) DELTA (DatabentoStatisticType attribute) delta (GreeksData attribute) (OptionGreeks attribute) (OptionGreekValues attribute) (PortfolioGreeks attribute) delta() (StrikeRange static method) DeltaNeutralVolConfig (class in nautilus_trader.trading) deltas (OrderBookDeltas attribute) DEMO (BinanceEnvironment attribute) (BybitEnvironment attribute) (KrakenEnvironment attribute) (OKXEnvironment attribute) DENIED (OrderStatus attribute) deny_order() (ExecutionAlgorithm method) deregister() (MessageBus method) deregister_statistic() (PortfolioAnalyzer method) deregister_statistics() (PortfolioAnalyzer method) DeribitBookSummary (class in nautilus_trader.adapters.deribit) DeribitCurrency (class in nautilus_trader.adapters.deribit) DeribitDataClientConfig (class in nautilus_trader.adapters.deribit) DeribitDataClientFactory (class in nautilus_trader.adapters.deribit) DeribitEnvironment (class in nautilus_trader.adapters.deribit) DeribitExecClientConfig (class in nautilus_trader.adapters.deribit) DeribitExecutionClientFactory (class in nautilus_trader.adapters.deribit) DeribitProductType (class in nautilus_trader.adapters.deribit) DeribitUpdateInterval (class in nautilus_trader.adapters.deribit) DeribitVolatilityIndex (class in nautilus_trader.adapters.deribit) description (BinaryOption attribute) deserialize_custom_from_json() (in module nautilus_trader.model) determine_venue() (InteractiveBrokersInstrumentProvider method) Dex (class in nautilus_trader.model) dex (Pool attribute) (PoolFeeCollect attribute) (PoolFeeProtocolCollect attribute) (PoolFeeProtocolUpdate attribute) (PoolFlash attribute) (PoolLiquidityUpdate attribute) (PoolSwap attribute) DexType (class in nautilus_trader.model) dir (HyperliquidTwapSliceFill attribute) direction (FuzzyCandle attribute) (Swings attribute) DirectionalMovement (class in nautilus_trader.indicators) directory (FileWriterConfig attribute), [1] disable_historical_cache (DataEngineConfig attribute), [1] DISCONNECTED (SocketState attribute) displacement (IchimokuCloud attribute) display_qty (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketToLimitOrder attribute) (OrderInitialized attribute) (OrderStatusReport attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) DISPOSE (ComponentTrigger attribute) dispose() (BacktestEngine method) (BacktestNode method) (Cache method) (DataActor method) (ExecutionAlgorithm method) (LiveNode method) (MessageBus method) (Strategy method) DISPOSE_COMPLETED (ComponentTrigger attribute) dispose_on_completion (BacktestRunConfig attribute), [1] DISPOSED (ComponentState attribute) DISPOSING (ComponentState attribute) DockerizedIBGateway (class in nautilus_trader.adapters.interactive_brokers) DockerizedIBGatewayConfig (class in nautilus_trader.adapters.interactive_brokers) DonchianChannel (class in nautilus_trader.indicators) DOUBLE_BID_ASK (TriggerType attribute) DOUBLE_LAST (TriggerType attribute) DoubleExponential (MovingAverageType attribute) DoubleExponentialMovingAverage (class in nautilus_trader.indicators) DownCaptureRatio (class in nautilus_trader.analysis) drop_instruments_on_reset (CacheConfig attribute), [1] drop_quotes_missing_side (PolymarketDataClientConfig attribute) dt_to_unix_nanos() (in module nautilus_trader.core.datetime) due_post_only (OrderRejected attribute) duration (PositionClosed attribute) (Swings attribute) duration_ns (Position attribute) DydxDataClientConfig (class in nautilus_trader.adapters.dydx) DydxDataClientFactory (class in nautilus_trader.adapters.dydx) DydxExecClientConfig (class in nautilus_trader.adapters.dydx) DydxExecutionClientFactory (class in nautilus_trader.adapters.dydx) DydxNetwork (class in nautilus_trader.adapters.dydx) E EfficiencyRatio (class in nautilus_trader.indicators) elapsed_time_secs (BacktestResult attribute) EmaCrossConfig (class in nautilus_trader.trading) emit_quotes_from_book (DataEngineConfig attribute), [1] (LiveDataEngineConfig attribute), [1] emit_quotes_from_book_depths (DataEngineConfig attribute), [1] (LiveDataEngineConfig attribute), [1] EMULATED (OrderStatus attribute) emulation_trigger (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (OrderInitialized attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) encode_record_batch_py() (DeribitBookSummary method) (DeribitVolatilityIndex method) (HyperliquidAllMids method) (HyperliquidOpenInterest method) (HyperliquidPublicTrade method) (HyperliquidTwapHistory method) (HyperliquidTwapSliceFill method) (MacroYieldCurveData method) (RustTestCustomData method) (RustTestParamsCustomData method) (RustTestPriceMapCustomData method) (RustTestTypedMapCustomData method) encoding (BusMessage attribute) (CacheConfig attribute), [1] (MessageBusConfig attribute), [1] encoding_builtin (MessageBusConfig attribute), [1] encoding_market_data (MessageBusConfig attribute), [1] end (BacktestRunConfig attribute), [1] end() (BacktestEngine method) END_OF_SESSION (InstrumentCloseType attribute) end_time (BacktestDataConfig attribute), [1] ENDC (LogFormat attribute) endpoint (ReconnectSocket attribute) (SocketStateChanged attribute) endpoints() (MessageBus method) engine (BacktestRunConfig attribute), [1] enter_strangle (DeltaNeutralVolConfig attribute) entries (HyperliquidAllDexsAssetCtxs attribute) entry (Position attribute) (PositionChanged attribute) (PositionClosed attribute) (PositionOpened attribute) entry_iv_offset (DeltaNeutralVolConfig attribute) entry_premium_offset_ticks (DeltaNeutralVolConfig attribute) entry_time_in_force (DeltaNeutralVolConfig attribute) EnumIterator (class in nautilus_trader.model) environment (AxDataClientConfig attribute) (AxExecClientConfig attribute) (BinanceDataClientConfig attribute) (BinanceExecClientConfig attribute) (BitmexDataClientConfig attribute) (BitmexExecClientConfig attribute) (BybitDataClientConfig attribute) (BybitExecClientConfig attribute) Environment (class in nautilus_trader.common) environment (DeribitDataClientConfig attribute) (DeribitExecClientConfig attribute) (HyperliquidDataClientConfig attribute) (HyperliquidExecClientConfig attribute) (KrakenDataClientConfig attribute) (KrakenExecClientConfig attribute) (LiveNode attribute) (LiveNodeConfig attribute), [1] (OKXDataClientConfig attribute) (OKXExecClientConfig attribute) Eoa (SignatureType attribute) EQUITY (AssetClass attribute) Equity (class in nautilus_trader.model) equity() (Portfolio method) equity_curve (PortfolioConfig attribute), [1] ERROR (LogLevel attribute) error() (Logger method) estimate_balance_of_token0() (PoolProfiler method) estimate_balance_of_token1() (PoolProfiler method) estimated_delivery_price (DeribitBookSummary attribute) estimated_settle_price (BinanceFuturesMarkPriceUpdate attribute) ETH (DeribitCurrency attribute) ETHEREUM (Blockchain attribute) EURR (DeribitCurrency attribute) event_count (BettingAccount attribute) (CashAccount attribute) (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarginAccount attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (Position attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) (WalletAccount attribute) event_country_code (BettingInstrument attribute) event_id (AccountState attribute) (BettingInstrument attribute) (OrderAccepted attribute) (OrderCanceled attribute) (OrderCancelRejected attribute) (OrderDenied attribute) (OrderEmulated attribute) (OrderExpired attribute) (OrderFilled attribute) (OrderFillVoided attribute) (OrderInitialized attribute) (OrderModifyRejected attribute) (OrderPendingCancel attribute) (OrderPendingUpdate attribute) (OrderRejected attribute) (OrderReleased attribute) (OrderSubmitted attribute) (OrderTriggered attribute) (OrderUpdated attribute) (PortfolioSnapshot attribute) (PositionAdjusted attribute) (PositionChanged attribute) (PositionClosed attribute) (PositionOpened attribute) (QueueStateChanged attribute) (SocketStateChanged attribute) (TimeEvent attribute) event_ids (BetfairDataConfig attribute) event_name (BettingInstrument attribute) event_open_date (BettingInstrument attribute) event_slug_builder (PolymarketInstrumentProviderConfig attribute) event_slugs (PolymarketInstrumentProviderConfig attribute) event_type_id (BettingInstrument attribute) event_type_ids (BetfairDataConfig attribute) event_type_name (BettingInstrument attribute) event_type_names (BetfairDataConfig attribute) events (BettingAccount attribute) (CashAccount attribute) (MarginAccount attribute) (WalletAccount attribute) events() (LimitIfTouchedOrder method) (LimitOrder method) (MarketIfTouchedOrder method) (MarketOrder method) (MarketToLimitOrder method) (Position method) (StopLimitOrder method) (StopMarketOrder method) (TrailingStopLimitOrder method) (TrailingStopMarketOrder method) exception() (Logger method) excess_blob_gas (Block attribute) exchange (FuturesContract attribute) (FuturesSpread attribute) (OptionContract attribute) (OptionSpread attribute) exec_algorithm_id (ExecutionAlgorithm attribute) (ExecutionAlgorithmConfig attribute), [1] (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (OrderInitialized attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) exec_algorithm_ids() (Cache method) exec_algorithm_params (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (OrderInitialized attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) exec_algorithm_path (ImportableExecAlgorithmConfig attribute), [1] EXEC_COMMANDS (SystemChannel attribute) exec_engine (BacktestEngineConfig attribute), [1] (LiveNodeConfig attribute), [1] EXEC_EVENTS (SystemChannel attribute) exec_spawn_id (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (OrderInitialized attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) exec_spawn_total_filled_qty() (Cache method) exec_spawn_total_leaves_qty() (Cache method) exec_spawn_total_quantity() (Cache method) ExecAlgorithmId (class in nautilus_trader.model) execute() (ExecutionAlgorithm method) executed_notional (HyperliquidTwapHistory attribute) executed_size (HyperliquidTwapHistory attribute) ExecutionAlgorithm (class in nautilus_trader.trading) ExecutionAlgorithmConfig (class in nautilus_trader.config) (class in nautilus_trader.trading) ExecutionEngineConfig (class in nautilus_trader.config) (class in nautilus_trader.execution) ExecutionMassStatus (class in nautilus_trader.model) expansion_count (SizeForImpactResult attribute) Expectancy (class in nautilus_trader.analysis) ExpectedShortfall (class in nautilus_trader.analysis) expiration_ns (BinaryOption attribute) (CryptoFuture attribute) (CryptoFuturesSpread attribute) (CryptoOption attribute) (CryptoOptionSpread attribute) (FuturesContract attribute) (FuturesSpread attribute) (OptionContract attribute) (OptionSeriesId attribute) (OptionSpread attribute) expire_time (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketToLimitOrder attribute) (OrderInitialized attribute) (OrderStatusReport attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) expire_time_ns (LimitOrder attribute) expire_time_secs (CompositeMarketMakerConfig attribute) (GridMarketMakerConfig attribute) EXPIRED (OrderStatus attribute) expiry (GreeksData attribute) expiry_filter (DeltaNeutralVolConfig attribute) expiry_in_days (GreeksData attribute) expiry_in_years (GreeksData attribute) Exponential (MovingAverageType attribute) ExponentialMovingAverage (class in nautilus_trader.indicators) exposure (BetPosition attribute) exposure() (Bet method) (BookLevel method) (BookOrder method) (OwnBookOrder method) exposure_raw() (BookLevel method) extend_file_name() (ParquetDataCatalog method) EXTERNAL (AggregationSource attribute) external_clients (DataEngineConfig attribute), [1] (ExecutionEngineConfig attribute), [1] (LiveDataEngineConfig attribute), [1] (LiveExecEngineConfig attribute), [1] external_order_claims (StrategyConfig attribute), [1] external_streams (MessageBusConfig attribute), [1] extract_bbo_as_quotes (TardisDataClientConfig attribute) extract_price() (QuoteTick method) extract_size() (QuoteTick method) ExtremelyLarge (CandleSize attribute) F F_LAST (RecordFlag attribute) F_MBP (RecordFlag attribute) F_SNAPSHOT (RecordFlag attribute) F_TOB (RecordFlag attribute) factory (Dex attribute) factory_creation_block (Dex attribute) FANTOM (Blockchain attribute) fast_period (ArcherMovingAveragesTrends attribute) (EmaCrossConfig attribute) (KlingerVolumeOscillator attribute) (MovingAverageConvergenceDivergence attribute) (VolatilityRatio attribute) FAULT (ComponentTrigger attribute) fault() (DataActor method) (ExecutionAlgorithm method) (Strategy method) FAULT_COMPLETED (ComponentTrigger attribute) FAULTED (ComponentState attribute) FAULTING (ComponentState attribute) fee (HyperliquidTwapSliceFill attribute) (Pool attribute) fee_growth_global_after (SwapQuote attribute) fee_model (BacktestVenueConfig attribute), [1] (SandboxExecutionClientConfig attribute) fee_protocol (PoolProfiler attribute) fee_protocol0_basis_points (PoolProfiler attribute) fee_protocol0_new (PoolFeeProtocolUpdate attribute) fee_protocol1_basis_points (PoolProfiler attribute) fee_protocol1_new (PoolFeeProtocolUpdate attribute) fee_token (HyperliquidTwapSliceFill attribute) FeeModel (class in nautilus_trader.execution) fetch_all_open_orders (InteractiveBrokersExecClientConfig attribute) fetch_contract_details() (InteractiveBrokersInstrumentProvider method) FIAT (CurrencyType attribute) FifoCache (class in nautilus_trader.common) file_config (LoggerConfig attribute), [1] file_format (FileWriterConfig attribute), [1] file_name (FileWriterConfig attribute), [1] file_rotate (FileWriterConfig attribute), [1] fileout_level (LoggerConfig attribute), [1] fileout_sync_on_flush (LoggerConfig attribute), [1] FileWriterConfig (class in nautilus_trader.common) (class in nautilus_trader.config) fill_limit_inside_spread() (FillModel method) fill_model (BacktestVenueConfig attribute), [1] fill_reports (ExecutionMassStatus attribute) FILLED (OrderStatus attribute) filled_qty (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (OrderStatusReport attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) FillModel (class in nautilus_trader.execution) FillReport (class in nautilus_trader.model) filter_callable (BinanceInstrumentProviderConfig attribute) (InstrumentProviderConfig attribute), [1] (InteractiveBrokersInstrumentProviderConfig attribute) filter_expr (BacktestDataConfig attribute), [1] filter_position_reports (LiveExecEngineConfig attribute), [1] filter_sec_types (InteractiveBrokersInstrumentProviderConfig attribute) filter_unclaimed_external_orders (LiveExecEngineConfig attribute), [1] filtered_client_order_ids (LiveExecEngineConfig attribute), [1] filtered_view() (OrderBook method) filters (BinanceInstrumentProviderConfig attribute) (InstrumentProviderConfig attribute), [1] (PolymarketInstrumentProviderConfig attribute) final_high (SizeForImpactResult attribute) final_low (SizeForImpactResult attribute) find() (InteractiveBrokersInstrumentProvider method) find_by_contract_id() (InteractiveBrokersInstrumentProvider method) first() (BookLevel method) first_client_order_id (OrderList attribute) first_trade_id (BinanceFuturesTicker attribute) (BinanceSpotTicker attribute) fixed() (StrikeRange static method) FixedFeeModel (class in nautilus_trader.execution) FixedRiskSizer (class in nautilus_trader.risk) FIXING_PRICE (DatabentoStatisticType attribute) flag (RustTestCustomData attribute) flags (OrderBookDelta attribute) (OrderBookDeltas attribute) (OrderBookDepth10 attribute) FLARE (Blockchain attribute) FLAT (PositionSide attribute) flattening_bet() (BetPosition method) floats_32 (RustTestTypedMapCustomData attribute) floats_64 (RustTestTypedMapCustomData attribute) FLUID_DEX (DexType attribute) flush() (Logger method) (StreamingFeatherWriter method) flush_on_start (CacheConfig attribute), [1] FOK (TimeInForce attribute) fold_net_position() (in module nautilus_trader.model) ForexSession (class in nautilus_trader.trading) formula (SyntheticInstrument attribute) FORWARD (InstrumentClass attribute) forward_price (ForwardPrice attribute) FORWARD_RATIO (ContinuousFutureAdjustmentType attribute) FORWARD_SPREAD (ContinuousFutureAdjustmentType attribute) ForwardPrice (class in nautilus_trader.model) FRAXTAL (Blockchain attribute) free (AccountBalance attribute) from (Transaction attribute) from_chain_id() (Chain static method) from_chain_name() (Chain static method) from_decimal() (Money static method) (Price static method) (Quantity static method) from_decimal_dp() (Price static method) (Quantity static method) from_delta() (GreeksData class method) from_dict() (AccountBalance static method) (AccountState static method) (Bar static method) (BettingInstrument static method) (BinanceBar static method) (BinaryOption static method) (BookOrder static method) (Cfd static method) (Commodity static method) (CryptoFuture static method) (CryptoFuturesSpread static method) (CryptoOption static method) (CryptoOptionSpread static method) (CryptoPerpetual static method) (CurrencyPair static method) (DatabentoImbalance static method) (DatabentoStatistics static method) (Equity static method) (ExecutionMassStatus static method) (FillReport static method) (FundingRateUpdate static method) (FuturesContract static method) (FuturesSpread static method) (IndexInstrument static method) (IndexPriceUpdate static method) (InstrumentClose static method) (InstrumentStatus static method) (LimitIfTouchedOrder static method) (LimitOrder static method) (MarginBalance static method) (MarketIfTouchedOrder static method) (MarketOrder static method) (MarketToLimitOrder static method) (MarkPriceUpdate static method) (OptionContract static method) (OptionSpread static method) (OrderAccepted static method) (OrderBookDelta static method) (OrderBookDepth10 static method) (OrderCanceled static method) (OrderCancelRejected static method) (OrderDenied static method) (OrderEmulated static method) (OrderExpired static method) (OrderFilled static method) (OrderFillVoided static method) (OrderInitialized static method) (OrderModifyRejected static method) (OrderPendingCancel static method) (OrderPendingUpdate static method) (OrderRejected static method) (OrderReleased static method) (OrderSnapshot static method) (OrderStatusReport static method) (OrderSubmitted static method) (OrderTriggered static method) (OrderUpdated static method) (PerpetualContract static method) (Position static method) (PositionAdjusted static method) (PositionSnapshot static method) (PositionStatusReport static method) (QuoteTick static method) (StopLimitOrder static method) (StopMarketOrder static method) (TokenizedAsset static method) (TradeTick static method) (TrailingStopLimitOrder static method) (TrailingStopMarketOrder static method) from_event_slug() (PolymarketDataLoader static method) from_expiry() (OptionSeriesId static method) from_int() (Price static method) (PriceType class method) (Quantity static method) from_json() (Bar static method) (BookOrder static method) (DeribitBookSummary class method) (DeribitVolatilityIndex class method) (FundingRateUpdate static method) (HyperliquidAllDexsAssetCtxs class method) (HyperliquidAllMids class method) (HyperliquidOpenInterest class method) (HyperliquidPublicTrade class method) (HyperliquidTwapHistory class method) (HyperliquidTwapSliceFill class method) (IndexPriceUpdate static method) (InstrumentClose static method) (InstrumentStatus static method) (MacroYieldCurveData class method) (MarkPriceUpdate static method) (OrderBookDelta static method) (OrderBookDepth10 static method) (PolymarketRtdsCryptoPrice class method) (PolymarketRtdsEquityPrice class method) (QuoteTick static method) (ReplayNormalizedRequestOptions static method) (RustTestCustomData class method) (RustTestParamsCustomData class method) (RustTestPriceMapCustomData class method) (RustTestTypedMapCustomData class method) (StreamNormalizedRequestOptions static method) (TradeTick static method) from_json_array() (ReplayNormalizedRequestOptions static method) (StreamNormalizedRequestOptions static method) from_json_bytes() (CustomData class method) from_liability() (Bet static method) from_mantissa_exponent() (Price static method) (Quantity static method) from_market_slug() (PolymarketDataLoader static method) from_msgpack() (Bar static method) (BookOrder static method) (FundingRateUpdate static method) (IndexPriceUpdate static method) (InstrumentClose static method) (InstrumentStatus static method) (MarkPriceUpdate static method) (OrderBookDelta static method) (OrderBookDepth10 static method) (QuoteTick static method) (TradeTick static method) from_order_side() (BetSide class method) from_raw() (Money static method) (Price static method) (Quantity static method) (QuoteTick static method) (TradeTick static method) from_spec() (LoggerConfig static method), [1] from_stake() (Bet static method) from_stake_or_liability() (Bet static method) from_str() (AccountId static method) (AccountType class method) (ActorId static method) (AggregationSource class method) (AggressorSide class method) (AmmType class method) (AssetClass class method) (AxEnvironment class method) (AxMarketDataLevel class method) (BarAggregation class method) (BarSpecification static method) (BarType static method) (BetSide class method) (BitmexEnvironment class method) (Blockchain class method) (BookAction class method) (BookType class method) (BybitEnvironment class method) (BybitMarginAction class method) (BybitPositionIdx class method) (BybitPositionMode class method) (BybitProductType class method) (ClientId static method) (ClientOrderId static method) (ComponentId static method) (ContingencyType class method) (ContinuousFutureAdjustmentType class method) (Currency static method) (CurrencyType class method) (DatabentoStatisticType class method) (DatabentoStatisticUpdateAction class method) (DeribitCurrency class method) (DeribitEnvironment class method) (DeribitProductType class method) (DeribitUpdateInterval class method) (DydxNetwork class method) (Environment class method) (ExecAlgorithmId static method) (ForexSession class method) (GreeksConvention class method) (HyperliquidEnvironment class method) (HyperliquidProductType class method) (InstrumentClass class method) (InstrumentCloseType class method) (InstrumentId static method) (LiquiditySide class method) (LogColor class method) (LogLevel class method) (MarketStatus class method) (MarketStatusAction class method) (Money static method) (OKXEnvironment class method) (OmsType class method) (OptionKind class method) (OptionSeriesId static method) (OrderListId static method) (OrderSide class method) (OrderStatus class method) (OrderType class method) (OtoTriggerMode class method) (PoolLiquidityUpdateType class method) (PositionAdjustmentType class method) (PositionId static method) (PositionSide class method) (Price static method) (PriceType class method) (Quantity static method) (RecordFlag class method) (StrategyId static method) (Symbol static method) (TimeInForce class method) (TradeId static method) (TraderId static method) (TradingState class method) (TrailingOffsetType class method) (TriggerType class method) (UUID4 static method) (Venue static method) (VenueOrderId static method) from_timedelta() (BarSpecification static method) frozen_account (BacktestVenueConfig attribute), [1] (SandboxExecutionClientConfig attribute) FUJI (Blockchain attribute) FULL (OtoTriggerMode attribute) full_accuracy_value (PolymarketRtdsEquityPrice attribute) fully_qualified_name() (Bar static method) (BarSpecification static method) (BarType static method) (BookOrder static method) (FundingRateUpdate static method) (IndexPriceUpdate static method) (InstrumentClose static method) (InstrumentStatus static method) (MarkPriceUpdate static method) (OrderBookDelta static method) (OrderBookDeltas static method) (OrderBookDepth10 static method) (QuoteTick static method) (TradeTick static method) funder (PolymarketExecClientConfig attribute) FUNDING (PositionAdjustmentType attribute) funding_rate (BinanceFuturesMarkPriceUpdate attribute) (BybitTickerData attribute) funding_rate() (Cache method) funding_rate_count() (Cache method) funding_rate_poll_interval_mins (AxDataClientConfig attribute) funding_rates() (Cache method) FundingRateUpdate (class in nautilus_trader.model) FUTURE (DeribitProductType attribute) (InstrumentClass attribute) FUTURE_COMBO (DeribitProductType attribute) FUTURES (KrakenProductType attribute) futures_leverages (BinanceExecClientConfig attribute) futures_margin_types (BinanceExecClientConfig attribute) FUTURES_SPREAD (InstrumentClass attribute) FuturesContract (class in nautilus_trader.model) FuturesSpread (class in nautilus_trader.model) FuzzyCandle (class in nautilus_trader.indicators) FuzzyCandlesticks (class in nautilus_trader.indicators) FX (AssetClass attribute) fx_local_from_utc() (in module nautilus_trader.trading) fx_next_end() (in module nautilus_trader.trading) fx_next_start() (in module nautilus_trader.trading) fx_prev_end() (in module nautilus_trader.trading) fx_prev_start() (in module nautilus_trader.trading) FXRolloverInterestModule (class in nautilus_trader.backtest) G GALADRIEL_DEVNET (Blockchain attribute) gamma (BlackScholesGreeksResult attribute) (GreeksData attribute) (OptionGreeks attribute) (OptionGreekValues attribute) (PortfolioGreeks attribute) gas (Transaction attribute) gas_limit (Block attribute) gas_price (Transaction attribute) gas_used (Block attribute) general (PortfolioStatistics attribute) generate_account_report() (BacktestEngine method) (BacktestNode method) (ReportProvider static method) generate_client_order_id() (OrderFactory method) generate_fills_report() (BacktestEngine method) (BacktestNode method) (ReportProvider static method) generate_missing_orders (LiveExecEngineConfig attribute), [1] generate_order_fills_report() (BacktestEngine method) (BacktestNode method) (ReportProvider static method) generate_order_list_id() (OrderFactory method) generate_orders_report() (BacktestEngine method) (BacktestNode method) (ReportProvider static method) generate_positions_report() (BacktestEngine method) (BacktestNode method) (ReportProvider static method) get() (Cache method) get_active_liquidity() (PoolProfiler method) get_active_tick_count() (PoolProfiler method) get_all() (InteractiveBrokersInstrumentProvider method) get_arrow_schema_map() (in module nautilus_trader.serialization) get_avg_px_for_quantity() (OrderBook method) get_avg_px_qty_for_exposure() (OrderBook method) get_binance_arrow_schema_map() (in module nautilus_trader.adapters.binance) GET_BORROW_AMOUNT (BybitMarginAction attribute) get_cached_futures_spread_price() (GreeksCalculator method) get_call() (OptionChainSlice method) get_call_greeks() (OptionChainSlice method) get_call_quote() (OptionChainSlice method) get_chart() (in module nautilus_trader.analysis.tearsheet) get_client_order_id_count() (OrderFactory method) get_commission() (CappedOptionFeeModel method) (FeeModel method) (FixedFeeModel method) (MakerTakerFeeModel method) (PerContractFeeModel method) (PolymarketFeeModel method) (ProbabilityPriceFeeModel method) (TieredNotionalOptionFeeModel method) get_commission_with_context() (CappedOptionFeeModel method) (FeeModel method) (PolymarketFeeModel method) get_current_file_info() (StreamingFeatherWriter method) get_databento_arrow_schema_map() (in module nautilus_trader.adapters.databento) get_dataset_for_venue() (DatabentoDataLoader method) get_engine_cache() (BacktestNode method) get_engine_portfolio() (BacktestNode method) get_exchange_rate() (in module nautilus_trader.common) get_fields() (Bar static method) (FundingRateUpdate static method) (IndexPriceUpdate static method) (InstrumentClose static method) (MarkPriceUpdate static method) (OrderBookDelta static method) (OrderBookDepth10 static method) (QuoteTick static method) (TradeTick static method) get_interval_ns() (BarSpecification method) get_intervals() (ParquetDataCatalog method) get_mark_xrate() (Cache method) get_metadata() (Bar static method) (FundingRateUpdate static method) (IndexPriceUpdate static method) (InstrumentClose static method) (InstrumentStatus static method) (MarkPriceUpdate static method) (OrderBookDelta static method) (OrderBookDepth10 static method) (QuoteTick static method) (TradeTick static method) get_missing_intervals_for_request() (ParquetDataCatalog method) get_next_rotation_time() (StreamingFeatherWriter method) get_order_list_id_count() (OrderFactory method) get_orderbook_for_fill_simulation() (FillModel method) get_orders() (BookLevel method) get_output_amount() (SwapQuote method) get_performance_stats_general() (PortfolioAnalyzer method) get_performance_stats_pnls() (PortfolioAnalyzer method) get_performance_stats_portfolio_returns() (PortfolioAnalyzer method) get_performance_stats_position_returns() (PortfolioAnalyzer method) get_performance_stats_returns() (PortfolioAnalyzer method) get_performance_stats_returns_vs_benchmark() (PortfolioAnalyzer method) get_price_magnifier() (InteractiveBrokersInstrumentProvider method) get_price_precisions() (DatabentoDataLoader method) get_publishers() (DatabentoDataLoader method) get_put() (OptionChainSlice method) get_put_greeks() (OptionChainSlice method) get_put_quote() (OptionChainSlice method) get_quantity_at_level() (OrderBook method) get_quantity_for_price() (OrderBook method) get_result() (BacktestEngine method) get_stats_general_formatted() (PortfolioAnalyzer method) get_stats_pnls_formatted() (PortfolioAnalyzer method) get_stats_portfolio_returns_formatted() (PortfolioAnalyzer method) get_stats_position_returns_formatted() (PortfolioAnalyzer method) get_stats_returns_formatted() (PortfolioAnalyzer method) get_stub() (OrderBookDepth10 static method) get_theme() (in module nautilus_trader.analysis.themes) get_total_active_positions() (PoolProfiler method) get_total_inactive_positions() (PoolProfiler method) get_total_liquidity() (PoolProfiler method) get_total_tick_count() (PoolProfiler method) get_venue_for_publisher() (DatabentoDataLoader method) get_worst_px_for_quantity() (OrderBook method) get_xrate() (Cache method) GNOSIS (Blockchain attribute) GNOSIS_CHIADO (Blockchain attribute) GNOSIS_TRACES (Blockchain attribute) greeks (OptionStrikeData attribute) GreeksCalculator (class in nautilus_trader.common) GreeksConvention (class in nautilus_trader.model) GreeksData (class in nautilus_trader.model) GREEN (LogColor attribute) grid_step_bps (GridMarketMakerConfig attribute) GridLayout (class in nautilus_trader.analysis.config) GridMarketMakerConfig (class in nautilus_trader.trading) group_asks() (OrderBook method) group_asks_filtered() (OrderBook method) group_bids() (OrderBook method) group_bids_filtered() (OrderBook method) GTC (TimeInForce attribute) GTD (TimeInForce attribute) H half_spread_bps (CompositeMarketMakerConfig attribute) HALT (MarketStatusAction attribute) HALTED (MarketStatus attribute) (TradingState attribute) handle() (LiveNode method) handle_bar() (AdaptiveMovingAverage method) (ArcherMovingAveragesTrends method) (AroonOscillator method) (AverageTrueRange method) (Bias method) (BollingerBands method) (ChandeMomentumOscillator method) (CommodityChannelIndex method) (DirectionalMovement method) (DonchianChannel method) (DoubleExponentialMovingAverage method) (EfficiencyRatio method) (ExponentialMovingAverage method) (FuzzyCandlesticks method) (HullMovingAverage method) (IchimokuCloud method) (KeltnerChannel method) (KeltnerPosition method) (KlingerVolumeOscillator method) (LinearRegression method) (MovingAverageConvergenceDivergence method) (OnBalanceVolume method) (Pressure method) (PsychologicalLine method) (RateOfChange method) (RelativeStrengthIndex method) (RelativeVolatilityIndex method) (SimpleMovingAverage method) (Stochastics method) (Swings method) (VariableIndexDynamicAverage method) (VerticalHorizontalFilter method) (VolatilityRatio method) (VolumeWeightedAveragePrice method) (WeightedMovingAverage method) (WilderMovingAverage method) handle_book() (BookImbalanceRatio method) handle_quote_tick() (AdaptiveMovingAverage method) (ArcherMovingAveragesTrends method) (AroonOscillator method) (AverageTrueRange method) (Bias method) (BollingerBands method) (ChandeMomentumOscillator method) (DoubleExponentialMovingAverage method) (ExponentialMovingAverage method) (HullMovingAverage method) (MovingAverageConvergenceDivergence method) (RateOfChange method) (RelativeStrengthIndex method) (RelativeVolatilityIndex method) (SimpleMovingAverage method) (SpreadAnalyzer method) (Swings method) (VariableIndexDynamicAverage method) (VerticalHorizontalFilter method) (VolatilityRatio method) (WeightedMovingAverage method) (WilderMovingAverage method) handle_revised_bars (InteractiveBrokersDataClientConfig attribute) (LiveDataClientConfig attribute), [1] handle_trade_tick() (AdaptiveMovingAverage method) (ArcherMovingAveragesTrends method) (AroonOscillator method) (AverageTrueRange method) (Bias method) (BollingerBands method) (ChandeMomentumOscillator method) (DoubleExponentialMovingAverage method) (ExponentialMovingAverage method) (HullMovingAverage method) (MovingAverageConvergenceDivergence method) (RateOfChange method) (RelativeStrengthIndex method) (RelativeVolatilityIndex method) (SimpleMovingAverage method) (Swings method) (VariableIndexDynamicAverage method) (VerticalHorizontalFilter method) (VolatilityRatio method) (WeightedMovingAverage method) (WilderMovingAverage method) HARMONY_SHARD0 (Blockchain attribute) has_backing (MessageBus attribute) has_bars() (Cache method) has_canceller_proxy_urls (BitmexExecClientConfig attribute) has_expiration() (InstrumentClass method) has_funding_rates() (Cache method) has_index_prices() (Cache method) has_inputs (AdaptiveMovingAverage attribute) (ArcherMovingAveragesTrends attribute) (AroonOscillator attribute) (AverageTrueRange attribute) (Bias attribute) (BollingerBands attribute) (BookImbalanceRatio attribute) (ChandeMomentumOscillator attribute) (CommodityChannelIndex attribute) (DirectionalMovement attribute) (DonchianChannel attribute) (DoubleExponentialMovingAverage attribute) (EfficiencyRatio attribute) (ExponentialMovingAverage attribute) (FuzzyCandlesticks attribute) (HullMovingAverage attribute) (IchimokuCloud attribute) (KeltnerChannel attribute) (KeltnerPosition attribute) (KlingerVolumeOscillator attribute) (LinearRegression 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_instrument_statuses() (Cache method) has_mark_prices() (Cache method) has_order_book() (Cache method) has_password (DockerizedIBGatewayConfig attribute) has_price (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketToLimitOrder attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) has_proxy_url (AxDataClientConfig attribute) (AxExecClientConfig attribute) (BetfairDataConfig attribute) (BetfairExecConfig attribute) (BinanceDataClientConfig attribute) (BinanceExecClientConfig attribute) (BitmexDataClientConfig attribute) (BitmexExecClientConfig attribute) (BybitDataClientConfig attribute) (BybitExecClientConfig attribute) (DeribitDataClientConfig attribute) (DeribitExecClientConfig attribute) (DydxDataClientConfig attribute) (DydxExecClientConfig attribute) (HyperliquidDataClientConfig attribute) (HyperliquidExecClientConfig attribute) (KrakenDataClientConfig attribute) (KrakenExecClientConfig attribute) (OKXDataClientConfig attribute) (OKXExecClientConfig attribute) (PolymarketDataClientConfig attribute) (PolymarketExecClientConfig attribute) (TardisDataClientConfig attribute) has_quote_ticks() (Cache method) has_submitter_proxy_urls (BitmexExecClientConfig attribute) has_subscribers() (MessageBus method) has_trade_ticks() (Cache method) has_trigger_price (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) hash (Block attribute) (HyperliquidPublicTrade attribute) (HyperliquidTwapSliceFill attribute) (Transaction attribute) hash_prices_by_instrument (RustTestTypedMapCustomData attribute) HEADER (LogFormat attribute) heartbeat_enabled (PolymarketExecClientConfig attribute) heartbeat_interval_secs (AxDataClientConfig attribute) (AxExecClientConfig attribute) (BitmexDataClientConfig attribute) (BitmexExecClientConfig attribute) (BybitDataClientConfig attribute) (BybitExecClientConfig attribute) (DeribitDataClientConfig attribute) (KrakenDataClientConfig attribute) (KrakenExecClientConfig attribute) (MessageBusConfig attribute), [1] hedge_instrument_id (DeltaNeutralVolConfig attribute) HEDGING (OmsType attribute) hedging_bet() (Bet method) hedging_stake() (Bet method) height (TearsheetConfig attribute), [1] heights (GridLayout attribute) high (Bar attribute) (BinanceBar attribute) (DeribitBookSummary attribute) high_datetime (Swings attribute) high_price (BinanceFuturesTicker attribute) (BinanceSpotTicker attribute) (Swings attribute) high_price24h (BybitTickerData attribute) HIGHEST_BID (DatabentoStatisticType attribute) HistoricalInteractiveBrokersClient (class in nautilus_trader.adapters.interactive_brokers) HOLESKY (Blockchain attribute) HOLESKY_TOKEN_TEST (Blockchain attribute) horizontal_spacing (GridLayout attribute) host (DockerizedIBGateway attribute) (InteractiveBrokersDataClientConfig attribute) (InteractiveBrokersExecClientConfig attribute) HOUR (BarAggregation attribute) http_timeout_secs (AxDataClientConfig attribute) (AxExecClientConfig attribute) (BitmexDataClientConfig attribute) (BitmexExecClientConfig attribute) (BybitDataClientConfig attribute) (BybitExecClientConfig attribute) (DeribitDataClientConfig attribute) (DeribitExecClientConfig attribute) (HyperliquidDataClientConfig attribute) (HyperliquidExecClientConfig attribute) (OKXDataClientConfig attribute) (OKXExecClientConfig attribute) (PolymarketDataClientConfig attribute) (PolymarketExecClientConfig attribute) Hull (MovingAverageType attribute) HullMovingAverage (class in nautilus_trader.indicators) hurst_enter (HurstVpinDirectionalConfig attribute) hurst_exit (HurstVpinDirectionalConfig attribute) hurst_lags (HurstVpinDirectionalConfig attribute) hurst_window (HurstVpinDirectionalConfig attribute) HurstVpinDirectionalConfig (class in nautilus_trader.trading) HYPERLIQUID (Blockchain attribute) HYPERLIQUID_TEMP (Blockchain attribute) HyperliquidAllDexsAssetCtxs (class in nautilus_trader.adapters.hyperliquid) HyperliquidAllMids (class in nautilus_trader.adapters.hyperliquid) HyperliquidDataClientConfig (class in nautilus_trader.adapters.hyperliquid) HyperliquidDataClientFactory (class in nautilus_trader.adapters.hyperliquid) HyperliquidEnvironment (class in nautilus_trader.adapters.hyperliquid) HyperliquidExecClientConfig (class in nautilus_trader.adapters.hyperliquid) HyperliquidExecFactoryConfig (class in nautilus_trader.adapters.hyperliquid) HyperliquidExecutionClientFactory (class in nautilus_trader.adapters.hyperliquid) HyperliquidOpenInterest (class in nautilus_trader.adapters.hyperliquid) HyperliquidProductType (class in nautilus_trader.adapters.hyperliquid) HyperliquidPublicTrade (class in nautilus_trader.adapters.hyperliquid) HyperliquidTwapHistory (class in nautilus_trader.adapters.hyperliquid) HyperliquidTwapSliceFill (class in nautilus_trader.adapters.hyperliquid) hypersync_url (Chain attribute) I IchimokuCloud (class in nautilus_trader.indicators) id (BacktestRunConfig attribute), [1] (BettingAccount attribute) (BettingInstrument attribute) (BinaryOption attribute) (CashAccount attribute) (Cfd attribute) (Commodity attribute) (CryptoFuture attribute) (CryptoFuturesSpread attribute) (CryptoOption attribute) (CryptoOptionSpread attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (Equity attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (MarginAccount attribute) (OptionContract attribute) (OptionSpread attribute) (OrderList attribute) (PerpetualContract attribute) (Position attribute) (SyntheticInstrument attribute) (TokenizedAsset attribute) (WalletAccount attribute) id_spec_key() (BarType method) identifier (DataType attribute) IDLE (NodeState attribute) ignore_external_orders (BetfairExecConfig attribute) ignore_quote_tick_size_updates (InteractiveBrokersDataClientConfig attribute) imply_vol() (in module nautilus_trader.model) imply_vol_and_greeks() (in module nautilus_trader.model) ImportableActorConfig (class in nautilus_trader.common) (class in nautilus_trader.config) ImportableControllerConfig (class in nautilus_trader.config) (class in nautilus_trader.trading) ImportableExecAlgorithmConfig (class in nautilus_trader.config) (class in nautilus_trader.trading) ImportableStrategyConfig (class in nautilus_trader.config) (class in nautilus_trader.trading) include_benchmark (TearsheetConfig attribute), [1] include_builder_attribution (HyperliquidExecClientConfig attribute) INDEX (AssetClass attribute) index_name (DeribitVolatilityIndex attribute) index_price (BinanceFuturesMarkPriceUpdate attribute) (BybitTickerData attribute) INDEX_PRICE (TriggerType attribute) index_price() (Cache method) index_price_count() (Cache method) index_prices() (Cache method) index_prices_to_arrow_record_batch_bytes() (in module nautilus_trader.serialization) IndexInstrument (class in nautilus_trader.model) IndexPriceUpdate (class in nautilus_trader.model) INDICATIVE_CLOSE_PRICE (DatabentoStatisticType attribute) INDICATIVE_OPENING_PRICE (DatabentoStatisticType attribute) indicators_initialized() (DataActor method) (Strategy method) inflight_check_interval_ms (LiveExecEngineConfig attribute), [1] inflight_check_retries (LiveExecEngineConfig attribute), [1] inflight_check_threshold_ms (LiveExecEngineConfig attribute), [1] info (AccountState attribute) (BettingInstrument attribute) (BinaryOption attribute) (Cfd attribute) (Commodity attribute) (CryptoFuture attribute) (CryptoFuturesSpread attribute) (CryptoOption attribute) (CryptoOptionSpread attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (Equity attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) INFO (LogLevel attribute) info (OptionContract attribute) (OptionSpread attribute) (OrderFilled attribute) (OrderFillVoided attribute) (PerpetualContract attribute) (TokenizedAsset attribute) info() (Logger method) InformationRatio (class in nautilus_trader.analysis) init_event (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) init_id (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) init_logging() (in module nautilus_trader.common) init_tracing() (in module nautilus_trader.common) initial (MarginBalance attribute) initial_high (SizeForImpactResult attribute) initial_margin() (MarginAccount method) initial_margins() (MarginAccount method) INITIALIZE (ComponentTrigger attribute) initialized (AdaptiveMovingAverage attribute) (ArcherMovingAveragesTrends attribute) (AroonOscillator attribute) (AverageTrueRange attribute) (Bias attribute) (BollingerBands attribute) (BookImbalanceRatio attribute) (ChandeMomentumOscillator attribute) (CommodityChannelIndex attribute) (DirectionalMovement attribute) (DonchianChannel attribute) (DoubleExponentialMovingAverage attribute) (EfficiencyRatio attribute) (ExponentialMovingAverage attribute) (FuzzyCandlesticks attribute) (HullMovingAverage attribute) (IchimokuCloud attribute) (KeltnerChannel attribute) (KeltnerPosition attribute) (KlingerVolumeOscillator attribute) (LinearRegression attribute) (MovingAverageConvergenceDivergence attribute) (OnBalanceVolume attribute) INITIALIZED (OrderStatus attribute) initialized (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) INK (Blockchain attribute) instance_id (BacktestEngine attribute) (BacktestEngineConfig attribute), [1] (BacktestResult attribute) (LiveNode attribute) (LiveNodeConfig attribute), [1] (MessageBus attribute) instrument (PolymarketDataLoader attribute) (PositionSizer attribute) instrument() (Cache method) instrument_class (BettingInstrument attribute) (BinaryOption attribute) (Cfd attribute) (Commodity attribute) (CryptoFuture attribute) (CryptoFuturesSpread attribute) (CryptoOption attribute) (CryptoOptionSpread attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (Equity attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (OptionContract attribute) (OptionSpread attribute) (PerpetualContract attribute) (Position attribute) (TokenizedAsset attribute) instrument_closes_to_arrow_record_batch_bytes() (in module nautilus_trader.serialization) instrument_config (PolymarketDataClientConfig attribute) (PolymarketExecClientConfig attribute) instrument_families (OKXDataClientConfig attribute) instrument_greeks() (GreeksCalculator method) instrument_id (BacktestDataConfig attribute), [1] (BarType attribute) (BarType.Composite attribute) (BarType.Standard attribute) (BinanceFuturesLiquidation attribute) (BinanceFuturesMarkPriceUpdate attribute) (BinanceFuturesOpenInterest attribute) (BinanceFuturesOpenInterestHist attribute) (BinanceFuturesTicker attribute) (BinanceSpotTicker attribute) (CompositeMarketMakerConfig attribute) (DatabentoImbalance attribute) (DatabentoStatistics attribute) (DeribitBookSummary attribute) (EmaCrossConfig attribute) (FillReport attribute) (ForwardPrice attribute) (FundingRateUpdate attribute) (GreeksData attribute) (GridMarketMakerConfig attribute) (HurstVpinDirectionalConfig attribute) (HyperliquidOpenInterest attribute) (HyperliquidPublicTrade attribute) (HyperliquidTwapHistory attribute) (HyperliquidTwapSliceFill attribute) (IndexPriceUpdate attribute) (InstrumentClose attribute) (InstrumentStatus attribute) (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarginBalance attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (MarkPriceUpdate attribute) (OptionGreeks attribute) (OrderAccepted attribute) (OrderBook attribute) (OrderBookDelta attribute) (OrderBookDeltaDataWrangler attribute) (OrderBookDeltas attribute) (OrderBookDepth10 attribute) (OrderBookDepth10DataWrangler attribute) (OrderCanceled attribute) (OrderCancelRejected attribute) (OrderDenied attribute) (OrderEmulated attribute) (OrderExpired attribute) (OrderFilled attribute) (OrderFillVoided attribute) (OrderInitialized attribute) (OrderList attribute) (OrderModifyRejected attribute) (OrderPendingCancel attribute) (OrderPendingUpdate attribute) (OrderRejected attribute) (OrderReleased attribute) (OrderStatusReport attribute) (OrderSubmitted attribute) (OrderTriggered attribute) (OrderUpdated attribute) (OwnOrderBook attribute) (Pool attribute) (PoolFeeCollect attribute) (PoolFeeProtocolCollect attribute) (PoolFeeProtocolUpdate attribute) (PoolFlash attribute) (PoolLiquidityUpdate attribute) (PoolProfiler attribute) (PoolSwap attribute) (Position attribute) (PositionAdjusted attribute) (PositionChanged attribute) (PositionClosed attribute) (PositionOpened attribute) (PositionStatusReport attribute) (QuoteTick attribute) (QuoteTickDataWrangler attribute) (RustTestCustomData attribute) (SpreadAnalyzer attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TradeTick attribute) (TradeTickDataWrangler attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) instrument_id_to_ib_contract_details() (InteractiveBrokersInstrumentProvider method) instrument_ids (BacktestDataConfig attribute), [1] (BookImbalanceActorConfig attribute) (RustTestTypedMapCustomData attribute) instrument_ids() (Cache method) instrument_initial_margins() (Portfolio method) instrument_maintenance_margins() (Portfolio method) instrument_name (DeribitBookSummary attribute) instrument_provider (BinanceDataClientConfig attribute) (BinanceExecClientConfig attribute) (InteractiveBrokersDataClientConfig attribute) (InteractiveBrokersExecClientConfig attribute) (LiveDataClientConfig attribute), [1] (LiveExecClientConfig attribute), [1] instrument_refresh_interval_secs (BinanceDataClientConfig attribute) (BinanceExecClientConfig attribute) instrument_status() (Cache method) instrument_status_count() (Cache method) instrument_status_from_arrow_record_batch_bytes() (in module nautilus_trader.serialization) instrument_status_poll_secs (BinanceDataClientConfig attribute) (BybitDataClientConfig attribute) instrument_status_to_arrow_record_batch_bytes() (in module nautilus_trader.serialization) instrument_statuses() (Cache method) instrument_types (OKXDataClientConfig attribute) (OKXExecClientConfig attribute) InstrumentClass (class in nautilus_trader.model) InstrumentClose (class in nautilus_trader.model) InstrumentCloseType (class in nautilus_trader.model) InstrumentId (class in nautilus_trader.model) InstrumentProviderConfig (class in nautilus_trader.config) (class in nautilus_trader.live) instruments() (Cache method) (ParquetDataCatalog method) InstrumentStatus (class in nautilus_trader.model) (NautilusDataType attribute) integers_i32 (RustTestTypedMapCustomData attribute) integers_i64 (RustTestTypedMapCustomData attribute) integers_u32 (RustTestTypedMapCustomData attribute) integers_u64 (RustTestTypedMapCustomData attribute) InteractiveBrokersDataClientConfig (class in nautilus_trader.adapters.interactive_brokers) InteractiveBrokersDataClientFactory (class in nautilus_trader.adapters.interactive_brokers) InteractiveBrokersExecClientConfig (class in nautilus_trader.adapters.interactive_brokers) InteractiveBrokersExecutionClientFactory (class in nautilus_trader.adapters.interactive_brokers) InteractiveBrokersInstrumentProvider (class in nautilus_trader.adapters.interactive_brokers) InteractiveBrokersInstrumentProviderConfig (class in nautilus_trader.adapters.interactive_brokers) intercept (LinearRegression attribute) interest_rate (DeribitBookSummary attribute) (GreeksData attribute) interest_rates (MacroYieldCurveData attribute) InterestRateRecord (class in nautilus_trader.backtest) INTERNAL (AggregationSource attribute) INTERNAL_TEST_CHAIN (Blockchain attribute) interval (FundingRateUpdate attribute) interval_mins (PolymarketUpDownEventSlugConfig attribute) inventory_skew_factor (CompositeMarketMakerConfig attribute) INVERSE (BybitProductType attribute) inverse_probability_to_bet() (in module nautilus_trader.model) IOC (TimeInForce attribute) is_activated (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) is_active() (MessageBusListener method) is_active_local (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) is_aggressive (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketToLimitOrder attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) is_backward (ContinuousFutureAdjustmentType attribute) is_buy (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (OrderFilled attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) is_call (GreeksData attribute) is_canceled (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) is_carried_forward (PolymarketRtdsEquityPrice attribute) is_cash_account() (BettingAccount method) (CashAccount method) (MarginAccount method) (WalletAccount method) is_closed (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (Position attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (StreamingFeatherWriter attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) is_closed() (MessageBusListener method) is_colored (LoggerConfig attribute), [1] is_commodity_backed() (Currency static method) is_completely_net_flat() (Portfolio method) is_composite (Symbol attribute) is_composite() (BarType method) is_crypto() (Currency static method) is_degraded() (DataActor method) (ExecutionAlgorithm method) (Strategy method) is_disposed() (DataActor method) (ExecutionAlgorithm method) (Strategy method) is_empty() (BookLevel method) (OptionChainSlice method) is_emulated (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) is_exiting() (Strategy method) is_externally_aggregated() (BarType method) is_faulted() (DataActor method) (ExecutionAlgorithm method) (Strategy method) is_fiat() (Currency static method) is_flat (PositionStatusReport attribute) is_inflight (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) is_information_aggregated() (BarSpecification method) is_initialized (PoolProfiler attribute) is_initialized() (Portfolio method) is_internally_aggregated() (BarType method) is_inverse (BettingInstrument attribute) (BinaryOption attribute) (Cfd attribute) (Commodity attribute) (CryptoFuture attribute) (CryptoFuturesSpread attribute) (CryptoOption attribute) (CryptoOptionSpread attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (Equity attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (OptionContract attribute) (OptionSpread attribute) (PerpetualContract attribute) (Position attribute) (TokenizedAsset attribute) is_limit_filled() (FillModel method) is_long (Position attribute) (PositionStatusReport attribute) is_margin_account() (BettingAccount method) (CashAccount method) (MarginAccount method) (WalletAccount method) is_net_flat() (Portfolio method) is_net_long() (Portfolio method) is_net_short() (Portfolio method) is_open (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (OrderStatusReport attribute) (Position attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) is_opposite_side() (Position method) is_order_closed() (Cache method) is_order_emulated() (Cache method) is_order_in_book() (OwnOrderBook method) is_order_inflight() (Cache method) is_order_open() (Cache method) is_order_pending_cancel_local() (Cache method) is_passive (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketToLimitOrder attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) is_pending_cancel (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) is_pending_request() (MessageBus method) is_pending_update (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) is_position_closed() (Cache method) is_position_open() (Cache method) is_positive() (Money method) (Price method) (Quantity method) is_post_only (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketToLimitOrder attribute) (StopLimitOrder attribute) (TrailingStopLimitOrder attribute) is_primary (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) is_quanto (BettingInstrument attribute) (BinaryOption attribute) (Cfd attribute) (Commodity attribute) (CryptoFuture attribute) (CryptoFuturesSpread attribute) (CryptoOption attribute) (CryptoOptionSpread attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (Equity attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (OptionContract attribute) (OptionSpread attribute) (PerpetualContract attribute) (TokenizedAsset attribute) is_quote_quantity (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (OrderUpdated attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) is_quoting (InstrumentStatus attribute) is_ratio (ContinuousFutureAdjustmentType attribute) is_ready() (DataActor method) (ExecutionAlgorithm method) (Strategy method) is_reduce_only (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) is_registered() (ExecutionAlgorithm method) is_reopened (OrderFillVoided attribute) is_reported (AccountState attribute) is_running (LiveNode attribute) (LiveNodeHandle attribute) is_running() (DataActor method) (ExecutionAlgorithm method) (Strategy method) is_sell (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (OrderFilled attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) is_short (Position attribute) (PositionStatusReport attribute) is_short_sell_restricted (InstrumentStatus attribute) is_slipped() (FillModel method) is_snapshot (HyperliquidTwapHistory attribute) (HyperliquidTwapSliceFill attribute) is_spawned (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) is_spot_currency (Position attribute) is_stale (PortfolioSnapshot attribute) is_standard() (BarType method) is_stopped() (DataActor method) (ExecutionAlgorithm method) (Strategy method) is_stopping (LiveNodeHandle attribute) is_streaming_type() (MessageBus method) is_subscribed() (MessageBus method) is_synthetic() (InstrumentId method) is_threshold_aggregated() (BarSpecification method) is_time_aggregated() (BarSpecification method) is_trading (InstrumentStatus attribute) is_triggered (LimitIfTouchedOrder attribute) (MarketIfTouchedOrder attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) is_unleveraged() (MarginAccount method) is_valid_formula() (SyntheticInstrument method) is_within_last_24_hours() (in module nautilus_trader.core) (in module nautilus_trader.core.datetime) is_zero() (Money method) (Price method) (Quantity method) isin (BettingInstrument attribute) (BinaryOption attribute) (Cfd attribute) (Commodity attribute) (CryptoFuture attribute) (CryptoFuturesSpread attribute) (CryptoOption attribute) (CryptoOptionSpread attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (Equity attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (OptionContract attribute) (OptionSpread attribute) (PerpetualContract attribute) (TokenizedAsset attribute) iso4217 (Currency attribute) ISOLATED (BinanceMarginType attribute) iteration (BacktestEngine attribute) iterations (BacktestResult attribute) (SizeForImpactResult attribute) itm_prob (BlackScholesGreeksResult attribute) (GreeksData attribute) iv_param_key (DeltaNeutralVolConfig attribute) J Json (BinanceSpotMarketDataMode attribute) JSON (SerializationEncoding attribute) K k (BollingerBands attribute) k_multiplier (KeltnerChannel attribute) (KeltnerPosition attribute) KeltnerChannel (class in nautilus_trader.indicators) KeltnerPosition (class in nautilus_trader.indicators) kijun_period (IchimokuCloud attribute) kijun_sen (IchimokuCloud attribute) kind (PoolLiquidityUpdate attribute) (StrikeRange attribute) KlingerVolumeOscillator (class in nautilus_trader.indicators) KrakenDataClientConfig (class in nautilus_trader.adapters.kraken) KrakenDataClientFactory (class in nautilus_trader.adapters.kraken) KrakenEnvironment (class in nautilus_trader.adapters.kraken) KrakenExecClientConfig (class in nautilus_trader.adapters.kraken) KrakenExecutionClientFactory (class in nautilus_trader.adapters.kraken) KrakenProductType (class in nautilus_trader.adapters.kraken) KROMA (Blockchain attribute) kwargs() (TearsheetBarsWithFillsChart method) (TearsheetChart method) (TearsheetCustomChart method) (TearsheetDistributionChart method) (TearsheetDrawdownChart method) (TearsheetEquityChart method) (TearsheetMonthlyReturnsChart method) (TearsheetRollingSharpeChart method) (TearsheetRunInfoChart method) (TearsheetStatsTableChart method) (TearsheetYearlyReturnsChart method) L l1_fee_scalar (Block attribute) l1_gas_price (Block attribute) l1_gas_used (Block attribute) L1_MBP (BookType attribute) L2_MBP (BookType attribute) L3_MBO (BookType attribute) Large (CandleBodySize attribute) (CandleSize attribute) (CandleWickSize attribute) LAST (PriceType attribute) last_event (BettingAccount attribute) (CashAccount attribute) (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarginAccount attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (Position attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) (WalletAccount attribute) last_filled_qty (BinanceFuturesLiquidation attribute) LAST_OR_BID_ASK (TriggerType attribute) last_price (BinanceFuturesTicker attribute) (BinanceSpotTicker attribute) (BybitTickerData attribute) (DeribitBookSummary attribute) LAST_PRICE (TriggerType attribute) last_px (FillReport attribute) (OrderFilled attribute) (OrderFillVoided attribute) (PositionChanged attribute) (PositionClosed attribute) (PositionOpened attribute) last_qty (BinanceFuturesTicker attribute) (BinanceSpotTicker attribute) (FillReport attribute) (OrderFilled attribute) (PositionChanged attribute) (PositionClosed attribute) (PositionOpened attribute) last_trade_id (BinanceFuturesTicker attribute) (BinanceSpotTicker attribute) (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (Position attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) last_weekday_nanos() (in module nautilus_trader.core) (in module nautilus_trader.core.datetime) latency_model (BacktestVenueConfig attribute), [1] LAY (BetSide attribute) layout (TearsheetConfig attribute), [1] leaves_qty (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) LEFT_OPEN (BarIntervalType attribute) len() (BookLevel method) length (Swings attribute) LEVEL1 (AxMarketDataLevel attribute) LEVEL2 (AxMarketDataLevel attribute) LEVEL3 (AxMarketDataLevel attribute) leverage() (MarginAccount method) LeveragedMarginModel (class in nautilus_trader.model) leverages (BacktestVenueConfig attribute), [1] leverages() (MarginAccount method) liability() (Bet method) LIMIT (OrderType attribute) limit() (OrderFactory method) LIMIT_IF_TOUCHED (OrderType attribute) limit_if_touched() (OrderFactory method) limit_offset (OrderInitialized attribute) (OrderStatusReport attribute) (TrailingStopLimitOrder attribute) LimitIfTouchedOrder (class in nautilus_trader.model) LimitOrder (class in nautilus_trader.model) LimitOrderPartialFillModel (class in nautilus_trader.execution) LINEA (Blockchain attribute) LINEAR (BybitProductType attribute) LinearRegression (class in nautilus_trader.indicators) linked_order_ids (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (OrderInitialized attribute) (OrderStatusReport attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) liquidation_cancel_open_orders (BacktestVenueConfig attribute), [1] liquidation_enabled (BacktestVenueConfig attribute), [1] liquidation_trigger_ratio (BacktestVenueConfig attribute), [1] liquidity (PoolSwap attribute) liquidity_after (SwapQuote attribute) liquidity_consumption (BacktestVenueConfig attribute), [1] liquidity_side (FillReport attribute) (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (OrderFilled attribute) (OrderFillVoided attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) liquidity_utilization_rate() (PoolProfiler method) LiquiditySide (class in nautilus_trader.model) LISK (Blockchain attribute) list_backtest_runs() (ParquetDataCatalog method) list_backtests() (ParquetDataCatalog method) list_charts() (in module nautilus_trader.analysis.tearsheet) list_data_types() (ParquetDataCatalog method) list_instruments() (ParquetDataCatalog method) list_live_runs() (ParquetDataCatalog method) list_parquet_files() (ParquetDataCatalog method) list_themes() (in module nautilus_trader.analysis.themes) list_venues() (BacktestEngine method) LIVE (BinanceEnvironment attribute) (Environment attribute) (KrakenEnvironment attribute) (OKXEnvironment attribute) LiveDataClientConfig (class in nautilus_trader.config) (class in nautilus_trader.live) LiveDataEngineConfig (class in nautilus_trader.config) (class in nautilus_trader.live) LiveExecClientConfig (class in nautilus_trader.config) (class in nautilus_trader.live) LiveExecEngineConfig (class in nautilus_trader.config) (class in nautilus_trader.live) LiveNode (class in nautilus_trader.live) LiveNodeBuilder (class in nautilus_trader.live) LiveNodeConfig (class in nautilus_trader.config) (class in nautilus_trader.live) LiveNodeHandle (class in nautilus_trader.live) LiveRiskEngineConfig (class in nautilus_trader.config) (class in nautilus_trader.live) load() (DataActor method) (Strategy method) load_all (BinanceInstrumentProviderConfig attribute) (InstrumentProviderConfig attribute), [1] (PolymarketInstrumentProviderConfig attribute) load_bars() (DatabentoDataLoader method) load_bbo_quotes() (DatabentoDataLoader method) load_binance_instruments() (in module nautilus_trader.adapters.binance) load_binance_order_book_deltas() (in module nautilus_trader.adapters.binance) load_cache (ExecutionEngineConfig attribute), [1] (LiveExecEngineConfig attribute), [1] load_cache() (InteractiveBrokersInstrumentProvider method) load_cbbo_quotes() (DatabentoDataLoader method) load_cmbp_quotes() (DatabentoDataLoader method) load_contracts (InteractiveBrokersInstrumentProviderConfig attribute) load_ids (BinanceInstrumentProviderConfig attribute) (InstrumentProviderConfig attribute), [1] (InteractiveBrokersInstrumentProviderConfig attribute) (PolymarketInstrumentProviderConfig attribute) load_imbalance() (DatabentoDataLoader method) load_instruments() (DatabentoDataLoader method) load_order_book_deltas() (DatabentoDataLoader method) load_order_book_depth10() (DatabentoDataLoader method) load_publishers() (DatabentoDataLoader method) load_quotes() (DatabentoDataLoader method) load_spreads (OKXDataClientConfig attribute) (OKXExecClientConfig attribute) load_state (BacktestEngineConfig attribute), [1] (LiveNodeConfig attribute), [1] load_statistics() (DatabentoDataLoader method) load_status() (DatabentoDataLoader method) load_tardis_deltas() (in module nautilus_trader.adapters.tardis) load_tardis_depth10_from_snapshot25() (in module nautilus_trader.adapters.tardis) load_tardis_depth10_from_snapshot5() (in module nautilus_trader.adapters.tardis) load_tardis_funding_rates() (in module nautilus_trader.adapters.tardis) load_tardis_options_chain() (in module nautilus_trader.adapters.tardis) load_tardis_quotes() (in module nautilus_trader.adapters.tardis) load_tardis_trades() (in module nautilus_trader.adapters.tardis) load_tbbo_trades() (DatabentoDataLoader method) load_tcbbo_trades() (DatabentoDataLoader method) load_trades() (DatabentoDataLoader method) (PolymarketDataLoader method) locked (AccountBalance attribute) log (DataActor attribute) (ExecutionAlgorithm attribute) (Strategy attribute) log_commands (DataActorConfig attribute), [1] (ExecutionAlgorithmConfig attribute), [1] (StrategyConfig attribute), [1] log_components_only (LoggerConfig attribute), [1] log_events (DataActorConfig attribute), [1] (ExecutionAlgorithmConfig attribute), [1] (StrategyConfig attribute), [1] log_header() (in module nautilus_trader.common) log_index (DefiData attribute) (PoolFeeCollect attribute) (PoolFeeProtocolCollect attribute) (PoolFeeProtocolUpdate attribute) (PoolFlash attribute) (PoolLiquidityUpdate attribute) (PoolSwap attribute) log_interval (BookImbalanceActorConfig attribute) log_rejected_due_post_only_as_warning (StrategyConfig attribute), [1] log_sysinfo() (in module nautilus_trader.common) log_warnings (BinanceInstrumentProviderConfig attribute) (InstrumentProviderConfig attribute), [1] (PolymarketInstrumentProviderConfig attribute) LogColor (class in nautilus_trader.common) LogFormat (class in nautilus_trader.common) Logger (class in nautilus_trader.common) logger_flush() (in module nautilus_trader.common) logger_log() (in module nautilus_trader.common) LoggerConfig (class in nautilus_trader.common) (class in nautilus_trader.config) logging (BacktestEngineConfig attribute), [1] (LiveNodeConfig attribute), [1] logging_clock_set_realtime_mode() (in module nautilus_trader.common) logging_clock_set_static_mode() (in module nautilus_trader.common) logging_clock_set_static_time() (in module nautilus_trader.common) logging_sync_to_disk() (in module nautilus_trader.common) LogGuard (class in nautilus_trader.common) LogLevel (class in nautilus_trader.common) LONDON (ForexSession attribute) Long (BinancePositionSide attribute) LONG (PositionSide attribute) long_run (ArcherMovingAveragesTrends attribute) LongRatio (class in nautilus_trader.analysis) lookback_start (ExecutionMassStatus attribute) loop_debug (LiveNodeConfig attribute), [1] lot_size (BettingInstrument attribute) (BinaryOption attribute) (Cfd attribute) (Commodity attribute) (CryptoFuture attribute) (CryptoFuturesSpread attribute) (CryptoOption attribute) (CryptoOptionSpread attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (Equity attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (OptionContract attribute) (OptionSpread attribute) (PerpetualContract attribute) (TokenizedAsset attribute) low (Bar attribute) (BinanceBar attribute) (DeribitBookSummary attribute) low_datetime (Swings attribute) low_price (BinanceFuturesTicker attribute) (BinanceSpotTicker attribute) (Swings attribute) low_price24h (BybitTickerData attribute) lower (BollingerBands attribute) (DonchianChannel attribute) (KeltnerChannel attribute) LOWER_PRICE_LIMIT (DatabentoStatisticType attribute) lower_wick_size (FuzzyCandle attribute) LOWEST_OFFER (DatabentoStatisticType attribute) lp_fee (SwapQuote attribute) LUKSO (Blockchain attribute) LUKSO_TESTNET (Blockchain attribute) M ma_type (Stochastics attribute) machine_id (BacktestEngine attribute) (BacktestResult attribute) MacroYieldCurveData (class in nautilus_trader.persistence) MAGENTA (LogColor attribute) MAINNET (BitmexEnvironment attribute) (BybitEnvironment attribute) (DeribitEnvironment attribute) (DydxNetwork attribute) (HyperliquidEnvironment attribute) maintenance (MarginBalance attribute) maintenance_margin() (MarginAccount method) maintenance_margins() (MarginAccount method) make_price() (BettingInstrument method) (BinaryOption method) (Cfd method) (Commodity method) (CryptoFuture method) (CryptoFuturesSpread method) (CryptoOption method) (CryptoOptionSpread method) (CryptoPerpetual method) (CurrencyPair method) (Equity method) (FuturesContract method) (FuturesSpread method) (IndexInstrument method) (OptionContract method) (OptionSpread method) (PerpetualContract method) (TokenizedAsset method) make_qty() (BettingInstrument method) (BinaryOption method) (Cfd method) (Commodity method) (CryptoFuture method) (CryptoFuturesSpread method) (CryptoOption method) (CryptoOptionSpread method) (CryptoPerpetual method) (CurrencyPair method) (Equity method) (FuturesContract method) (FuturesSpread method) (IndexInstrument method) (OptionContract method) (OptionSpread method) (PerpetualContract method) (TokenizedAsset method) MAKER (LiquiditySide attribute) maker_fee (BettingInstrument attribute) (BinaryOption attribute) (Cfd attribute) (Commodity attribute) (CryptoFuture attribute) (CryptoFuturesSpread attribute) (CryptoOption attribute) (CryptoOptionSpread attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (Equity attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (OptionContract attribute) (OptionSpread attribute) (PerpetualContract attribute) (TokenizedAsset attribute) MakerTakerFeeModel (class in nautilus_trader.execution) manage_contingent_orders (StrategyConfig attribute), [1] manage_gtd_expiry (StrategyConfig attribute), [1] manage_own_order_books (ExecutionEngineConfig attribute), [1] (LiveExecEngineConfig attribute), [1] manage_stop (StrategyConfig attribute), [1] MANTA (Blockchain attribute) MANTLE (Blockchain attribute) MARGIN (AccountType attribute) (BinanceProductType attribute) margin() (MarginAccount method) margin_account_from_account_events() (in module nautilus_trader.model) margin_balance_asset (KrakenExecClientConfig attribute) margin_init (BettingInstrument attribute) (BinaryOption attribute) (Cfd attribute) (Commodity attribute) (CryptoFuture attribute) (CryptoFuturesSpread attribute) (CryptoOption attribute) (CryptoOptionSpread attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (Equity attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (OptionContract attribute) (OptionSpread attribute) (PerpetualContract attribute) (TokenizedAsset attribute) margin_maint (BettingInstrument attribute) (BinaryOption attribute) (Cfd attribute) (Commodity attribute) (CryptoFuture attribute) (CryptoFuturesSpread attribute) (CryptoOption attribute) (CryptoOptionSpread attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (Equity attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (OptionContract attribute) (OptionSpread attribute) (PerpetualContract attribute) (TokenizedAsset attribute) margin_mode (BybitExecClientConfig attribute) (OKXExecClientConfig attribute) margin_model (BacktestVenueConfig attribute), [1] MarginAccount (class in nautilus_trader.model) MarginBalance (class in nautilus_trader.model) margins (AccountState attribute) (PortfolioSnapshot attribute) margins() (MarginAccount method) MARK (PriceType attribute) mark_iv (DeribitBookSummary attribute) (OptionGreeks attribute) mark_price (BinanceFuturesMarkPriceUpdate attribute) (BybitTickerData attribute) (DeribitBookSummary attribute) MARK_PRICE (TriggerType attribute) mark_price() (Cache method) mark_price_count() (Cache method) mark_prices() (Cache method) mark_prices_to_arrow_record_batch_bytes() (in module nautilus_trader.serialization) mark_values() (Portfolio method) MARKET (OrderType attribute) market() (OrderFactory method) market_data_type (InteractiveBrokersDataClientConfig attribute) market_exit() (Strategy method) market_exit_interval_ms (StrategyConfig attribute), [1] market_exit_max_attempts (StrategyConfig attribute), [1] market_exit_reduce_only (StrategyConfig attribute), [1] market_exit_strategy() (Controller method) market_exit_strategy_from_id() (Controller method) market_exit_time_in_force (StrategyConfig attribute), [1] market_id (BettingInstrument attribute) market_ids (BetfairDataConfig attribute) MARKET_IF_TOUCHED (OrderType attribute) market_if_touched() (OrderFactory method) market_name (BettingInstrument attribute) market_order_slippage_bps (HyperliquidExecClientConfig attribute) market_slugs (PolymarketInstrumentProviderConfig attribute) market_start_time (BettingInstrument attribute) MARKET_TO_LIMIT (OrderType attribute) market_to_limit() (OrderFactory method) market_type (BettingInstrument attribute) market_types (BetfairDataConfig attribute) MarketHoursFillModel (class in nautilus_trader.execution) MarketIfTouchedOrder (class in nautilus_trader.model) MarketOrder (class in nautilus_trader.model) MarketStatus (class in nautilus_trader.model) MarketStatusAction (class in nautilus_trader.model) MarketToLimitOrder (class in nautilus_trader.model) MarkPriceUpdate (class in nautilus_trader.model) (NautilusDataType attribute) mask_api_key() (in module nautilus_trader.core) matches() (RecordFlag method) MAVERICK_V1 (DexType attribute) MAVERICK_V2 (DexType attribute) max_expiry_days (InteractiveBrokersInstrumentProviderConfig attribute) max_holding_secs (HurstVpinDirectionalConfig attribute) max_market_start_time (BetfairDataConfig attribute) max_notional (BettingInstrument attribute) (BinaryOption attribute) (Cfd attribute) (Commodity attribute) (CryptoFuture attribute) (CryptoFuturesSpread attribute) (CryptoOption attribute) (CryptoOptionSpread attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (Equity attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (OptionContract attribute) (OptionSpread attribute) (PerpetualContract attribute) (TokenizedAsset attribute) max_notional_per_order (LiveRiskEngineConfig attribute), [1] (RiskEngineConfig attribute), [1] max_order_modify_rate (LiveRiskEngineConfig attribute), [1] (RiskEngineConfig attribute), [1] max_order_submit_rate (LiveRiskEngineConfig attribute), [1] (RiskEngineConfig attribute), [1] max_position (CompositeMarketMakerConfig attribute) (GridMarketMakerConfig attribute) max_price (BettingInstrument attribute) (BinaryOption attribute) (Cfd attribute) (Commodity attribute) (CryptoFuture attribute) (CryptoFuturesSpread attribute) (CryptoOption attribute) (CryptoOptionSpread attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (Equity attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (OptionContract attribute) (OptionSpread attribute) (PerpetualContract attribute) (TokenizedAsset attribute) max_quantity (BettingInstrument attribute) (BinaryOption attribute) (Cfd attribute) (Commodity attribute) (CryptoFuture attribute) (CryptoFuturesSpread attribute) (CryptoOption attribute) (CryptoOptionSpread attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (Equity attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (OptionContract attribute) (OptionSpread attribute) (PerpetualContract attribute) (TokenizedAsset attribute) max_requests_per_minute (BitmexDataClientConfig attribute) (BitmexExecClientConfig attribute) max_requests_per_second (BitmexDataClientConfig attribute) (BitmexExecClientConfig attribute) (KrakenDataClientConfig attribute) (KrakenExecClientConfig attribute) max_retries (AxDataClientConfig attribute) (AxExecClientConfig attribute) (BitmexDataClientConfig attribute) (BitmexExecClientConfig attribute) (BybitDataClientConfig attribute) (BybitExecClientConfig attribute) (DeribitDataClientConfig attribute) (DeribitExecClientConfig attribute) (HyperliquidExecClientConfig attribute) (OKXDataClientConfig attribute) (OKXExecClientConfig attribute) (PolymarketExecClientConfig attribute) max_single_order_queries_per_cycle (LiveExecEngineConfig attribute), [1] MaxDrawdown (class in nautilus_trader.analysis) MaxLoser (class in nautilus_trader.analysis) MaxWinner (class in nautilus_trader.analysis) mean_dispatch_ns (QueueStateChanged attribute) mean_dispatch_ns_clear (QueueMonitorConfig attribute), [1] mean_dispatch_ns_trigger (QueueMonitorConfig attribute), [1] Medium (CandleBodySize attribute) (CandleSize attribute) (CandleWickSize attribute) MEGAETH_TESTNET (Blockchain attribute) MERGED_SINGLE (BybitPositionMode attribute) MERLIN (Blockchain attribute) message (BybitMarginBorrowResult attribute) (BybitMarginRepayResult attribute) message_timestamp_ms (PolymarketRtdsCryptoPrice attribute) (PolymarketRtdsEquityPrice attribute) MessageBus (class in nautilus_trader.common) MessageBusConfig (class in nautilus_trader.common) (class in nautilus_trader.config) MessageBusListener (class in nautilus_trader.common) metadata (BacktestDataConfig attribute), [1] (DataType attribute) METALL2 (Blockchain attribute) METIS (Blockchain attribute) MEV_COMMIT (Blockchain attribute) micros_to_nanos() (in module nautilus_trader.core) (in module nautilus_trader.core.datetime) MID (PriceType attribute) MID_POINT (TriggerType attribute) mid_price (DeribitBookSummary attribute) middle (BollingerBands attribute) (DonchianChannel attribute) (KeltnerChannel attribute) midpoint() (OrderBook method) mids (HyperliquidAllMids attribute) millis_to_nanos() (in module nautilus_trader.core) (in module nautilus_trader.core.datetime) MILLISECOND (BarAggregation attribute) min_account_state_logging_interval_ms (PortfolioConfig attribute), [1] min_expiry_days (InteractiveBrokersInstrumentProviderConfig attribute) min_market_start_time (BetfairDataConfig attribute) min_notional (BettingInstrument attribute) (BinaryOption attribute) (Cfd attribute) (Commodity attribute) (CryptoFuture attribute) (CryptoFuturesSpread attribute) (CryptoOption attribute) (CryptoOptionSpread attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (Equity attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (OptionContract attribute) (OptionSpread attribute) (PerpetualContract attribute) (TokenizedAsset attribute) min_price (BettingInstrument attribute) (BinaryOption attribute) (Cfd attribute) (Commodity attribute) (CryptoFuture attribute) (CryptoFuturesSpread attribute) (CryptoOption attribute) (CryptoOptionSpread attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (Equity attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (OptionContract attribute) (OptionSpread attribute) (PerpetualContract attribute) (TokenizedAsset attribute) min_quantity (BettingInstrument attribute) (BinaryOption attribute) (Cfd attribute) (Commodity attribute) (CryptoFuture attribute) (CryptoFuturesSpread attribute) (CryptoOption attribute) (CryptoOptionSpread attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (Equity attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (OptionContract attribute) (OptionSpread attribute) (PerpetualContract attribute) (TokenizedAsset attribute) miner (Block attribute) MinLoser (class in nautilus_trader.analysis) MINT (PoolLiquidityUpdateType attribute) mint_created_event (Dex attribute) MINUTE (BarAggregation attribute) minutes (HyperliquidTwapHistory attribute) MinWinner (class in nautilus_trader.analysis) missing_price_instruments() (Portfolio method) MODE (Blockchain attribute) modify_greeks() (GreeksCalculator method) modify_order() (ExecutionAlgorithm method) (Strategy method) modify_order_in_place() (ExecutionAlgorithm method) modify_orders() (Strategy method) module nautilus_trader.adapters nautilus_trader.adapters.architect_ax nautilus_trader.adapters.betfair nautilus_trader.adapters.binance nautilus_trader.adapters.bitmex nautilus_trader.adapters.bybit nautilus_trader.adapters.databento nautilus_trader.adapters.deribit nautilus_trader.adapters.dydx nautilus_trader.adapters.hyperliquid nautilus_trader.adapters.interactive_brokers nautilus_trader.adapters.kraken nautilus_trader.adapters.okx nautilus_trader.adapters.polymarket nautilus_trader.adapters.sandbox nautilus_trader.adapters.tardis nautilus_trader.analysis nautilus_trader.analysis.config nautilus_trader.analysis.reporter nautilus_trader.analysis.tearsheet nautilus_trader.analysis.themes nautilus_trader.backtest nautilus_trader.common nautilus_trader.config nautilus_trader.core nautilus_trader.core.datetime nautilus_trader.data nautilus_trader.execution nautilus_trader.indicators nautilus_trader.live nautilus_trader.model nautilus_trader.persistence nautilus_trader.portfolio nautilus_trader.risk nautilus_trader.serialization nautilus_trader.trading modules (BacktestVenueConfig attribute), [1] MONAD_TESTNET (Blockchain attribute) MONAD_TESTNET_BACKUP (Blockchain attribute) Money (class in nautilus_trader.model) monies (RustTestTypedMapCustomData attribute) monies_by_currency (RustTestTypedMapCustomData attribute) MONTH (BarAggregation attribute) MOONBASE_ALPHA (Blockchain attribute) MOONBEAM (Blockchain attribute) MORPH (Blockchain attribute) MORPH_HOLESKY (Blockchain attribute) MovingAverage (StochasticsDMethod attribute) MovingAverageConvergenceDivergence (class in nautilus_trader.indicators) MovingAverageType (class in nautilus_trader.indicators) MS100 (DeribitUpdateInterval attribute) MSG_PACK (SerializationEncoding attribute) msgbus (BacktestEngineConfig attribute), [1] (LiveNodeConfig attribute), [1] multiplier (BettingInstrument attribute) (BinaryOption attribute) (Cfd attribute) (Commodity attribute) (CryptoFuture attribute) (CryptoFuturesSpread attribute) (CryptoOption attribute) (CryptoOptionSpread attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (Equity attribute) (FuturesContract attribute) (FuturesSpread attribute) (GreeksData attribute) (IndexInstrument attribute) (OptionContract attribute) (OptionSpread attribute) (PerpetualContract attribute) (Position attribute) (TokenizedAsset attribute) N name (AccountType attribute) (AdaptiveMovingAverage attribute) (AggregationSource attribute) (AggressorSide attribute) (Alpha attribute) (AmmType attribute) (ArcherMovingAveragesTrends attribute) (AroonOscillator attribute) (AssetClass attribute) (AverageTrueRange attribute) (AvgLoser attribute) (AvgWinner attribute) (AxEnvironment attribute) (AxMarketDataLevel attribute) (BacktestVenueConfig attribute), [1] (BarAggregation attribute) (BetaRatio attribute) (BetSide attribute) (Bias attribute) (BitmexEnvironment attribute) (Blockchain attribute) (BollingerBands attribute) (BookAction attribute) (BookImbalanceRatio attribute) (BookType attribute) (BybitEnvironment attribute) (BybitMarginAction attribute) (BybitPositionIdx attribute) (BybitPositionMode attribute) (BybitProductType attribute) (CAGR attribute) (CalmarRatio attribute) (Chain attribute) (ChandeMomentumOscillator attribute) (CommodityChannelIndex attribute) (ContingencyType attribute) (ContinuousFutureAdjustmentType attribute) (Currency attribute) (CurrencyType attribute) (DatabentoStatisticType attribute) (DatabentoStatisticUpdateAction attribute) (DeribitCurrency attribute) (DeribitEnvironment attribute) (DeribitProductType attribute) (DeribitUpdateInterval attribute) (Dex attribute) (DirectionalMovement attribute) (DonchianChannel attribute) (DoubleExponentialMovingAverage attribute) (DownCaptureRatio attribute) (DydxNetwork attribute) (EfficiencyRatio attribute) (Environment attribute) (Expectancy attribute) (ExpectedShortfall attribute) (ExponentialMovingAverage attribute) (ForexSession attribute) (FuzzyCandlesticks attribute) (GreeksConvention attribute) (HullMovingAverage attribute) (HyperliquidEnvironment attribute) (HyperliquidProductType attribute) (IchimokuCloud attribute) (InformationRatio attribute) (InstrumentClass attribute) (InstrumentCloseType attribute) (KeltnerChannel attribute) (KeltnerPosition attribute) (KlingerVolumeOscillator attribute) (LinearRegression attribute) (LiquiditySide attribute) (LogColor attribute) (Logger attribute) (LogLevel attribute) (LongRatio attribute) (MarketStatus attribute) (MarketStatusAction attribute) (MaxDrawdown attribute) (MaxLoser attribute) (MaxWinner attribute) (MessageBus attribute) (MinLoser attribute) (MinWinner attribute) (MovingAverageConvergenceDivergence attribute) (OKXEnvironment attribute) (OmegaRatio attribute) (OmsType attribute) (OnBalanceVolume attribute) (OptionKind attribute) (OrderSide attribute) (OrderStatus attribute) (OrderType attribute) (OtoTriggerMode attribute) (PoolLiquidityUpdateType attribute) (PositionAdjustmentType attribute) (PositionSide attribute) (Pressure attribute) (PriceType attribute) (ProfitFactor attribute) (PsychologicalLine attribute) (RateOfChange attribute) (RecordFlag attribute) (RelativeStrengthIndex attribute) (RelativeVolatilityIndex attribute) (ReturnsAverage attribute) (ReturnsAverageLoss attribute) (ReturnsAverageWin attribute) (ReturnsKurtosis attribute) (ReturnsSkewness attribute) (ReturnsVolatility attribute) (RiskReturnRatio attribute) (RustTestParamsCustomData attribute) (RustTestPriceMapCustomData attribute) (RustTestTypedMapCustomData attribute) (SharpeRatio attribute) (Signal attribute) (SimpleMovingAverage attribute) (SortinoRatio attribute) (SpreadAnalyzer attribute) (Stochastics attribute) (Swings attribute) (TailRatio attribute) (TearsheetBarsWithFillsChart property) (TearsheetChart property) (TearsheetCustomChart property) (TearsheetDistributionChart property) (TearsheetDrawdownChart property) (TearsheetEquityChart property) (TearsheetMonthlyReturnsChart property) (TearsheetRollingSharpeChart property) (TearsheetRunInfoChart property) (TearsheetStatsTableChart property) (TearsheetYearlyReturnsChart property) (TimeEvent attribute) (TimeInForce attribute) (Token attribute) (TrackingError attribute) (TradingState attribute) (TrailingOffsetType attribute) (TreynorRatio attribute) (TriggerType attribute) (UlcerIndex attribute) (UpCaptureRatio attribute) (ValueAtRisk attribute) (VariableIndexDynamicAverage attribute) (VerticalHorizontalFilter attribute) (VolatilityRatio attribute) (VolumeWeightedAveragePrice attribute) (WeightedMovingAverage attribute) (WilderMovingAverage attribute) (WinRate attribute) name() (AxDataClientFactory method) (AxExecutionClientFactory method) (BetfairDataClientFactory method) (BetfairExecutionClientFactory method) (BinanceDataClientFactory method) (BinanceExecutionClientFactory method) (BitmexDataClientFactory method) (BitmexExecutionClientFactory method) (BybitDataClientFactory method) (BybitExecutionClientFactory method) (DatabentoDataClientFactory method) (DeribitDataClientFactory method) (DeribitExecutionClientFactory method) (DydxDataClientFactory method) (DydxExecutionClientFactory method) (HyperliquidDataClientFactory method) (HyperliquidExecutionClientFactory method) (InteractiveBrokersDataClientFactory method) (InteractiveBrokersExecutionClientFactory method) (KrakenDataClientFactory method) (KrakenExecutionClientFactory method) (OKXDataClientFactory method) (OKXExecutionClientFactory method) (PolymarketDataClientFactory method) (PolymarketExecutionClientFactory method) (SandboxExecutionClientFactory method) (TardisDataClientFactory method) nanos_to_micros() (in module nautilus_trader.core) (in module nautilus_trader.core.datetime) nanos_to_millis() (in module nautilus_trader.core) (in module nautilus_trader.core.datetime) nanos_to_secs() (in module nautilus_trader.core) (in module nautilus_trader.core.datetime) native_currency_decimals (Chain attribute) nautilus_trader.adapters module nautilus_trader.adapters.architect_ax module nautilus_trader.adapters.betfair module nautilus_trader.adapters.binance module nautilus_trader.adapters.bitmex module nautilus_trader.adapters.bybit module nautilus_trader.adapters.databento module nautilus_trader.adapters.deribit module nautilus_trader.adapters.dydx module nautilus_trader.adapters.hyperliquid module nautilus_trader.adapters.interactive_brokers module nautilus_trader.adapters.kraken module nautilus_trader.adapters.okx module nautilus_trader.adapters.polymarket module nautilus_trader.adapters.sandbox module nautilus_trader.adapters.tardis module nautilus_trader.analysis module nautilus_trader.analysis.config module nautilus_trader.analysis.reporter module nautilus_trader.analysis.tearsheet module nautilus_trader.analysis.themes module nautilus_trader.backtest module nautilus_trader.common module nautilus_trader.config module nautilus_trader.core module nautilus_trader.core.datetime module nautilus_trader.data module nautilus_trader.execution module nautilus_trader.indicators module nautilus_trader.live module nautilus_trader.model module nautilus_trader.persistence module nautilus_trader.portfolio module nautilus_trader.risk module nautilus_trader.serialization module nautilus_trader.trading module NautilusDataType (class in nautilus_trader.persistence) neg (DirectionalMovement attribute) NET_CHANGE (DatabentoStatisticType attribute) net_exposure() (Portfolio method) net_exposures() (Portfolio method) net_position() (Portfolio method) NETTING (OmsType attribute) network (DydxDataClientConfig attribute) (DydxExecClientConfig attribute) new_composite() (BarType static method) new_market_fetch_max_concurrency (PolymarketDataClientConfig attribute) NEW_PRICE_INDICATION (MarketStatusAction attribute) new_test() (Clock static method) NEW_YORK (ForexSession attribute) next_ask_price() (BettingInstrument method) (BinaryOption method) (Cfd method) (Commodity method) (CryptoFuture method) (CryptoFuturesSpread method) (CryptoOption method) (CryptoOptionSpread method) (CryptoPerpetual method) (CurrencyPair method) (Equity method) (FuturesContract method) (FuturesSpread method) (IndexInstrument method) (OptionContract method) (OptionSpread method) (PerpetualContract method) (TokenizedAsset method) next_ask_prices() (BettingInstrument method) (BinaryOption method) (Cfd method) (Commodity method) (CryptoFuture method) (CryptoFuturesSpread method) (CryptoOption method) (CryptoOptionSpread method) (CryptoPerpetual method) (CurrencyPair method) (Equity method) (FuturesContract method) (FuturesSpread method) (IndexInstrument method) (OptionContract method) (OptionSpread method) (PerpetualContract method) (TokenizedAsset method) next_bid_price() (BettingInstrument method) (BinaryOption method) (Cfd method) (Commodity method) (CryptoFuture method) (CryptoFuturesSpread method) (CryptoOption method) (CryptoOptionSpread method) (CryptoPerpetual method) (CurrencyPair method) (Equity method) (FuturesContract method) (FuturesSpread method) (IndexInstrument method) (OptionContract method) (OptionSpread method) (PerpetualContract method) (TokenizedAsset method) next_bid_prices() (BettingInstrument method) (BinaryOption method) (Cfd method) (Commodity method) (CryptoFuture method) (CryptoFuturesSpread method) (CryptoOption method) (CryptoOptionSpread method) (CryptoPerpetual method) (CurrencyPair method) (Equity method) (FuturesContract method) (FuturesSpread method) (IndexInstrument method) (OptionContract method) (OptionSpread method) (PerpetualContract method) (TokenizedAsset method) next_funding_ns (FundingRateUpdate attribute) next_funding_time (BinanceFuturesMarkPriceUpdate attribute) (BybitTickerData attribute) next_time_ns() (Clock method) NO_AGGRESSOR (AggressorSide attribute) NO_CONTAINER (ContainerStatus attribute) NO_CONTINGENCY (ContingencyType attribute) NO_LIQUIDITY_SIDE (LiquiditySide attribute) NO_ORDER_SIDE (OrderSide attribute) NO_POSITION_SIDE (PositionSide attribute) NO_TRAILING_OFFSET (TrailingOffsetType attribute) NO_TRIGGER (TriggerType attribute) NodeState (class in nautilus_trader.live) None (CandleBodySize attribute) (CandleDirection attribute) (CandleSize attribute) (CandleWickSize attribute) NONE (MarketStatusAction attribute) NORMAL (LogColor attribute) normalize_prices (HyperliquidExecClientConfig attribute) normalize_symbols (TardisDataClientConfig attribute) NOT_AVAILABLE (MarketStatus attribute) NOT_AVAILABLE_FOR_TRADING (MarketStatusAction attribute) NOT_LOGGED_IN (ContainerStatus attribute) notional_value() (BettingInstrument method) (BinaryOption method) (Cfd method) (Commodity method) (CryptoFuture method) (CryptoFuturesSpread method) (CryptoOption method) (CryptoOptionSpread method) (CryptoPerpetual method) (CurrencyPair method) (Equity method) (FuturesContract method) (FuturesSpread method) (IndexInstrument method) (OptionContract method) (OptionSpread method) (PerpetualContract method) (Position method) (TokenizedAsset method) num_levels (GridMarketMakerConfig attribute) num_trades (BinanceFuturesTicker attribute) (BinanceSpotTicker attribute) number (Block attribute) O OCO (ContingencyType attribute) OFF (LogLevel attribute) oid (HyperliquidTwapSliceFill attribute) OKXDataClientConfig (class in nautilus_trader.adapters.okx) OKXDataClientFactory (class in nautilus_trader.adapters.okx) OKXEnvironment (class in nautilus_trader.adapters.okx) OKXExecClientConfig (class in nautilus_trader.adapters.okx) OKXExecutionClientFactory (class in nautilus_trader.adapters.okx) OmegaRatio (class in nautilus_trader.analysis) oms_type (BacktestVenueConfig attribute), [1] (BinanceExecClientConfig attribute) (SandboxExecutionClientConfig attribute) (StrategyConfig attribute), [1] OmsType (class in nautilus_trader.model) on_bar() (DataActor method) (Strategy method) on_block() (DataActor method) on_book() (DataActor method) (Strategy method) on_book_deltas() (DataActor method) (Strategy method) on_book_depth() (DataActor method) (Strategy method) on_cancel_resubmit (CompositeMarketMakerConfig attribute) (GridMarketMakerConfig attribute) on_data() (DataActor method) (Strategy method) on_degrade() (DataActor method) (ExecutionAlgorithm method) (Strategy method) on_dispose() (DataActor method) (ExecutionAlgorithm method) (Strategy method) on_fault() (DataActor method) (ExecutionAlgorithm method) (Strategy method) on_funding_rate() (DataActor method) (Strategy method) on_historical_bars() (DataActor method) (Strategy method) on_historical_book_deltas() (DataActor method) (Strategy method) on_historical_book_depth() (DataActor method) (Strategy method) on_historical_data() (DataActor method) (Strategy method) on_historical_funding_rates() (DataActor method) (Strategy method) on_historical_index_prices() (DataActor method) (Strategy method) on_historical_mark_prices() (DataActor method) (Strategy method) on_historical_quotes() (DataActor method) (Strategy method) on_historical_trades() (DataActor method) (Strategy method) on_index_price() (DataActor method) (Strategy method) on_instrument() (DataActor method) (Strategy method) on_instrument_close() (DataActor method) (Strategy method) on_instrument_status() (DataActor method) (Strategy method) on_load() (DataActor method) (Strategy method) on_mark_price() (DataActor method) (Strategy method) on_market_exit() (Strategy method) on_option_chain() (DataActor method) (Strategy method) on_option_greeks() (DataActor method) (Strategy method) on_order() (ExecutionAlgorithm method) on_order_accepted() (ExecutionAlgorithm method) (Strategy method) on_order_cancel_rejected() (ExecutionAlgorithm method) (Strategy method) on_order_canceled() (ExecutionAlgorithm method) (Strategy method) on_order_denied() (ExecutionAlgorithm method) (Strategy method) on_order_emulated() (ExecutionAlgorithm method) (Strategy method) on_order_event() (ExecutionAlgorithm method) (Strategy method) on_order_expired() (ExecutionAlgorithm method) (Strategy method) on_order_fill_voided() (ExecutionAlgorithm method) (Strategy method) on_order_filled() (ExecutionAlgorithm method) (Strategy method) on_order_initialized() (ExecutionAlgorithm method) (Strategy method) on_order_list() (ExecutionAlgorithm method) on_order_modify_rejected() (ExecutionAlgorithm method) (Strategy method) on_order_pending_cancel() (ExecutionAlgorithm method) (Strategy method) on_order_pending_update() (ExecutionAlgorithm method) (Strategy method) on_order_rejected() (ExecutionAlgorithm method) (Strategy method) on_order_released() (ExecutionAlgorithm method) (Strategy method) on_order_submitted() (ExecutionAlgorithm method) (Strategy method) on_order_triggered() (ExecutionAlgorithm method) (Strategy method) on_order_updated() (ExecutionAlgorithm method) (Strategy method) on_pool() (DataActor method) on_pool_fee_collect() (DataActor method) on_pool_flash() (DataActor method) on_pool_liquidity_update() (DataActor method) on_pool_swap() (DataActor method) on_position_changed() (ExecutionAlgorithm method) (Strategy method) on_position_closed() (ExecutionAlgorithm method) (Strategy method) on_position_event() (ExecutionAlgorithm method) (Strategy method) on_position_opened() (ExecutionAlgorithm method) (Strategy method) on_queue_state() (DataActor method) (ExecutionAlgorithm method) (Strategy method) on_quote() (DataActor method) (Strategy method) on_reset() (DataActor method) (ExecutionAlgorithm method) (Strategy method) on_resume() (DataActor method) (ExecutionAlgorithm method) (Strategy method) on_save() (DataActor method) (Strategy method) on_signal() (DataActor method) (ExecutionAlgorithm method) (Strategy method) on_socket_state() (DataActor method) (ExecutionAlgorithm method) (Strategy method) on_start() (DataActor method) (ExecutionAlgorithm method) (Strategy method) on_stop() (DataActor method) (ExecutionAlgorithm method) (Strategy method) on_time_event() (DataActor method) (ExecutionAlgorithm method) (Strategy method) on_trade() (DataActor method) (Strategy method) OnBalanceVolume (class in nautilus_trader.indicators) ONE_WAY (BybitPositionIdx attribute) OneTickSlippageFillModel (class in nautilus_trader.execution) OPBNB (Blockchain attribute) open (Bar attribute) (BinanceBar attribute) OPEN (MarketStatus attribute) open_check_interval_secs (LiveExecEngineConfig attribute), [1] open_check_lookback_mins (LiveExecEngineConfig attribute), [1] open_check_missing_retries (LiveExecEngineConfig attribute), [1] open_check_open_only (LiveExecEngineConfig attribute), [1] open_check_threshold_ms (LiveExecEngineConfig attribute), [1] open_interest (BinanceFuturesOpenInterest attribute) (BybitTickerData attribute) OPEN_INTEREST (DatabentoStatisticType attribute) open_interest (DeribitBookSummary attribute) (HyperliquidOpenInterest attribute) (OptionGreeks attribute) open_interest_value (DeribitBookSummary attribute) open_price (BinanceFuturesTicker attribute) (BinanceSpotTicker attribute) open_time (BinanceFuturesTicker attribute) (BinanceSpotTicker attribute) opening_order_id (Position attribute) (PositionChanged attribute) (PositionClosed attribute) (PositionOpened attribute) OPENING_PRICE (DatabentoStatisticType attribute) opposite() (BetSide method) opposite_side() (LimitIfTouchedOrder static method) (LimitOrder static method) (MarketIfTouchedOrder static method) (MarketOrder static method) (MarketToLimitOrder static method) (StopLimitOrder static method) (StopMarketOrder static method) (TrailingStopLimitOrder static method) (TrailingStopMarketOrder static method) OPTIMISM (Blockchain attribute) OPTIMISM_SEPOLIA (Blockchain attribute) optimize_file_loading (BacktestDataConfig attribute), [1] OPTION (BybitProductType attribute) (DeribitProductType attribute) (InstrumentClass attribute) OPTION_COMBO (DeribitProductType attribute) option_family (DeltaNeutralVolConfig attribute) option_greeks_from_arrow_record_batch_bytes() (in module nautilus_trader.serialization) option_greeks_to_arrow_record_batch_bytes() (in module nautilus_trader.serialization) option_kind (CryptoOption attribute) (OptionContract attribute) OPTION_SPREAD (InstrumentClass attribute) OptionChainSlice (class in nautilus_trader.model) OptionContract (class in nautilus_trader.model) OptionGreeks (class in nautilus_trader.model) (NautilusDataType attribute) OptionGreekValues (class in nautilus_trader.model) OptionKind (class in nautilus_trader.model) OPTIONS (BinanceProductType attribute) options (TardisDataClientConfig attribute) OptionSeriesId (class in nautilus_trader.model) OptionSpread (class in nautilus_trader.model) OptionStrikeData (class in nautilus_trader.model) order (OrderBookDelta attribute) order() (Cache method) order_book() (Cache method) order_exists() (Cache method) order_factory (Strategy attribute) order_id (BookOrder attribute) order_id_tag (CompositeMarketMakerConfig attribute) (DeltaNeutralVolConfig attribute) (EmaCrossConfig attribute) (GridMarketMakerConfig attribute) (HurstVpinDirectionalConfig attribute) (StrategyConfig attribute), [1] order_list() (Cache method) order_list_exists() (Cache method) order_list_id (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (OrderInitialized attribute) (OrderStatusReport attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) order_lists() (Cache method) order_reports (ExecutionMassStatus attribute) order_request_rate_per_second (BetfairExecConfig attribute) order_side (FillReport attribute) (OrderFilled attribute) (OrderFillVoided attribute) (OrderInitialized attribute) (OrderStatusReport attribute) order_status (OrderStatusReport attribute) order_type (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (OrderFilled attribute) (OrderFillVoided attribute) (OrderInitialized attribute) (OrderStatusReport attribute) (OwnBookOrder attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) OrderAccepted (class in nautilus_trader.model) OrderBook (class in nautilus_trader.model) OrderBookDelta (class in nautilus_trader.model) (NautilusDataType attribute) OrderBookDeltaDataWrangler (class in nautilus_trader.persistence) OrderBookDeltas (class in nautilus_trader.model) OrderBookDepth10 (class in nautilus_trader.model) (NautilusDataType attribute) OrderBookDepth10DataWrangler (class in nautilus_trader.persistence) OrderCanceled (class in nautilus_trader.model) OrderCancelRejected (class in nautilus_trader.model) OrderDenied (class in nautilus_trader.model) OrderEmulated (class in nautilus_trader.model) OrderEmulatorConfig (class in nautilus_trader.config) (class in nautilus_trader.execution) OrderExpired (class in nautilus_trader.model) OrderFactory (class in nautilus_trader.common) OrderFilled (class in nautilus_trader.model) OrderFillVoided (class in nautilus_trader.model) OrderInitialized (class in nautilus_trader.model) OrderList (class in nautilus_trader.model) OrderListId (class in nautilus_trader.model) OrderModifyRejected (class in nautilus_trader.model) OrderPendingCancel (class in nautilus_trader.model) OrderPendingUpdate (class in nautilus_trader.model) OrderRejected (class in nautilus_trader.model) OrderReleased (class in nautilus_trader.model) orders() (Cache method) orders_closed() (Cache method) orders_closed_count() (Cache method) orders_emulated() (Cache method) orders_emulated_count() (Cache method) orders_for_exec_algorithm() (Cache method) orders_for_exec_spawn() (Cache method) orders_for_position() (Cache method) orders_inflight() (Cache method) orders_inflight_count() (Cache method) orders_open() (Cache method) orders_open_count() (Cache method) orders_to_list() (OwnOrderBook method) orders_total_count() (Cache method) OrderSide (class in nautilus_trader.model) OrderSnapshot (class in nautilus_trader.model) OrderStatus (class in nautilus_trader.model) OrderStatusReport (class in nautilus_trader.model) OrderSubmitted (class in nautilus_trader.model) OrderTriggered (class in nautilus_trader.model) OrderType (class in nautilus_trader.model) OrderUpdated (class in nautilus_trader.model) OTO (ContingencyType attribute) oto_trigger_mode (BacktestVenueConfig attribute), [1] OtoTriggerMode (class in nautilus_trader.model) OUO (ContingencyType attribute) outcome (BinaryOption attribute) OUTCOME (HyperliquidProductType attribute) outcome_lose_payoff() (Bet method) outcome_win_payoff() (Bet method) overfill_qty (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) own_books_audit_interval_secs (LiveExecEngineConfig attribute), [1] own_order_book() (Cache method) OwnBookOrder (class in nautilus_trader.model) owner (PoolFeeCollect attribute) (PoolLiquidityUpdate attribute) OwnOrderBook (class in nautilus_trader.model) P paid0 (PoolFlash attribute) paid1 (PoolFlash attribute) paired_qty (DatabentoImbalance attribute) PANCAKE_SWAP_V3 (DexType attribute) params (RustTestParamsCustomData attribute) parent_hash (Block attribute) parent_order_id (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (OrderInitialized attribute) (OrderStatusReport attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) parent_suffix() (InstrumentClass method) ParquetDataCatalog (class in nautilus_trader.persistence) parse_parent_components() (InstrumentId method) PARTIAL (OtoTriggerMode attribute) PARTIALLY_FILLED (OrderStatus attribute) path (PluginConfig attribute), [1] PAUSE (MarketStatusAction attribute) PAUSED (MarketStatus attribute) payload (BusMessage attribute) payload_type (BusMessage attribute) peak_qty (Position attribute) (PositionChanged attribute) (PositionClosed attribute) peak_quantity (PositionChanged attribute) (PositionClosed attribute) PENDING_CANCEL (OrderStatus attribute) PENDING_UPDATE (OrderStatus attribute) PerContractFeeModel (class in nautilus_trader.execution) period (AroonOscillator attribute) (AverageTrueRange attribute) (Bias attribute) (BinanceFuturesOpenInterestHist attribute) (BollingerBands attribute) (ChandeMomentumOscillator attribute) (CommodityChannelIndex attribute) (DirectionalMovement attribute) (DonchianChannel attribute) (DoubleExponentialMovingAverage attribute) (EfficiencyRatio attribute) (ExponentialMovingAverage attribute) (FuzzyCandlesticks attribute) (HullMovingAverage attribute) (KeltnerChannel attribute) (KeltnerPosition attribute) (LinearRegression attribute) (OnBalanceVolume attribute) (Pressure attribute) (PsychologicalLine attribute) (RateOfChange attribute) (RelativeStrengthIndex attribute) (RelativeVolatilityIndex attribute) (SimpleMovingAverage attribute) (Swings attribute) (VariableIndexDynamicAverage attribute) (VerticalHorizontalFilter attribute) (WeightedMovingAverage attribute) (WilderMovingAverage attribute) period_d (Stochastics attribute) period_efficiency_ratio (AdaptiveMovingAverage attribute) period_fast (AdaptiveMovingAverage attribute) period_k (Stochastics attribute) period_slow (AdaptiveMovingAverage attribute) periods (PolymarketUpDownEventSlugConfig attribute) PERP (HyperliquidProductType attribute) PerpetualContract (class in nautilus_trader.model) persist_account_events (CacheConfig attribute), [1] PHAROS_DEVNET (Blockchain attribute) PluginConfig (class in nautilus_trader.config) (class in nautilus_trader.live) plugins (LiveNodeConfig attribute), [1] pnl (GreeksData attribute) (PortfolioGreeks attribute) pnl_change (PositionAdjusted attribute) pnls (PortfolioStatistics attribute) points (BinanceFuturesOpenInterestHist attribute) Poly1271 (SignatureType attribute) PolyGnosisSafe (SignatureType attribute) POLYGON (Blockchain attribute) POLYGON_AMOY (Blockchain attribute) POLYGON_ZK_EVM (Blockchain attribute) PolymarketDataClientConfig (class in nautilus_trader.adapters.polymarket) PolymarketDataClientFactory (class in nautilus_trader.adapters.polymarket) PolymarketDataLoader (class in nautilus_trader.adapters.polymarket) PolymarketExecClientConfig (class in nautilus_trader.adapters.polymarket) PolymarketExecutionClientFactory (class in nautilus_trader.adapters.polymarket) PolymarketFeeModel (class in nautilus_trader.adapters.polymarket) PolymarketInstrumentProviderConfig (class in nautilus_trader.adapters.polymarket) PolymarketRtdsCryptoPrice (class in nautilus_trader.adapters.polymarket) PolymarketRtdsEquityPrice (class in nautilus_trader.adapters.polymarket) PolymarketUpDownEventSlugConfig (class in nautilus_trader.adapters.polymarket) PolyProxy (SignatureType attribute) Pool (class in nautilus_trader.model) pool (PoolProfiler attribute) pool() (Cache method) pool_created_event (Dex attribute) pool_identifier (PoolFeeCollect attribute) (PoolFeeProtocolCollect attribute) (PoolFeeProtocolUpdate attribute) (PoolFlash attribute) (PoolLiquidityUpdate attribute) (PoolSwap attribute) pool_profiler() (Cache method) PoolAnalytics (class in nautilus_trader.model) PoolFeeCollect (class in nautilus_trader.model) PoolFeeProtocolCollect (class in nautilus_trader.model) PoolFeeProtocolUpdate (class in nautilus_trader.model) PoolFlash (class in nautilus_trader.model) PoolLiquidityUpdate (class in nautilus_trader.model) PoolLiquidityUpdateType (class in nautilus_trader.model) PoolPosition (class in nautilus_trader.model) PoolProfiler (class in nautilus_trader.model) PoolSnapshot (class in nautilus_trader.model) PoolState (class in nautilus_trader.model) PoolSwap (class in nautilus_trader.model) PoolTick (class in nautilus_trader.model) port (DockerizedIBGateway attribute) (InteractiveBrokersDataClientConfig attribute) (InteractiveBrokersExecClientConfig attribute) portfolio (BacktestEngine attribute) (BacktestEngineConfig attribute), [1] Portfolio (class in nautilus_trader.portfolio) portfolio (ExecutionAlgorithm attribute) (LiveNode attribute) (LiveNodeConfig attribute), [1] (Strategy attribute) portfolio_greeks() (GreeksCalculator method) portfolio_returns() (PortfolioAnalyzer method) PortfolioAnalyzer (class in nautilus_trader.analysis) PortfolioConfig (class in nautilus_trader.config) (class in nautilus_trader.portfolio) PortfolioGreeks (class in nautilus_trader.model) PortfolioSnapshot (class in nautilus_trader.model) PortfolioStatistics (class in nautilus_trader.analysis) pos (DirectionalMovement attribute) Position (class in nautilus_trader.model) position() (Cache method) position_check_interval_secs (LiveExecEngineConfig attribute), [1] position_check_lookback_mins (LiveExecEngineConfig attribute), [1] position_check_retries (LiveExecEngineConfig attribute), [1] position_check_threshold_ms (LiveExecEngineConfig attribute), [1] position_closed_ids() (Cache method) position_exists() (Cache method) position_for_order() (Cache method) position_id (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (OrderFilled attribute) (OrderFillVoided attribute) (PositionAdjusted attribute) (PositionChanged attribute) (PositionClosed attribute) (PositionOpened attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) position_id() (Cache method) position_ids() (Cache method) position_liquidity (PoolLiquidityUpdate attribute) position_open_ids() (Cache method) position_reports (ExecutionMassStatus attribute) position_returns() (PortfolioAnalyzer method) position_side (PositionStatusReport attribute) position_snapshot_bytes() (Cache method) position_snapshots() (Cache method) PositionAdjusted (class in nautilus_trader.model) PositionAdjustmentType (class in nautilus_trader.model) PositionChanged (class in nautilus_trader.model) PositionClosed (class in nautilus_trader.model) PositionId (class in nautilus_trader.model) PositionOpened (class in nautilus_trader.model) positions() (Cache method) positions_closed() (Cache method) positions_closed_count() (Cache method) positions_open() (Cache method) positions_open_count() (Cache method) positions_total_count() (Cache method) PositionSide (class in nautilus_trader.model) PositionSizer (class in nautilus_trader.risk) PositionSnapshot (class in nautilus_trader.model) PositionStatusReport (class in nautilus_trader.model) POST_CLOSE (MarketStatusAction attribute) post_market_exit() (Strategy method) post_only (OrderInitialized attribute) (OrderStatusReport attribute) pprint() (OrderBook method) (OwnOrderBook method) PRE_CLOSE (MarketStatusAction attribute) PRE_CROSS (MarketStatusAction attribute) PRE_INITIALIZED (ComponentState attribute) PRE_OPEN (MarketStatusAction attribute) precision (Currency attribute) (Price attribute) (Quantity attribute) Pressure (class in nautilus_trader.indicators) prev_close_price (BinanceSpotTicker attribute) price (Bet attribute) (BetPosition attribute) (BinanceFuturesLiquidation attribute) (BlackScholesGreeksResult attribute) (BookLevel attribute) (BookOrder attribute) Price (class in nautilus_trader.model) price (DatabentoStatistics attribute) (GreeksData attribute) (HyperliquidPublicTrade attribute) (HyperliquidTwapSliceFill attribute) (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketToLimitOrder attribute) (OrderInitialized attribute) (OrderStatusReport attribute) (OrderUpdated attribute) (OwnBookOrder attribute) (PortfolioGreeks attribute) (StopLimitOrder attribute) (TradeTick attribute) PRICE (TrailingOffsetType attribute) price (TrailingStopLimitOrder attribute) price() (Cache method) PRICE_ADJUSTED (GreeksConvention attribute) price_change (BinanceFuturesTicker attribute) (BinanceSpotTicker attribute) (DeribitBookSummary attribute) price_change_percent (BinanceFuturesTicker attribute) (BinanceSpotTicker attribute) price_increment (BettingInstrument attribute) (BinaryOption attribute) (Cfd attribute) (Commodity attribute) (CryptoFuture attribute) (CryptoFuturesSpread attribute) (CryptoOption attribute) (CryptoOptionSpread attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (Equity attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (OptionContract attribute) (OptionSpread attribute) (PerpetualContract attribute) (SyntheticInstrument attribute) (TokenizedAsset attribute) price_precision (BarDataWrangler attribute) (BettingInstrument attribute) (BinaryOption attribute) (Cfd attribute) (Commodity attribute) (CryptoFuture attribute) (CryptoFuturesSpread attribute) (CryptoOption attribute) (CryptoOptionSpread attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (Equity attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (OptionContract attribute) (OptionSpread attribute) (OrderBookDeltaDataWrangler attribute) (OrderBookDepth10DataWrangler attribute) (PerpetualContract attribute) (Position attribute) (QuoteTickDataWrangler attribute) (SyntheticInstrument attribute) (TokenizedAsset attribute) (TradeTickDataWrangler attribute) price_protection_points (BacktestVenueConfig attribute), [1] price_sqrt_ratio_x96 (PoolProfiler attribute) PRICE_TIER (TrailingOffsetType attribute) price_timestamp_ms (PolymarketRtdsCryptoPrice attribute) (PolymarketRtdsEquityPrice attribute) price_type (AdaptiveMovingAverage attribute) (BarSpecification attribute) (DoubleExponentialMovingAverage attribute) (ExponentialMovingAverage attribute) (HullMovingAverage attribute) (SimpleMovingAverage attribute) (VariableIndexDynamicAverage attribute) (WeightedMovingAverage attribute) (WilderMovingAverage attribute) prices (RustTestPriceMapCustomData attribute) (RustTestTypedMapCustomData attribute) prices_by_bar_type (RustTestTypedMapCustomData attribute) prices_by_instrument (RustTestTypedMapCustomData attribute) PriceType (class in nautilus_trader.model) print_config (LoggerConfig attribute), [1] ProbabilisticFillModel (class in nautilus_trader.execution) probability_to_bet() (in module nautilus_trader.model) ProbabilityPriceFeeModel (class in nautilus_trader.execution) process_record_batch_bytes() (BarDataWrangler method) (OrderBookDeltaDataWrangler method) (OrderBookDepth10DataWrangler method) (QuoteTickDataWrangler method) (TradeTickDataWrangler method) product_type (BinanceDataClientConfig attribute) (BinanceExecClientConfig attribute) (KrakenDataClientConfig attribute) (KrakenExecClientConfig attribute) product_types (BybitDataClientConfig attribute) (BybitExecClientConfig attribute) (DeribitDataClientConfig attribute) (DeribitExecClientConfig attribute) PRODUCTION (AxEnvironment attribute) profit() (Bet method) ProfitFactor (class in nautilus_trader.analysis) protocol_fee (SwapQuote attribute) protocol_fees_token0 (PoolProfiler attribute) protocol_fees_token1 (PoolProfiler attribute) PsychologicalLine (class in nautilus_trader.indicators) pub_count (MessageBus attribute) publish() (MessageBus method) (MessageBusListener method) publish_data() (DataActor method) (ExecutionAlgorithm method) (Strategy method) publish_signal() (DataActor method) (ExecutionAlgorithm method) (Strategy method) publishers_filepath (DatabentoLiveClientConfig attribute) purge_account_events() (BettingAccount method) (Cache method) (CashAccount method) (MarginAccount method) (WalletAccount method) purge_account_events_interval_mins (ExecutionEngineConfig attribute), [1] (LiveExecEngineConfig attribute), [1] purge_account_events_lookback_mins (ExecutionEngineConfig attribute), [1] (LiveExecEngineConfig attribute), [1] purge_closed_orders() (Cache method) purge_closed_orders_buffer_mins (ExecutionEngineConfig attribute), [1] (LiveExecEngineConfig attribute), [1] purge_closed_orders_interval_mins (ExecutionEngineConfig attribute), [1] (LiveExecEngineConfig attribute), [1] purge_closed_positions() (Cache method) purge_closed_positions_buffer_mins (ExecutionEngineConfig attribute), [1] (LiveExecEngineConfig attribute), [1] purge_closed_positions_interval_mins (ExecutionEngineConfig attribute), [1] (LiveExecEngineConfig attribute), [1] purge_events_for_order() (Position method) purge_from_database (ExecutionEngineConfig attribute), [1] purge_instrument() (Cache method) purge_order() (Cache method) purge_position() (Cache method) PUT (OptionKind attribute) put_count() (OptionChainSlice method) pyobjects_to_arrow_record_batch_bytes() (in module nautilus_trader.serialization) Q quantities (RustTestTypedMapCustomData attribute) quantities_by_account (RustTestTypedMapCustomData attribute) Quantity (class in nautilus_trader.model) quantity (DatabentoStatistics attribute) (GreeksData attribute) (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (OrderInitialized attribute) (OrderStatusReport attribute) (OrderUpdated attribute) (Position attribute) (PositionChanged attribute) (PositionClosed attribute) (PositionOpened attribute) (PositionStatusReport attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) quantity_change (PositionAdjusted attribute) query() (ParquetDataCatalog method) query_account() (Strategy method) query_bars() (ParquetDataCatalog method) query_commission_rates (BinanceInstrumentProviderConfig attribute) query_custom_data() (ParquetDataCatalog method) query_event_by_slug() (PolymarketDataLoader static method) query_events() (PolymarketDataLoader static method) query_files() (ParquetDataCatalog method) query_first_timestamp() (ParquetDataCatalog method) query_index_price_updates() (ParquetDataCatalog method) query_last_timestamp() (ParquetDataCatalog method) query_mark_price_updates() (ParquetDataCatalog method) query_market_by_slug() (PolymarketDataLoader static method) query_market_details() (PolymarketDataLoader static method) query_markets() (PolymarketDataLoader static method) query_option_greeks() (ParquetDataCatalog method) query_order() (Strategy method) query_order_book_deltas() (ParquetDataCatalog method) query_order_book_depths() (ParquetDataCatalog method) query_quote_ticks() (ParquetDataCatalog method) query_search() (PolymarketDataLoader static method) query_tags() (PolymarketDataLoader static method) query_trade_ticks() (ParquetDataCatalog method) queue_depth (QueueStateChanged attribute) queue_depth_clear (QueueMonitorConfig attribute), [1] queue_depth_trigger (QueueMonitorConfig attribute), [1] queue_monitor (LiveNodeConfig attribute), [1] queue_position (BacktestVenueConfig attribute), [1] QueueCondition (class in nautilus_trader.common) QueueMonitorConfig (class in nautilus_trader.config) (class in nautilus_trader.live) QueueState (class in nautilus_trader.common) QueueStateChanged (class in nautilus_trader.common) quote (OptionStrikeData attribute) quote() (Cache method) quote_count() (Cache method) quote_currency (BettingInstrument attribute) (BinaryOption attribute) (Cfd attribute) (Commodity attribute) (CryptoFuture attribute) (CryptoFuturesSpread attribute) (CryptoOption attribute) (CryptoOptionSpread attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (DeribitBookSummary attribute) (Equity attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (OptionContract attribute) (OptionSpread attribute) (PerpetualContract attribute) (Position attribute) (TokenizedAsset attribute) quote_quantity (OrderInitialized attribute) quote_volume (BinanceBar attribute) (BinanceFuturesTicker attribute) (BinanceSpotTicker attribute) quotes() (Cache method) quotes_to_arrow_record_batch_bytes() (in module nautilus_trader.serialization) QuoteTick (class in nautilus_trader.model) (NautilusDataType attribute) QuoteTickDataWrangler (class in nautilus_trader.persistence) QUOTING (MarketStatusAction attribute) R r2 (LinearRegression attribute) raise_exception (BacktestRunConfig attribute), [1] randomize (HyperliquidTwapHistory attribute) rate (FundingRateUpdate attribute) RateOfChange (class in nautilus_trader.indicators) Ratio (StochasticsDMethod attribute) RAW (DeribitUpdateInterval attribute) raw (Money attribute) (Price attribute) (Quantity attribute) raw_symbol (BettingInstrument attribute) (BinaryOption attribute) (Cfd attribute) (Commodity attribute) (CryptoFuture attribute) (CryptoFuturesSpread attribute) (CryptoOption attribute) (CryptoOptionSpread attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (Equity attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (OptionContract attribute) (OptionSpread attribute) (PerpetualContract attribute) (TokenizedAsset attribute) read_backtest() (ParquetDataCatalog method) read_live_run() (ParquetDataCatalog method) read_only_api (DockerizedIBGatewayConfig attribute) READY (ComponentState attribute) (ContainerStatus attribute) realized_pnl (BetPosition attribute) (Position attribute) (PositionChanged attribute) (PositionClosed attribute) (PositionOpened attribute) realized_pnl() (Portfolio method) realized_pnls (PortfolioSnapshot attribute) realized_pnls() (Portfolio method) (PortfolioAnalyzer method) realized_return (Position attribute) (PositionChanged attribute) (PositionClosed attribute) reason (InstrumentStatus attribute) (OrderCancelRejected attribute) (OrderDenied attribute) (OrderFillVoided attribute) (OrderModifyRejected attribute) (OrderRejected attribute) (PositionAdjusted attribute) received_at_ms (PolymarketRtdsEquityPrice attribute) recipient (PoolFeeProtocolCollect attribute) (PoolFlash attribute) (PoolSwap attribute) reconcile_market_ids (BetfairExecConfig attribute) reconcile_market_ids_only (BetfairExecConfig attribute) reconciliation (LiveExecEngineConfig attribute), [1] (OrderAccepted attribute) (OrderCanceled attribute) (OrderCancelRejected attribute) (OrderExpired attribute) (OrderFilled attribute) (OrderFillVoided attribute) (OrderInitialized attribute) (OrderModifyRejected attribute) (OrderPendingCancel attribute) (OrderPendingUpdate attribute) (OrderRejected attribute) (OrderTriggered attribute) (OrderUpdated attribute) reconciliation_instrument_ids (LiveExecEngineConfig attribute), [1] reconciliation_lookback_mins (LiveExecEngineConfig attribute), [1] reconciliation_startup_delay_secs (LiveExecEngineConfig attribute), [1] reconnect_socket() (DataActor method) (Strategy method) ReconnectSocket (class in nautilus_trader.common) record_trade() (PortfolioAnalyzer method) RecordFlag (class in nautilus_trader.model) recv_window_ms (AxDataClientConfig attribute) (AxExecClientConfig attribute) (BinanceDataClientConfig attribute) (BinanceExecClientConfig attribute) (BitmexDataClientConfig attribute) (BitmexExecClientConfig attribute) (BybitDataClientConfig attribute) (BybitExecClientConfig attribute) RED (LogColor attribute) reduce_only (HyperliquidTwapHistory attribute) (OrderInitialized attribute) (OrderStatusReport attribute) REDUCING (TradingState attribute) ref_price (DatabentoImbalance attribute) refine_vol_and_greeks() (in module nautilus_trader.model) region (OKXDataClientConfig attribute) (OKXExecClientConfig attribute) register() (Currency static method) (MessageBus method) register_chart() (in module nautilus_trader.analysis.tearsheet) register_custom_data_class() (in module nautilus_trader.model) register_default_handler() (Clock method) register_indicator_for_bars() (DataActor method) (Strategy method) register_indicator_for_quote_ticks() (DataActor method) (Strategy method) register_indicator_for_trade_ticks() (DataActor method) (Strategy method) register_object_store_from_uri() (DataBackendSession method) register_statistic() (PortfolioAnalyzer method) register_tearsheet_chart() (in module nautilus_trader.analysis.tearsheet) register_theme() (in module nautilus_trader.analysis.themes) registered_indicators (DataActor attribute) (Strategy attribute) rehedge_delta_threshold (DeltaNeutralVolConfig attribute) rehedge_interval_secs (DeltaNeutralVolConfig attribute) reject_stop_orders (BacktestVenueConfig attribute), [1] (SandboxExecutionClientConfig attribute) REJECTED (OrderStatus attribute) RelativeStrengthIndex (class in nautilus_trader.indicators) RelativeVolatilityIndex (class in nautilus_trader.indicators) RELEASED (OrderStatus attribute) released_price (OrderReleased attribute) remove() (FifoCache method) remove_actor() (Controller method) remove_actor_from_id() (Controller method) remove_strategy() (Controller method) remove_strategy_from_id() (Controller method) RENKO (BarAggregation attribute) REPAY (BybitMarginAction attribute) ReplayNormalizedRequestOptions (class in nautilus_trader.adapters.tardis) report_id (ExecutionMassStatus attribute) (FillReport attribute) (OrderStatusReport attribute) (PositionStatusReport attribute) ReportProvider (class in nautilus_trader.analysis.reporter) reports_complete (ExecutionMassStatus attribute) req_count (MessageBus attribute) request() (MessageBus method) request_account_state_secs (BetfairExecConfig attribute) request_bars() (DataActor method) (HistoricalInteractiveBrokersClient method) (Strategy method) request_book_deltas() (DataActor method) (Strategy method) request_book_depth() (DataActor method) (Strategy method) request_book_snapshot() (DataActor method) (Strategy method) request_data() (DataActor method) (Strategy method) request_funding_rates() (DataActor method) (Strategy method) request_instrument() (DataActor method) (Strategy method) request_instruments() (DataActor method) (HistoricalInteractiveBrokersClient method) (Strategy method) request_quotes() (DataActor method) (Strategy method) request_rate_per_second (BetfairDataConfig attribute) (BetfairExecConfig attribute) request_ticks() (HistoricalInteractiveBrokersClient method) request_timeout (InteractiveBrokersDataClientConfig attribute) (InteractiveBrokersExecClientConfig attribute) request_trades() (DataActor method) (Strategy method) requote_threshold_bps (CompositeMarketMakerConfig attribute) (GridMarketMakerConfig attribute) res_count (MessageBus attribute) RESERVED_1 (RecordFlag attribute) RESERVED_2 (RecordFlag attribute) RESET (ComponentTrigger attribute) reset() (AdaptiveMovingAverage method) (ArcherMovingAveragesTrends method) (AroonOscillator method) (AverageTrueRange method) (BacktestEngine method) (BetPosition method) (Bias method) (BollingerBands method) (BookImbalanceRatio method) (Cache method) (ChandeMomentumOscillator method) (CommodityChannelIndex method) (DataActor method) (DirectionalMovement method) (DonchianChannel method) (DoubleExponentialMovingAverage method) (EfficiencyRatio method) (ExecutionAlgorithm method) (ExponentialMovingAverage method) (FuzzyCandlesticks method) (HullMovingAverage method) (IchimokuCloud method) (KeltnerChannel method) (KeltnerPosition method) (KlingerVolumeOscillator method) (LinearRegression method) (MovingAverageConvergenceDivergence method) (OnBalanceVolume method) (OrderBook method) (OrderFactory method) (OwnOrderBook method) (PortfolioAnalyzer method) (Pressure method) (PsychologicalLine method) (RateOfChange method) (RelativeStrengthIndex method) (RelativeVolatilityIndex method) (SimpleMovingAverage method) (SpreadAnalyzer method) (Stochastics method) (Strategy method) (Swings method) (VariableIndexDynamicAverage method) (VerticalHorizontalFilter method) (VolatilityRatio method) (VolumeWeightedAveragePrice method) (WeightedMovingAverage method) (WilderMovingAverage method) reset_all_file_names() (ParquetDataCatalog method) RESET_COMPLETED (ComponentTrigger attribute) reset_data_file_names() (ParquetDataCatalog method) RESETTING (ComponentState attribute) resolution_metadata (PolymarketDataLoader attribute) resolve_poll_enabled (PolymarketDataClientConfig attribute) resolve_poll_grace_secs (PolymarketDataClientConfig attribute) resolve_poll_interval_secs (PolymarketDataClientConfig attribute) resolve_poll_max_wait_secs (PolymarketDataClientConfig attribute) response() (MessageBus method) result_status (BybitMarginRepayResult attribute) RESUME (ComponentTrigger attribute) resume() (DataActor method) (ExecutionAlgorithm method) (Strategy method) RESUME_COMPLETED (ComponentTrigger attribute) RESUMING (ComponentState attribute) retry_delay_initial_ms (AxDataClientConfig attribute) (AxExecClientConfig attribute) (BitmexDataClientConfig attribute) (BitmexExecClientConfig attribute) (BybitDataClientConfig attribute) (BybitExecClientConfig attribute) (DeribitDataClientConfig attribute) (DeribitExecClientConfig attribute) (HyperliquidExecClientConfig attribute) (OKXDataClientConfig attribute) (OKXExecClientConfig attribute) (PolymarketExecClientConfig attribute) retry_delay_max_ms (AxDataClientConfig attribute) (AxExecClientConfig attribute) (BitmexDataClientConfig attribute) (BitmexExecClientConfig attribute) (BybitDataClientConfig attribute) (BybitExecClientConfig attribute) (DeribitDataClientConfig attribute) (DeribitExecClientConfig attribute) (HyperliquidExecClientConfig attribute) (OKXDataClientConfig attribute) (OKXExecClientConfig attribute) (PolymarketExecClientConfig attribute) returns (PortfolioStatistics attribute) returns() (PortfolioAnalyzer method) returns_series (BacktestResult attribute) (PortfolioStatistics attribute) ReturnsAverage (class in nautilus_trader.analysis) ReturnsAverageLoss (class in nautilus_trader.analysis) ReturnsAverageWin (class in nautilus_trader.analysis) ReturnsKurtosis (class in nautilus_trader.analysis) ReturnsSkewness (class in nautilus_trader.analysis) ReturnsVolatility (class in nautilus_trader.analysis) rho (GreeksData attribute) (OptionGreeks attribute) (OptionGreekValues attribute) (PortfolioGreeks attribute) RIGHT_OPEN (BarIntervalType attribute) risk_engine (BacktestEngineConfig attribute), [1] (LiveNodeConfig attribute), [1] RiskEngineConfig (class in nautilus_trader.config) (class in nautilus_trader.risk) RiskReturnRatio (class in nautilus_trader.analysis) root (Symbol attribute) ROOTSTOCK (Blockchain attribute) ROTATION (MarketStatusAction attribute) routing (BacktestVenueConfig attribute), [1] (LiveDataClientConfig attribute), [1] (LiveExecClientConfig attribute), [1] RoutingConfig (class in nautilus_trader.config) (class in nautilus_trader.live) rows (GridLayout attribute) rpc_url (Chain attribute) run() (BacktestEngine method) (BacktestNode method) (LiveNode method) run_analysis (BacktestEngineConfig attribute), [1] run_async() (LiveNode method) run_config_id (BacktestEngine attribute) (BacktestResult attribute) run_finished (BacktestEngine attribute) (BacktestResult attribute) run_id (BacktestEngine attribute) (BacktestResult attribute) run_started (BacktestEngine attribute) (BacktestResult attribute) run_tardis_machine_replay() (in module nautilus_trader.adapters.tardis) RUNNING (ComponentState attribute) (NodeState attribute) RustTestCustomData (class in nautilus_trader.persistence) RustTestParamsCustomData (class in nautilus_trader.persistence) RustTestPriceMapCustomData (class in nautilus_trader.persistence) RustTestTypedMapCustomData (class in nautilus_trader.persistence) S SAAKURU (Blockchain attribute) safe_start() (DockerizedIBGateway method) safe_start_blocking() (DockerizedIBGateway method) SANDBOX (AxEnvironment attribute) (Environment attribute) SandboxExecutionClientConfig (class in nautilus_trader.adapters.sandbox) SandboxExecutionClientFactory (class in nautilus_trader.adapters.sandbox) saturating_sub() (Quantity method) save() (DataActor method) (Strategy method) save_cache() (InteractiveBrokersInstrumentProvider method) save_market_data (CacheConfig attribute), [1] save_state (BacktestEngineConfig attribute), [1] (LiveNodeConfig attribute), [1] Sbe (BinanceSpotMarketDataMode attribute) SBE (SerializationEncoding attribute) scalar (CommodityChannelIndex attribute) (RelativeVolatilityIndex attribute) schema_for_file() (DatabentoDataLoader method) SCROLL (Blockchain attribute) SECOND (BarAggregation attribute) secs_to_millis() (in module nautilus_trader.core) (in module nautilus_trader.core.datetime) secs_to_nanos() (in module nautilus_trader.core) (in module nautilus_trader.core.datetime) selection_handicap (BettingInstrument attribute) selection_id (BettingInstrument attribute) selection_name (BettingInstrument attribute) SELL (AggressorSide attribute) (OrderSide attribute) SELL_HEDGE (BybitPositionIdx attribute) seller (HyperliquidPublicTrade attribute) send() (MessageBus method) sender (PoolFeeProtocolCollect attribute) (PoolFlash attribute) (PoolLiquidityUpdate attribute) (PoolSwap attribute) senkou_period (IchimokuCloud attribute) senkou_span_a (IchimokuCloud attribute) senkou_span_b (IchimokuCloud attribute) sent_count (MessageBus attribute) SEPOLIA (Blockchain attribute) sequence (DatabentoStatistics attribute) (OrderBook attribute) (OrderBookDelta attribute) (OrderBookDeltas attribute) (OrderBookDepth10 attribute) SerializationEncoding (class in nautilus_trader.common) series_id (OptionChainSlice attribute) series_ids (PolymarketInstrumentProviderConfig attribute) set_dataset_for_venue() (DatabentoDataLoader method) set_default_leverage() (MarginAccount method) set_leverage() (MarginAccount method) set_price_precision() (DatabentoDataLoader method) set_rpc_url() (Chain method) set_time() (Clock method) set_time_alert() (Clock method) set_time_alert_ns() (Clock method) set_timer() (Clock method) set_timer_ns() (Clock method) settlement_currency (CryptoFuture attribute) (CryptoFuturesSpread attribute) (CryptoOption attribute) (CryptoOptionSpread attribute) (CryptoPerpetual attribute) (OptionSeriesId attribute) (PerpetualContract attribute) (Position attribute) SETTLEMENT_PRICE (DatabentoStatisticType attribute) settlement_prices (BacktestVenueConfig attribute), [1] sha256 (PluginConfig attribute), [1] SharpeRatio (class in nautilus_trader.analysis) SHIMMER_EVM (Blockchain attribute) Short (BinancePositionSide attribute) SHORT (PositionSide attribute) short_run (ArcherMovingAveragesTrends attribute) SHORT_SELL_RESTRICTION_CHANGE (MarketStatusAction attribute) show_logo (TearsheetConfig attribute), [1] shutdown_on_error (BacktestEngineConfig attribute), [1] (LiveNodeConfig attribute), [1] shutdown_system() (DataActor method) (Strategy method) SHUTTING_DOWN (NodeState attribute) side (Bet attribute) (BetPosition attribute) (BinanceFuturesLiquidation attribute) (BookOrder attribute) (DatabentoImbalance attribute) (HyperliquidTwapHistory attribute) (HyperliquidTwapSliceFill attribute) (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (OwnBookOrder attribute) (Position attribute) (PositionChanged attribute) (PositionClosed attribute) (PositionOpened attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) Signal (class in nautilus_trader.common) signal_baseline (CompositeMarketMakerConfig attribute) signal_instrument_id (CompositeMarketMakerConfig attribute) signal_period (ArcherMovingAveragesTrends attribute) (KlingerVolumeOscillator attribute) signal_skew_factor (CompositeMarketMakerConfig attribute) signature_type (PolymarketExecClientConfig attribute) SignatureType (class in nautilus_trader.adapters.polymarket) signed_decimal_qty() (LimitIfTouchedOrder method) (LimitOrder method) (MarketIfTouchedOrder method) (MarketOrder method) (MarketToLimitOrder method) (StopLimitOrder method) (StopMarketOrder method) (TrailingStopLimitOrder method) (TrailingStopMarketOrder method) signed_qty (Position attribute) (PositionChanged attribute) (PositionClosed attribute) (PositionOpened attribute) signed_size() (BookOrder method) (OwnBookOrder method) significant_imbalance (DatabentoImbalance attribute) Simple (MovingAverageType attribute) SimpleMovingAverage (class in nautilus_trader.indicators) simulate_fills() (OrderBook method) since_high (Swings attribute) since_low (Swings attribute) single_order_query_delay_ms (LiveExecEngineConfig attribute), [1] size (BookOrder attribute) (FuzzyCandle attribute) (HyperliquidPublicTrade attribute) (HyperliquidTwapHistory attribute) (HyperliquidTwapSliceFill attribute) (OwnBookOrder attribute) (SizeForImpactResult attribute) (TradeTick attribute) size() (BookLevel method) size_for_impact_bps() (PoolProfiler method) size_for_impact_bps_detailed() (PoolProfiler method) size_increment (BettingInstrument attribute) (BinaryOption attribute) (Cfd attribute) (Commodity attribute) (CryptoFuture attribute) (CryptoFuturesSpread attribute) (CryptoOption attribute) (CryptoOptionSpread attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (Equity attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (OptionContract attribute) (OptionSpread attribute) (PerpetualContract attribute) (TokenizedAsset attribute) size_precision (BarDataWrangler attribute) (BettingInstrument attribute) (BinaryOption attribute) (Cfd attribute) (Commodity attribute) (CryptoFuture attribute) (CryptoFuturesSpread attribute) (CryptoOption attribute) (CryptoOptionSpread attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (Equity attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (OptionContract attribute) (OptionSpread attribute) (OrderBookDeltaDataWrangler attribute) (OrderBookDepth10DataWrangler attribute) (PerpetualContract attribute) (Position attribute) (QuoteTickDataWrangler attribute) (TokenizedAsset attribute) (TradeTickDataWrangler attribute) size_raw() (BookLevel method) SizeAwareFillModel (class in nautilus_trader.execution) SizeForImpactResult (class in nautilus_trader.model) skew_factor (GridMarketMakerConfig attribute) slippage (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) slope (LinearRegression attribute) SLOW (QueueCondition attribute) slow_period (ArcherMovingAveragesTrends attribute) (EmaCrossConfig attribute) (KlingerVolumeOscillator attribute) (MovingAverageConvergenceDivergence attribute) (VolatilityRatio attribute) slowing (Stochastics attribute) Small (CandleBodySize attribute) (CandleSize attribute) (CandleWickSize attribute) snapshot_interval_ms (PortfolioConfig attribute), [1] snapshot_orders (ExecutionEngineConfig attribute), [1] snapshot_position() (Cache method) snapshot_positions (ExecutionEngineConfig attribute), [1] snapshot_positions_interval_secs (ExecutionEngineConfig attribute), [1] (LiveExecEngineConfig attribute), [1] snapshots() (Portfolio method) SocketState (class in nautilus_trader.common) SocketStateChanged (class in nautilus_trader.common) SONEIUM (Blockchain attribute) SOPHON (Blockchain attribute) SOPHON_TESTNET (Blockchain attribute) sort_data() (BacktestEngine method) SortinoRatio (class in nautilus_trader.analysis) spawn_limit() (ExecutionAlgorithm method) spawn_market() (ExecutionAlgorithm method) spawn_market_to_limit() (ExecutionAlgorithm method) spec (BarType attribute) (BarType.Composite attribute) (BarType.Standard attribute) SPORTS_BETTING (InstrumentClass attribute) SPOT (BinanceProductType attribute) (BybitProductType attribute) (DeribitProductType attribute) (HyperliquidProductType attribute) (InstrumentClass attribute) (KrakenProductType attribute) spot_account_type (KrakenExecClientConfig attribute) spot_market_data_mode (BinanceDataClientConfig attribute) spot_positions_quote_currency (KrakenExecClientConfig attribute) spread() (OrderBook method) SpreadAnalyzer (class in nautilus_trader.indicators) sqrt_price_after_x96 (SwapQuote attribute) sqrt_price_before_x96 (SwapQuote attribute) sqrt_price_x96 (PoolSwap attribute) STABLE_SWAP (AmmType attribute) stake (Bet attribute) stale_currencies (PortfolioSnapshot attribute) stale_instruments (PortfolioSnapshot attribute) stale_stream_max_targeted_resubscribes (HyperliquidDataClientConfig attribute) stale_stream_receive_timeout_secs (HyperliquidDataClientConfig attribute) stale_stream_recovery_cooldown_secs (HyperliquidDataClientConfig attribute) stale_stream_recovery_enabled (HyperliquidDataClientConfig attribute) stale_stream_warning_cooldown_secs (HyperliquidDataClientConfig attribute) standard() (BarType method) StandardMarginModel (class in nautilus_trader.model) start (BacktestRunConfig attribute), [1] START (ComponentTrigger attribute) start() (DataActor method) (DockerizedIBGateway method) (ExecutionAlgorithm method) (Strategy method) start_actor() (Controller method) start_actor_from_id() (Controller method) start_blocking() (DockerizedIBGateway method) START_COMPLETED (ComponentTrigger attribute) start_offset_periods (PolymarketUpDownEventSlugConfig attribute) start_strategy() (Controller method) start_strategy_from_id() (Controller method) start_time (BacktestDataConfig attribute), [1] STARTING (ComponentState attribute) (NodeState attribute) starting_balances (BacktestVenueConfig attribute), [1] (SandboxExecutionClientConfig attribute) starting_balances() (BettingAccount method) (CashAccount method) (MarginAccount method) (WalletAccount method) stat_flags (DatabentoStatistics attribute) stat_type (DatabentoStatistics attribute) state (ExecutionAlgorithm attribute) (LiveNodeHandle attribute) (QueueStateChanged attribute) (SocketStateChanged attribute) state() (DataActor method) (Strategy method) state_timestamp (HyperliquidTwapHistory attribute) StaticLatencyModel (class in nautilus_trader.execution) statistic() (PortfolioAnalyzer method) statistics() (Portfolio method) stats_general (BacktestResult attribute) stats_pnls (BacktestResult attribute) stats_returns (BacktestResult attribute) status (HyperliquidTwapHistory attribute) (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (OwnBookOrder attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) status_description (HyperliquidTwapHistory attribute) stdout_level (LoggerConfig attribute), [1] step (BarSpecification attribute) Stochastics (class in nautilus_trader.indicators) StochasticsDMethod (class in nautilus_trader.indicators) STOP (ComponentTrigger attribute) stop() (DataActor method) (DockerizedIBGateway method) (ExecutionAlgorithm method) (LiveNode method) (LiveNodeHandle method) (Strategy method) stop_actor() (Controller method) stop_actor_from_id() (Controller method) stop_blocking() (DockerizedIBGateway method) STOP_COMPLETED (ComponentTrigger attribute) STOP_LIMIT (OrderType attribute) stop_limit() (OrderFactory method) STOP_MARKET (OrderType attribute) stop_market() (OrderFactory method) stop_strategy() (Controller method) stop_strategy_from_id() (Controller method) StopLimitOrder (class in nautilus_trader.model) StopMarketOrder (class in nautilus_trader.model) STOPPED (ComponentState attribute) (NodeState attribute) STOPPING (ComponentState attribute) Strategy (class in nautilus_trader.trading) strategy_id (CompositeMarketMakerConfig attribute) (DeltaNeutralVolConfig attribute) (EmaCrossConfig attribute) (GridMarketMakerConfig attribute) (HurstVpinDirectionalConfig attribute) (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (OrderAccepted attribute) (OrderCanceled attribute) (OrderCancelRejected attribute) (OrderDenied attribute) (OrderEmulated attribute) (OrderExpired attribute) (OrderFactory attribute) (OrderFilled attribute) (OrderFillVoided attribute) (OrderInitialized attribute) (OrderList attribute) (OrderModifyRejected attribute) (OrderPendingCancel attribute) (OrderPendingUpdate attribute) (OrderRejected attribute) (OrderReleased attribute) (OrderSubmitted attribute) (OrderTriggered attribute) (OrderUpdated attribute) (Position attribute) (PositionAdjusted attribute) (PositionChanged attribute) (PositionClosed attribute) (PositionOpened attribute) (PositionStatusReport attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (Strategy attribute) (StrategyConfig attribute), [1] (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) strategy_id_for_order() (Cache method) strategy_id_for_position() (Cache method) strategy_ids() (Cache method) strategy_path (ImportableStrategyConfig attribute), [1] strategy_type (CryptoFuturesSpread attribute) (CryptoOptionSpread attribute) (FuturesSpread attribute) (OptionSpread attribute) StrategyConfig (class in nautilus_trader.config) (class in nautilus_trader.trading) StrategyId (class in nautilus_trader.model) stream() (MessageBusListener method) stream_conflate_ms (BetfairDataConfig attribute) stream_gap_recovery_lookback_mins (BetfairExecConfig attribute) stream_health_check_interval_secs (HyperliquidDataClientConfig attribute) stream_heartbeat_secs (BetfairDataConfig attribute) (BetfairExecConfig attribute) stream_heartbeat_timeout_secs (BetfairDataConfig attribute) (BetfairExecConfig attribute) stream_host (BetfairDataConfig attribute) (BetfairExecConfig attribute) stream_market_ids_filter (BetfairExecConfig attribute) stream_options (TardisDataClientConfig attribute) stream_per_topic (MessageBusConfig attribute), [1] stream_port (BetfairDataConfig attribute) (BetfairExecConfig attribute) stream_reconnect_delay_initial_ms (BetfairDataConfig attribute) (BetfairExecConfig attribute) stream_reconnect_delay_max_ms (BetfairDataConfig attribute) (BetfairExecConfig attribute) stream_tardis_batched_deltas() (in module nautilus_trader.adapters.tardis) stream_tardis_deltas() (in module nautilus_trader.adapters.tardis) stream_tardis_depth10_from_snapshot25() (in module nautilus_trader.adapters.tardis) stream_tardis_depth10_from_snapshot5() (in module nautilus_trader.adapters.tardis) stream_tardis_funding_rates() (in module nautilus_trader.adapters.tardis) stream_tardis_options_chain() (in module nautilus_trader.adapters.tardis) stream_tardis_quotes() (in module nautilus_trader.adapters.tardis) stream_tardis_trades() (in module nautilus_trader.adapters.tardis) stream_use_tls (BetfairDataConfig attribute) (BetfairExecConfig attribute) streaming_types() (MessageBus method) StreamingFeatherWriter (class in nautilus_trader.persistence) StreamNormalizedRequestOptions (class in nautilus_trader.adapters.tardis) streams_prefix (MessageBusConfig attribute), [1] strike (GreeksData attribute) strike_count() (OptionChainSlice method) strike_price (CryptoOption attribute) (OptionContract attribute) StrikeRange (class in nautilus_trader.model) strikes() (OptionChainSlice method) strings (RustTestTypedMapCustomData attribute) subaccount_number (DydxExecClientConfig attribute) submit_order() (ExecutionAlgorithm method) (Strategy method) submit_order_list() (Strategy method) SUBMITTED (OrderStatus attribute) submitter_pool_size (BitmexExecClientConfig attribute) subscribe() (MessageBus method) (StreamingFeatherWriter method) subscribe_bars() (DataActor method) (Strategy method) subscribe_blocks() (DataActor method) subscribe_book_at_interval() (DataActor method) (Strategy method) subscribe_book_deltas() (DataActor method) (Strategy method) subscribe_book_depth10() (DataActor method) (Strategy method) subscribe_cricket_data (BetfairDataConfig attribute) subscribe_data() (DataActor method) (Strategy method) subscribe_funding_rates() (DataActor method) (Strategy method) subscribe_index_prices() (DataActor method) (Strategy method) subscribe_instrument() (DataActor method) (Strategy method) subscribe_instrument_close() (DataActor method) (Strategy method) subscribe_instrument_status() (DataActor method) (Strategy method) subscribe_instruments() (DataActor method) (Strategy method) subscribe_mark_prices() (DataActor method) (Strategy method) subscribe_new_markets (PolymarketDataClientConfig attribute) subscribe_option_chain() (DataActor method) (Strategy method) subscribe_option_greeks() (DataActor method) (Strategy method) subscribe_pool() (DataActor method) subscribe_pool_fee_collects() (DataActor method) subscribe_pool_flash_events() (DataActor method) subscribe_pool_liquidity_updates() (DataActor method) subscribe_pool_swaps() (DataActor method) subscribe_queue_state() (DataActor method) (ExecutionAlgorithm method) (Strategy method) subscribe_quotes() (DataActor method) (Strategy method) subscribe_race_data (BetfairDataConfig attribute) subscribe_signal() (DataActor method) (ExecutionAlgorithm method) (Strategy method) subscribe_socket_state() (DataActor method) (ExecutionAlgorithm method) (Strategy method) subscribe_trades() (DataActor method) (Strategy method) subscription_delay_secs (BetfairDataConfig attribute) subscriptions() (MessageBus method) success (BybitMarginBorrowResult attribute) (BybitMarginRepayResult attribute) sum_open_interest (BinanceFuturesOpenInterestHistPoint attribute) sum_open_interest_value (BinanceFuturesOpenInterestHistPoint attribute) summary (BacktestResult attribute) SUPERSEED (Blockchain attribute) support_contingent_orders (BacktestVenueConfig attribute), [1] (SandboxExecutionClientConfig attribute) support_gtd_orders (BacktestVenueConfig attribute), [1] (SandboxExecutionClientConfig attribute) SUSHI_SWAP_V2 (DexType attribute) SUSHI_SWAP_V3 (DexType attribute) SUSPEND (MarketStatusAction attribute) SUSPENDED (MarketStatus attribute) SWAP (InstrumentClass attribute) swap_created_event (Dex attribute) swap_exact_in() (PoolProfiler method) swap_exact_out() (PoolProfiler method) SwapQuote (class in nautilus_trader.model) Swings (class in nautilus_trader.indicators) SYDNEY (ForexSession attribute) symbol (BybitTickerData attribute) Symbol (class in nautilus_trader.model) symbol (InstrumentId attribute) (LimitOrder attribute) (PolymarketRtdsCryptoPrice attribute) (PolymarketRtdsEquityPrice attribute) (Position attribute) (Token attribute) symbol_to_mic_venue (InteractiveBrokersInstrumentProviderConfig attribute) symbology_method (InteractiveBrokersInstrumentProviderConfig attribute) synthetic() (Cache method) synthetic_ids() (Cache method) SyntheticInstrument (class in nautilus_trader.model) SystemChannel (class in nautilus_trader.common) T tags (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (OrderInitialized attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) TailRatio (class in nautilus_trader.analysis) TAKER (LiquiditySide attribute) taker_buy_base_volume (BinanceBar attribute) taker_buy_quote_volume (BinanceBar attribute) taker_fee (BettingInstrument attribute) (BinaryOption attribute) (Cfd attribute) (Commodity attribute) (CryptoFuture attribute) (CryptoFuturesSpread attribute) (CryptoOption attribute) (CryptoOptionSpread attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (Equity attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (OptionContract attribute) (OptionSpread attribute) (PerpetualContract attribute) (TokenizedAsset attribute) tardis_ws_url (TardisDataClientConfig attribute) TardisDataClientConfig (class in nautilus_trader.adapters.tardis) TardisDataClientFactory (class in nautilus_trader.adapters.tardis) target_call_delta (DeltaNeutralVolConfig attribute) target_impact_bps (SizeForImpactResult attribute) target_put_delta (DeltaNeutralVolConfig attribute) TearsheetBarsWithFillsChart (class in nautilus_trader.analysis.config) TearsheetChart (class in nautilus_trader.analysis.config) TearsheetConfig (class in nautilus_trader.analysis.config) (class in nautilus_trader.config) TearsheetCustomChart (class in nautilus_trader.analysis.config) TearsheetDistributionChart (class in nautilus_trader.analysis.config) TearsheetDrawdownChart (class in nautilus_trader.analysis.config) TearsheetEquityChart (class in nautilus_trader.analysis.config) TearsheetMonthlyReturnsChart (class in nautilus_trader.analysis.config) TearsheetRollingSharpeChart (class in nautilus_trader.analysis.config) TearsheetRunInfoChart (class in nautilus_trader.analysis.config) TearsheetStatsTableChart (class in nautilus_trader.analysis.config) TearsheetYearlyReturnsChart (class in nautilus_trader.analysis.config) tenkan_period (IchimokuCloud attribute) tenkan_sen (IchimokuCloud attribute) tenors (MacroYieldCurveData attribute) TESTNET (BinanceEnvironment attribute) (BitmexEnvironment attribute) (BybitEnvironment attribute) (DeribitEnvironment attribute) (DydxNetwork attribute) (HyperliquidEnvironment attribute) theme (TearsheetConfig attribute), [1] theta (BlackScholesGreeksResult attribute) (GreeksData attribute) (OptionGreeks attribute) (OptionGreekValues attribute) (PortfolioGreeks attribute) ThreeTierFillModel (class in nautilus_trader.execution) threshold1 (FuzzyCandlesticks attribute) threshold2 (FuzzyCandlesticks attribute) threshold3 (FuzzyCandlesticks attribute) threshold4 (FuzzyCandlesticks attribute) TICK (BarAggregation attribute) tick (PoolSwap attribute) tick_after (SwapQuote attribute) tick_before (SwapQuote attribute) tick_capacity (CacheConfig attribute), [1] TICK_IMBALANCE (BarAggregation attribute) tick_lower (PoolFeeCollect attribute) (PoolLiquidityUpdate attribute) TICK_RUNS (BarAggregation attribute) tick_scheme (BettingInstrument attribute) (BinaryOption attribute) (Cfd attribute) (Commodity attribute) (CryptoFuture attribute) (CryptoFuturesSpread attribute) (CryptoOption attribute) (CryptoOptionSpread attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (Equity attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (OptionContract attribute) (OptionSpread attribute) (PerpetualContract attribute) (TokenizedAsset attribute) tick_spacing (Pool attribute) tick_upper (PoolFeeCollect attribute) (PoolLiquidityUpdate attribute) TICKS (TrailingOffsetType attribute) tid (HyperliquidTwapSliceFill attribute) TieredNotionalOptionFeeModel (class in nautilus_trader.execution) time_bars_build_delay (DataEngineConfig attribute), [1] (LiveDataEngineConfig attribute), [1] time_bars_build_with_no_updates (DataEngineConfig attribute), [1] (LiveDataEngineConfig attribute), [1] time_bars_interval_type (DataEngineConfig attribute), [1] (LiveDataEngineConfig attribute), [1] time_bars_origin_offset (DataEngineConfig attribute), [1] (LiveDataEngineConfig attribute), [1] time_bars_skip_first_non_full_bar (DataEngineConfig attribute), [1] (LiveDataEngineConfig attribute), [1] time_bars_timestamp_on_close (DataEngineConfig attribute), [1] (LiveDataEngineConfig attribute), [1] TIME_EVENTS (SystemChannel attribute) time_in_force (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (OrderInitialized attribute) (OrderStatusReport attribute) (OwnBookOrder attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) timedelta (BarSpecification attribute) TimeEvent (class in nautilus_trader.common) TimeInForce (class in nautilus_trader.model) timeout (DockerizedIBGatewayConfig attribute) timeout_connection (BacktestEngineConfig attribute), [1] timeout_connection_secs (LiveNodeConfig attribute), [1] timeout_disconnection (BacktestEngineConfig attribute), [1] timeout_disconnection_secs (LiveNodeConfig attribute), [1] timeout_portfolio (BacktestEngineConfig attribute), [1] timeout_portfolio_secs (LiveNodeConfig attribute), [1] timeout_reconciliation (BacktestEngineConfig attribute), [1] timeout_reconciliation_secs (LiveNodeConfig attribute), [1] timeout_secs (KrakenDataClientConfig attribute) (KrakenExecClientConfig attribute) timeout_shutdown (BacktestEngineConfig attribute), [1] timeout_shutdown_secs (LiveNodeConfig attribute), [1] timer_count() (Clock method) timer_names() (Clock method) timestamp (Block attribute) (DefiData attribute) (PoolFeeCollect attribute) (PoolFeeProtocolCollect attribute) (PoolFeeProtocolUpdate attribute) (PoolFlash attribute) (PoolLiquidityUpdate attribute) (PoolSwap attribute) timestamp() (Clock method) timestamp_ms() (Clock method) timestamp_ns() (Clock method) timestamp_us() (Clock method) timestamps_as_iso8601 (CacheConfig attribute), [1] (MessageBusConfig attribute), [1] title (TearsheetBarsWithFillsChart attribute) (TearsheetChart attribute) (TearsheetConfig attribute), [1] (TearsheetCustomChart attribute) (TearsheetDistributionChart attribute) (TearsheetDrawdownChart attribute) (TearsheetEquityChart attribute) (TearsheetMonthlyReturnsChart attribute) (TearsheetRollingSharpeChart attribute) (TearsheetRunInfoChart attribute) (TearsheetStatsTableChart attribute) (TearsheetYearlyReturnsChart attribute) to (Transaction attribute) to_arrow_record_batch_bytes() (HyperliquidPublicTrade static method) to_dict() (AccountBalance method) (AccountState method) (Bar method) (BettingAccount method) (BettingInstrument method) (BinanceBar method) (BinaryOption method) (BookOrder method) (CashAccount method) (Cfd method) (Commodity method) (CryptoFuture method) (CryptoFuturesSpread method) (CryptoOption method) (CryptoOptionSpread method) (CryptoPerpetual method) (CurrencyPair method) (DatabentoImbalance method) (DatabentoStatistics method) (Equity method) (ExecutionMassStatus method) (FillReport method) (FundingRateUpdate method) (FuturesContract method) (FuturesSpread method) (IndexInstrument method) (IndexPriceUpdate method) (InstrumentClose method) (InstrumentStatus method) (LimitIfTouchedOrder method) (LimitOrder method) (MarginAccount method) (MarginBalance method) (MarketIfTouchedOrder method) (MarketOrder method) (MarketToLimitOrder method) (MarkPriceUpdate method) (OptionContract method) (OptionSpread method) (OrderAccepted method) (OrderBookDelta method) (OrderBookDepth10 method) (OrderCanceled method) (OrderCancelRejected method) (OrderDenied method) (OrderEmulated method) (OrderExpired method) (OrderFilled method) (OrderFillVoided method) (OrderInitialized method) (OrderModifyRejected method) (OrderPendingCancel method) (OrderPendingUpdate method) (OrderRejected method) (OrderReleased method) (OrderStatusReport method) (OrderSubmitted method) (OrderTriggered method) (OrderUpdated method) (PerpetualContract method) (Position method) (PositionAdjusted method) (PositionStatusReport method) (QuoteTick method) (StopLimitOrder method) (StopMarketOrder method) (TokenizedAsset method) (TradeTick method) (TrailingStopLimitOrder method) (TrailingStopMarketOrder method) (WalletAccount method) to_formatted_str() (Money method) (Price method) (Quantity method) to_importable_config() (ExecutionAlgorithm method) to_json() (DeribitBookSummary method) (DeribitVolatilityIndex method) (FundingRateUpdate method) (HyperliquidAllDexsAssetCtxs method) (HyperliquidAllMids method) (HyperliquidOpenInterest method) (HyperliquidPublicTrade method) (HyperliquidTwapHistory method) (HyperliquidTwapSliceFill method) (MacroYieldCurveData method) (PolymarketRtdsCryptoPrice method) (PolymarketRtdsEquityPrice method) (RustTestCustomData method) (RustTestParamsCustomData method) (RustTestPriceMapCustomData method) (RustTestTypedMapCustomData method) to_json_bytes() (Bar method) (BookOrder method) (CustomData method) (IndexPriceUpdate method) (InstrumentClose method) (InstrumentStatus method) (MarkPriceUpdate method) (OrderBookDelta method) (OrderBookDepth10 method) (QuoteTick method) (TradeTick method) to_list() (DataQueryResult method) to_msgpack() (FundingRateUpdate method) to_msgpack_bytes() (Bar method) (BookOrder method) (IndexPriceUpdate method) (InstrumentClose method) (InstrumentStatus method) (MarkPriceUpdate method) (OrderBookDelta method) (OrderBookDepth10 method) (QuoteTick method) (TradeTick method) to_query_result() (DataBackendSession method) Token (class in nautilus_trader.model) token0 (Pool attribute) token1 (Pool attribute) token_id (PolymarketDataLoader attribute) TokenizedAsset (class in nautilus_trader.model) TOKYO (ForexSession attribute) topic (BusMessage attribute) (DataType attribute) (Symbol attribute) topics() (MessageBus method) total (AccountBalance attribute) total_amount0_collected (PoolProfiler attribute) total_amount0_deposited (PoolProfiler attribute) total_amount1_collected (PoolProfiler attribute) total_amount1_deposited (PoolProfiler attribute) total_crossed_ticks() (SwapQuote method) total_equity (PortfolioSnapshot attribute) total_events (BacktestResult attribute) total_fee() (SwapQuote method) total_imbalance_qty (DatabentoImbalance attribute) total_initial_margin() (MarginAccount method) total_maintenance_margin() (MarginAccount method) total_orders (BacktestResult attribute) total_pnl() (BetPosition method) (Portfolio method) (PortfolioAnalyzer method) (Position method) total_pnl_percentage() (PortfolioAnalyzer method) total_pnls() (Portfolio method) total_positions (BacktestResult attribute) TRACE (LogLevel attribute) trace() (Logger method) tracing_is_initialized() (in module nautilus_trader.common) track_option_exercise_from_position_update (InteractiveBrokersExecClientConfig attribute) TrackingError (class in nautilus_trader.analysis) trade() (Cache method) trade_count() (Cache method) trade_execution (BacktestVenueConfig attribute), [1] (SandboxExecutionClientConfig attribute) trade_id (FillReport attribute) (HyperliquidPublicTrade attribute) (OrderFilled attribute) (OrderFillVoided attribute) (TradeTick attribute) trade_ids (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) trade_ids() (Position method) trade_size (CompositeMarketMakerConfig attribute) (EmaCrossConfig attribute) (GridMarketMakerConfig attribute) (HurstVpinDirectionalConfig attribute) TradeId (class in nautilus_trader.model) trader_id (AxExecClientConfig attribute) (BacktestEngine attribute) (BacktestEngineConfig attribute), [1] (BacktestResult attribute) (BetfairExecConfig attribute) (BinanceExecClientConfig attribute) (BitmexExecFactoryConfig attribute) (DataActor attribute) (DeribitExecClientConfig attribute) (DydxExecClientConfig attribute) (ExecutionAlgorithm attribute) (HyperliquidExecFactoryConfig attribute) (KrakenExecClientConfig attribute) (LimitIfTouchedOrder attribute) (LimitOrder attribute) (LiveNode attribute) (LiveNodeConfig attribute), [1] (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (MessageBus attribute) (OKXExecClientConfig attribute) (OrderAccepted attribute) (OrderCanceled attribute) (OrderCancelRejected attribute) (OrderDenied attribute) (OrderEmulated attribute) (OrderExpired attribute) (OrderFactory attribute) (OrderFilled attribute) (OrderFillVoided attribute) (OrderInitialized attribute) (OrderModifyRejected attribute) (OrderPendingCancel attribute) (OrderPendingUpdate attribute) (OrderRejected attribute) (OrderReleased attribute) (OrderSubmitted attribute) (OrderTriggered attribute) (OrderUpdated attribute) (PolymarketExecClientConfig attribute) (Position attribute) (PositionAdjusted attribute) (PositionChanged attribute) (PositionClosed attribute) (PositionOpened attribute) (QueueStateChanged attribute) (ReconnectSocket attribute) (SandboxExecutionClientConfig attribute) (SocketStateChanged attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (Strategy attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) TraderId (class in nautilus_trader.model) TRADES (AxMarketDataLevel attribute) trades() (Cache method) trades_to_arrow_record_batch_bytes() (in module nautilus_trader.serialization) TradeTick (class in nautilus_trader.model) (NautilusDataType attribute) TradeTickDataWrangler (class in nautilus_trader.persistence) TRADING (MarketStatusAction attribute) trading_event (InstrumentStatus attribute) trading_mode (DockerizedIBGatewayConfig attribute) TRADING_SESSION_HIGH_PRICE (DatabentoStatisticType attribute) TRADING_SESSION_LOW_PRICE (DatabentoStatisticType attribute) TradingState (class in nautilus_trader.model) trailing_offset (OrderInitialized attribute) (OrderStatusReport attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) trailing_offset_type (OrderInitialized attribute) (OrderStatusReport attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) TRAILING_STOP_LIMIT (OrderType attribute) trailing_stop_limit() (OrderFactory method) TRAILING_STOP_MARKET (OrderType attribute) trailing_stop_market() (OrderFactory method) TrailingOffsetType (class in nautilus_trader.model) TrailingStopLimitOrder (class in nautilus_trader.model) TrailingStopMarketOrder (class in nautilus_trader.model) Transaction (class in nautilus_trader.model) transaction_hash (PoolFeeCollect attribute) (PoolFeeProtocolCollect attribute) (PoolFeeProtocolUpdate attribute) (PoolFlash attribute) (PoolLiquidityUpdate attribute) (PoolSwap attribute) transaction_index (DefiData attribute) (PoolFeeCollect attribute) (PoolFeeProtocolCollect attribute) (PoolFeeProtocolUpdate attribute) (PoolFlash attribute) (PoolLiquidityUpdate attribute) (PoolSwap attribute) (Transaction attribute) transport_backend (AxDataClientConfig attribute) (AxExecClientConfig attribute) (BinanceDataClientConfig attribute) (BinanceExecClientConfig attribute) (BitmexDataClientConfig attribute) (BitmexExecClientConfig attribute) (BybitDataClientConfig attribute) (BybitExecClientConfig attribute) (DeribitDataClientConfig attribute) (DeribitExecClientConfig attribute) (HyperliquidDataClientConfig attribute) (HyperliquidExecClientConfig attribute) (KrakenDataClientConfig attribute) (KrakenExecClientConfig attribute) (OKXDataClientConfig attribute) (OKXExecClientConfig attribute) (PolymarketDataClientConfig attribute) (PolymarketExecClientConfig attribute) treat_expired_as_canceled (BinanceExecClientConfig attribute) Trend (CandleBodySize attribute) TreynorRatio (class in nautilus_trader.analysis) trigger_instrument_id (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (OrderInitialized attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) trigger_price (LimitIfTouchedOrder attribute) (MarketIfTouchedOrder attribute) (OrderInitialized attribute) (OrderStatusReport attribute) (OrderUpdated attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) trigger_type (LimitIfTouchedOrder attribute) (MarketIfTouchedOrder attribute) (OrderInitialized attribute) (OrderStatusReport attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) TRIGGERED (OrderStatus attribute) (QueueState attribute) TriggerType (class in nautilus_trader.model) try_from_parent_suffix() (InstrumentClass class method) ts_accepted (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (OrderStatusReport attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) ts_closed (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (Position attribute) (PositionClosed attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) ts_event (AccountState attribute) (Bar attribute) (BettingInstrument attribute) (BinanceBar attribute) (BinanceFuturesLiquidation attribute) (BinanceFuturesMarkPriceUpdate attribute) (BinanceFuturesOpenInterest attribute) (BinanceFuturesOpenInterestHist attribute) (BinanceFuturesOpenInterestHistPoint attribute) (BinanceFuturesTicker attribute) (BinanceSpotTicker attribute) (BinaryOption attribute) (Block attribute) (BybitMarginBorrowResult attribute) (BybitMarginRepayResult attribute) (BybitMarginStatusResult attribute) (Cfd attribute) (Commodity attribute) (CryptoFuture attribute) (CryptoFuturesSpread attribute) (CryptoOption attribute) (CryptoOptionSpread attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (CustomData attribute), [1] (DatabentoImbalance attribute) (DatabentoStatistics attribute) (DefiData attribute) (DeribitBookSummary attribute) (DeribitVolatilityIndex attribute) (Equity attribute) (FillReport attribute) (ForwardPrice attribute) (FundingRateUpdate attribute) (FuturesContract attribute) (FuturesSpread attribute) (GreeksData attribute) (HyperliquidAllDexsAssetCtxs attribute) (HyperliquidAllMids attribute) (HyperliquidOpenInterest attribute) (HyperliquidPublicTrade attribute) (HyperliquidTwapHistory attribute) (HyperliquidTwapSliceFill attribute) (IndexInstrument attribute) (IndexPriceUpdate attribute) (InstrumentClose attribute) (InstrumentStatus attribute) (MacroYieldCurveData attribute) (MarkPriceUpdate attribute) (OptionChainSlice attribute) (OptionContract attribute) (OptionGreeks attribute) (OptionSpread attribute) (OrderAccepted attribute) (OrderBook attribute) (OrderBookDelta attribute) (OrderBookDeltas attribute) (OrderBookDepth10 attribute) (OrderCanceled attribute) (OrderCancelRejected attribute) (OrderDenied attribute) (OrderEmulated attribute) (OrderExpired attribute) (OrderFilled attribute) (OrderFillVoided attribute) (OrderInitialized attribute) (OrderModifyRejected attribute) (OrderPendingCancel attribute) (OrderPendingUpdate attribute) (OrderRejected attribute) (OrderReleased attribute) (OrderSubmitted attribute) (OrderTriggered attribute) (OrderUpdated attribute) (PerpetualContract attribute) (PolymarketRtdsCryptoPrice attribute) (PolymarketRtdsEquityPrice attribute) (Pool attribute) (PoolFeeCollect attribute) (PoolFeeProtocolCollect attribute) (PoolFeeProtocolUpdate attribute) (PoolFlash attribute) (PoolLiquidityUpdate attribute) (PoolSwap attribute) (PortfolioGreeks attribute) (PortfolioSnapshot attribute) (PositionAdjusted attribute) (PositionChanged attribute) (PositionClosed attribute) (PositionOpened attribute) (QueueStateChanged attribute) (QuoteTick attribute) (RustTestCustomData attribute) (RustTestParamsCustomData attribute) (RustTestPriceMapCustomData attribute) (RustTestTypedMapCustomData attribute) (Signal attribute) (SocketStateChanged attribute) (SyntheticInstrument attribute) (TimeEvent attribute) (TokenizedAsset attribute) (TradeTick attribute) ts_in_delta (DatabentoStatistics attribute) ts_init (AccountState attribute) (Bar attribute) (BettingInstrument attribute) (BinanceBar attribute) (BinanceFuturesLiquidation attribute) (BinanceFuturesMarkPriceUpdate attribute) (BinanceFuturesOpenInterest attribute) (BinanceFuturesOpenInterestHist attribute) (BinanceFuturesTicker attribute) (BinanceSpotTicker attribute) (BinaryOption attribute) (Block attribute) (BybitMarginBorrowResult attribute) (BybitMarginRepayResult attribute) (BybitMarginStatusResult attribute) (Cfd attribute) (Commodity attribute) (CryptoFuture attribute) (CryptoFuturesSpread attribute) (CryptoOption attribute) (CryptoOptionSpread attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (CustomData attribute), [1] (DatabentoImbalance attribute) (DatabentoStatistics attribute) (DefiData attribute) (DeribitBookSummary attribute) (DeribitVolatilityIndex attribute) (Equity attribute) (ExecutionMassStatus attribute) (FillReport attribute) (ForwardPrice attribute) (FundingRateUpdate attribute) (FuturesContract attribute) (FuturesSpread attribute) (GreeksData attribute) (HyperliquidAllDexsAssetCtxs attribute) (HyperliquidAllMids attribute) (HyperliquidOpenInterest attribute) (HyperliquidPublicTrade attribute) (HyperliquidTwapHistory attribute) (HyperliquidTwapSliceFill attribute) (IndexInstrument attribute) (IndexPriceUpdate attribute) (InstrumentClose attribute) (InstrumentStatus attribute) (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MacroYieldCurveData attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (MarkPriceUpdate attribute) (OptionChainSlice attribute) (OptionContract attribute) (OptionGreeks attribute) (OptionSpread attribute) (OrderAccepted attribute) (OrderBook attribute) (OrderBookDelta attribute) (OrderBookDeltas attribute) (OrderBookDepth10 attribute) (OrderCanceled attribute) (OrderCancelRejected attribute) (OrderDenied attribute) (OrderEmulated attribute) (OrderExpired attribute) (OrderFilled attribute) (OrderFillVoided attribute) (OrderInitialized attribute) (OrderList attribute) (OrderModifyRejected attribute) (OrderPendingCancel attribute) (OrderPendingUpdate attribute) (OrderRejected attribute) (OrderReleased attribute) (OrderStatusReport attribute) (OrderSubmitted attribute) (OrderTriggered attribute) (OrderUpdated attribute) (OwnBookOrder attribute) (PerpetualContract attribute) (PolymarketRtdsCryptoPrice attribute) (PolymarketRtdsEquityPrice attribute) (Pool attribute) (PoolFeeCollect attribute) (PoolFeeProtocolCollect attribute) (PoolFeeProtocolUpdate attribute) (PoolFlash attribute) (PoolLiquidityUpdate attribute) (PoolSwap attribute) (PortfolioGreeks attribute) (PortfolioSnapshot attribute) (Position attribute) (PositionAdjusted attribute) (PositionChanged attribute) (PositionClosed attribute) (PositionOpened attribute) (PositionStatusReport attribute) (QueueStateChanged attribute) (QuoteTick attribute) (ReconnectSocket attribute) (RustTestCustomData attribute) (RustTestParamsCustomData attribute) (RustTestPriceMapCustomData attribute) (RustTestTypedMapCustomData attribute) (Signal attribute) (SocketStateChanged attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (SyntheticInstrument attribute) (TimeEvent attribute) (TokenizedAsset attribute) (TradeTick attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) ts_last (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (OrderBook attribute) (OrderStatusReport attribute) (OwnBookOrder attribute) (OwnOrderBook attribute) (Position attribute) (PositionStatusReport attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) ts_opened (Position attribute) (PositionChanged attribute) (PositionClosed attribute) ts_recv (DatabentoImbalance attribute) (DatabentoStatistics attribute) ts_ref (DatabentoStatistics attribute) ts_submitted (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) ts_triggered (LimitIfTouchedOrder attribute) (MarketIfTouchedOrder attribute) (OrderStatusReport attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) turnover24h (BybitTickerData attribute) twap_id (HyperliquidTwapHistory attribute) (HyperliquidTwapSliceFill attribute) TwoTierFillModel (class in nautilus_trader.execution) type_name (BettingInstrument attribute) (BinaryOption attribute) (Cfd attribute) (Commodity attribute) (CryptoFuture attribute) (CryptoFuturesSpread attribute) (CryptoOption attribute) (CryptoOptionSpread attribute) (CryptoPerpetual attribute) (CurrencyPair attribute) (DataType attribute) (Equity attribute) (FuturesContract attribute) (FuturesSpread attribute) (IndexInstrument attribute) (OptionContract attribute) (OptionSpread attribute) (PerpetualContract attribute) (PluginConfig attribute), [1] (TokenizedAsset attribute) types_filter (MessageBusConfig attribute), [1] U UlcerIndex (class in nautilus_trader.analysis) UNCROSSING_PRICE (DatabentoStatisticType attribute) UNDERLINE (LogFormat attribute) underlying (CryptoFuture attribute) (CryptoFuturesSpread attribute) (CryptoOption attribute) (CryptoOptionSpread attribute) (FuturesContract attribute) (FuturesSpread attribute) (OptionContract attribute) (OptionSeriesId attribute) (OptionSpread attribute) (PerpetualContract attribute) underlying_index (DeribitBookSummary attribute) (ForwardPrice attribute) underlying_price (DeribitBookSummary attribute) (GreeksData attribute) (OptionGreeks attribute) UNICHAIN (Blockchain attribute) UNICHAIN_SEPOLIA (Blockchain attribute) UNISWAP_V2 (DexType attribute) UNISWAP_V3 (DexType attribute) UNISWAP_V4 (DexType attribute) unix_nanos_to_dt() (in module nautilus_trader.core.datetime) unix_nanos_to_iso8601() (in module nautilus_trader.core) (in module nautilus_trader.core.datetime) UNKNOWN (BinanceMarginType attribute) Unknown (BinancePositionSide attribute) UNKNOWN (ContainerStatus attribute) unpriced_instruments (PortfolioSnapshot attribute) unrealized_pnl (PositionChanged attribute) (PositionClosed attribute) unrealized_pnl() (BetPosition method) (Portfolio method) (Position method) unrealized_pnls (PortfolioSnapshot attribute) unrealized_pnls() (Portfolio method) UNSPECIFIED (OmsType attribute) unsubscribe() (MessageBus method) (StreamingFeatherWriter method) unsubscribe_bars() (DataActor method) (Strategy method) unsubscribe_blocks() (DataActor method) unsubscribe_book_at_interval() (DataActor method) (Strategy method) unsubscribe_book_deltas() (DataActor method) (Strategy method) unsubscribe_book_depth10() (DataActor method) (Strategy method) unsubscribe_data() (DataActor method) (Strategy method) unsubscribe_funding_rates() (DataActor method) (Strategy method) unsubscribe_index_prices() (DataActor method) (Strategy method) unsubscribe_instrument() (DataActor method) (Strategy method) unsubscribe_instrument_close() (DataActor method) (Strategy method) unsubscribe_instrument_status() (DataActor method) (Strategy method) unsubscribe_instruments() (DataActor method) (Strategy method) unsubscribe_mark_prices() (DataActor method) (Strategy method) unsubscribe_option_chain() (DataActor method) (Strategy method) unsubscribe_option_greeks() (DataActor method) (Strategy method) unsubscribe_pool() (DataActor method) unsubscribe_pool_fee_collects() (DataActor method) unsubscribe_pool_flash_events() (DataActor method) unsubscribe_pool_liquidity_updates() (DataActor method) unsubscribe_pool_swaps() (DataActor method) unsubscribe_queue_state() (DataActor method) (ExecutionAlgorithm method) (Strategy method) unsubscribe_quotes() (DataActor method) (Strategy method) unsubscribe_signal() (DataActor method) (ExecutionAlgorithm method) (Strategy method) unsubscribe_socket_state() (DataActor method) (ExecutionAlgorithm method) (Strategy method) unsubscribe_trades() (DataActor method) (Strategy method) UpCaptureRatio (class in nautilus_trader.analysis) UPDATE (BookAction attribute) update() (BookImbalanceRatio method) (OrderBook method) (OwnOrderBook method) update_action (DatabentoStatistics attribute) update_book_with_quote_tick() (in module nautilus_trader.model) update_book_with_trade_tick() (in module nautilus_trader.model) update_count (OrderBook attribute) (OwnOrderBook attribute) update_initial_margin() (MarginAccount method) update_instrument() (PositionSizer method) update_instruments_interval_mins (AxDataClientConfig attribute) (BitmexDataClientConfig attribute) (BybitDataClientConfig attribute) (DeribitDataClientConfig attribute) (HyperliquidDataClientConfig attribute) (OKXDataClientConfig attribute) (PolymarketDataClientConfig attribute) update_maintenance_margin() (MarginAccount method) update_raw() (AdaptiveMovingAverage method) (ArcherMovingAveragesTrends method) (AroonOscillator method) (AverageTrueRange method) (Bias method) (BollingerBands method) (ChandeMomentumOscillator method) (CommodityChannelIndex method) (DirectionalMovement method) (DonchianChannel method) (DoubleExponentialMovingAverage method) (EfficiencyRatio method) (ExponentialMovingAverage method) (FuzzyCandlesticks method) (HullMovingAverage method) (IchimokuCloud method) (KeltnerChannel method) (KeltnerPosition method) (KlingerVolumeOscillator method) (LinearRegression method) (MovingAverageConvergenceDivergence method) (OnBalanceVolume method) (Pressure method) (PsychologicalLine method) (RateOfChange method) (RelativeStrengthIndex method) (RelativeVolatilityIndex method) (SimpleMovingAverage method) (Stochastics method) (Swings method) (VariableIndexDynamicAverage method) (VerticalHorizontalFilter method) (VolatilityRatio method) (VolumeWeightedAveragePrice method) (WeightedMovingAverage method) (WilderMovingAverage method) update_synthetic() (DataActor method) (Strategy method) upper (BollingerBands attribute) (DonchianChannel attribute) (KeltnerChannel attribute) UPPER_PRICE_LIMIT (DatabentoStatisticType attribute) upper_wick_size (FuzzyCandle attribute) us (BinanceDataClientConfig attribute) (BinanceExecClientConfig attribute) USD_M (BinanceProductType attribute) USDC (DeribitCurrency attribute) USDT (DeribitCurrency attribute) use_exchange_as_venue (DatabentoLiveClientConfig attribute) use_gamma_markets (PolymarketInstrumentProviderConfig attribute) use_gtd (BinanceExecClientConfig attribute) use_hyphens_in_client_order_ids (StrategyConfig attribute), [1] use_instance_id (CacheConfig attribute), [1] (MessageBusConfig attribute), [1] use_log (RateOfChange attribute) use_mark_prices (PortfolioConfig attribute), [1] use_mark_xrates (PortfolioConfig attribute), [1] use_market_order_acks (BacktestVenueConfig attribute), [1] use_market_version (BetfairExecConfig attribute) use_position_ids (BacktestVenueConfig attribute), [1] (BinanceExecClientConfig attribute) (SandboxExecutionClientConfig attribute) use_previous (KeltnerChannel attribute) (KeltnerPosition attribute) (VolatilityRatio attribute) use_random_ids (BacktestVenueConfig attribute), [1] (SandboxExecutionClientConfig attribute) use_reduce_only (BacktestVenueConfig attribute), [1] (SandboxExecutionClientConfig attribute) use_regular_trading_hours (InteractiveBrokersDataClientConfig attribute) use_spot_position_reports (BybitExecClientConfig attribute) (KrakenExecClientConfig attribute) use_trade_lite (BinanceExecClientConfig attribute) use_trader_id (MessageBusConfig attribute), [1] use_trader_prefix (CacheConfig attribute), [1] (MessageBusConfig attribute), [1] use_uuid_client_order_ids (StrategyConfig attribute), [1] use_ws_trade (KrakenExecClientConfig attribute) use_ws_trading (BinanceExecClientConfig attribute) user (HyperliquidTwapHistory attribute) (HyperliquidTwapSliceFill attribute) username (BetfairDataConfig attribute) (BetfairExecConfig attribute) (DockerizedIBGatewayConfig attribute) utc_now() (Clock method) UUID4 (class in nautilus_trader.core) V validate_data_sequence (DataEngineConfig attribute), [1] (LiveDataEngineConfig attribute), [1] validate_l3_checksum (KrakenDataClientConfig attribute) value (AccountId attribute) (AccountType attribute) (ActorId attribute) (AdaptiveMovingAverage attribute) (AggregationSource attribute) (AggressorSide attribute) (AmmType attribute) (AroonOscillator attribute) (AssetClass attribute) (AverageTrueRange attribute) (AxEnvironment attribute) (AxMarketDataLevel attribute) VALUE (BarAggregation attribute) value (BarAggregation attribute) (BetSide attribute) (Bias attribute) (BitmexEnvironment attribute) (Blockchain attribute) (BookAction attribute) (BookImbalanceRatio attribute) (BookType attribute) (BybitEnvironment attribute) (BybitMarginAction attribute) (BybitPositionIdx attribute) (BybitPositionMode attribute) (BybitProductType attribute) (ChandeMomentumOscillator attribute) (ClientId attribute) (ClientOrderId attribute) (CommodityChannelIndex attribute) (ComponentId attribute) (ContingencyType attribute) (ContinuousFutureAdjustmentType attribute) (CurrencyType attribute) (CustomData attribute) (DatabentoStatisticType attribute) (DatabentoStatisticUpdateAction attribute) (DeribitCurrency attribute) (DeribitEnvironment attribute) (DeribitProductType attribute) (DeribitUpdateInterval attribute) (DoubleExponentialMovingAverage attribute) (DydxNetwork attribute) (EfficiencyRatio attribute) (Environment attribute) (ExecAlgorithmId attribute) (ExponentialMovingAverage attribute) (ForexSession attribute) (FuzzyCandlesticks attribute) (GreeksConvention attribute) (HullMovingAverage attribute) (HyperliquidEnvironment attribute) (HyperliquidProductType attribute) (IndexPriceUpdate attribute) (InstrumentClass attribute) (InstrumentCloseType attribute) (InstrumentId attribute) (KeltnerPosition attribute) (KlingerVolumeOscillator attribute) (LinearRegression attribute) (LiquiditySide attribute) (LogColor attribute) (LogLevel attribute) (MarketStatus attribute) (MarketStatusAction attribute) (MarkPriceUpdate attribute) (MovingAverageConvergenceDivergence attribute) (OKXEnvironment attribute) (OmsType attribute) (OnBalanceVolume attribute) (OptionKind attribute) (OptionSeriesId attribute) (OrderListId attribute) (OrderSide attribute) (OrderStatus attribute) (OrderType attribute) (OtoTriggerMode attribute) (PolymarketRtdsCryptoPrice attribute) (PolymarketRtdsEquityPrice attribute) (PoolLiquidityUpdateType attribute) (PositionAdjustmentType attribute) (PositionId attribute) (PositionSide attribute) (Pressure attribute) (PriceType attribute) (PsychologicalLine attribute) (RateOfChange attribute) (RecordFlag attribute) (RelativeStrengthIndex attribute) (RelativeVolatilityIndex attribute) (RustTestCustomData attribute) (Signal attribute) (SimpleMovingAverage attribute) (StrategyId attribute) (Symbol attribute) (TimeInForce attribute) (TradeId attribute) (TraderId attribute) (TradingState attribute) (TrailingOffsetType attribute) (Transaction attribute) (TriggerType attribute) (UUID4 attribute) (VariableIndexDynamicAverage attribute) (Venue attribute) (VenueOrderId attribute) (VerticalHorizontalFilter attribute) (VolatilityRatio attribute) (VolumeWeightedAveragePrice attribute) (WeightedMovingAverage attribute) (WilderMovingAverage attribute) value_cumulative (Pressure attribute) value_d (Stochastics attribute) value_floor (VolatilityRatio attribute) VALUE_IMBALANCE (BarAggregation attribute) value_k (Stochastics attribute) VALUE_RUNS (BarAggregation attribute) ValueAtRisk (class in nautilus_trader.analysis) VariableIndexDynamicAverage (class in nautilus_trader.indicators) variants() (AccountType class method) (AggregationSource class method) (AggressorSide class method) (AmmType class method) (AssetClass class method) (BarAggregation class method) (BetSide class method) (BitmexEnvironment class method) (Blockchain class method) (BookAction class method) (BookType class method) (BybitEnvironment static method) (BybitMarginAction static method) (BybitPositionIdx static method) (BybitPositionMode static method) (BybitProductType static method) (ContingencyType class method) (ContinuousFutureAdjustmentType class method) (CurrencyType class method) (DeribitCurrency static method) (DeribitEnvironment class method) (DeribitProductType static method) (DeribitUpdateInterval static method) (DydxNetwork class method) (Environment class method) (ForexSession class method) (GreeksConvention class method) (HyperliquidEnvironment class method) (HyperliquidProductType static method) (InstrumentClass class method) (InstrumentCloseType class method) (LiquiditySide class method) (LogColor class method) (LogLevel class method) (MarketStatus class method) (MarketStatusAction class method) (OKXEnvironment class method) (OmsType class method) (OptionKind class method) (OrderSide class method) (OrderStatus class method) (OrderType class method) (OtoTriggerMode class method) (PoolLiquidityUpdateType class method) (PositionAdjustmentType class method) (PositionSide class method) (PriceType class method) (RecordFlag class method) (TimeInForce class method) (TradingState class method) (TrailingOffsetType class method) (TriggerType class method) vault_address (HyperliquidExecClientConfig attribute) vector (FuzzyCandlesticks attribute) vega (BlackScholesGreeksResult attribute) (GreeksData attribute) (OptionGreeks attribute) (OptionGreekValues attribute) (PortfolioGreeks attribute) Venue (class in nautilus_trader.model) venue (ExecutionMassStatus attribute) (InstrumentId attribute) (LimitOrder attribute) (OptionSeriesId attribute) (Position attribute) (SandboxExecutionClientConfig attribute) (SocketStateChanged attribute) venue_dataset_map (DatabentoLiveClientConfig attribute) venue_order_id (FillReport attribute) (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (OrderAccepted attribute) (OrderCanceled attribute) (OrderCancelRejected attribute) (OrderExpired attribute) (OrderFilled attribute) (OrderFillVoided attribute) (OrderModifyRejected attribute) (OrderPendingCancel attribute) (OrderPendingUpdate attribute) (OrderStatusReport attribute) (OrderTriggered attribute) (OrderUpdated attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) venue_order_id() (Cache method) venue_order_ids (LimitIfTouchedOrder attribute) (LimitOrder attribute) (MarketIfTouchedOrder attribute) (MarketOrder attribute) (MarketToLimitOrder attribute) (StopLimitOrder attribute) (StopMarketOrder attribute) (TrailingStopLimitOrder attribute) (TrailingStopMarketOrder attribute) venue_order_ids() (Position method) venue_position_id (FillReport attribute) (OrderStatusReport attribute) (PositionStatusReport attribute) VenueOrderId (class in nautilus_trader.model) venues (BacktestRunConfig attribute), [1] (RoutingConfig attribute), [1] vertical_spacing (GridLayout attribute) VerticalHorizontalFilter (class in nautilus_trader.indicators) VeryLarge (CandleSize attribute) VerySmall (CandleSize attribute) vip_level (OKXDataClientConfig attribute) vnc_port (DockerizedIBGatewayConfig attribute) VOIDED (OrderStatus attribute) voided_qty (OrderFillVoided attribute) vol (BlackScholesGreeksResult attribute) (GreeksData attribute) VOLATILITY (DatabentoStatisticType attribute) volatility (DeribitVolatilityIndex attribute) VolatilityRatio (class in nautilus_trader.indicators) volume (Bar attribute) VOLUME (BarAggregation attribute) volume (BinanceBar attribute) (BinanceFuturesTicker attribute) (BinanceSpotTicker attribute) (DeribitBookSummary attribute) volume24h (BybitTickerData attribute) volume_btc (DeribitBookSummary attribute) VOLUME_IMBALANCE (BarAggregation attribute) volume_notional (DeribitBookSummary attribute) VOLUME_RUNS (BarAggregation attribute) volume_usd (DeribitBookSummary attribute) VolumeSensitiveFillModel (class in nautilus_trader.execution) VolumeWeightedAveragePrice (class in nautilus_trader.indicators) vpin_threshold (HurstVpinDirectionalConfig attribute) vpin_window (HurstVpinDirectionalConfig attribute) VWAP (DatabentoStatisticType attribute) W WALLET (AccountType attribute) wallet_account_from_account_events() (in module nautilus_trader.model) wallet_address (DydxExecClientConfig attribute) WalletAccount (class in nautilus_trader.model) WARNING (LogLevel attribute) warning() (Logger method) WARRANT (InstrumentClass attribute) WEEK (BarAggregation attribute) weighted_avg_price (BinanceFuturesTicker attribute) (BinanceSpotTicker attribute) WEIGHTED_POOL (AmmType attribute) WeightedMovingAverage (class in nautilus_trader.indicators) weights (WeightedMovingAverage attribute) Wilder (MovingAverageType attribute) WilderMovingAverage (class in nautilus_trader.indicators) WinRate (class in nautilus_trader.analysis) with_cache_config() (LiveNodeBuilder method) with_cache_database_factory() (LiveNodeBuilder method) with_controller() (LiveNodeBuilder method) with_data_engine_config() (LiveNodeBuilder method) with_delay_post_stop_secs() (LiveNodeBuilder method) with_delay_shutdown_secs() (LiveNodeBuilder method) with_exec_engine_config() (LiveNodeBuilder method) with_external_msgbus_factory() (LiveNodeBuilder method) with_instance_id() (LiveNodeBuilder method) with_load_state() (LiveNodeBuilder method) with_logging() (LiveNodeBuilder method) with_msgbus_config() (LiveNodeBuilder method) with_portfolio_config() (LiveNodeBuilder method) with_reconciliation() (LiveNodeBuilder method) with_reconciliation_lookback_mins() (LiveNodeBuilder method) with_risk_engine_config() (LiveNodeBuilder method) with_save_state() (LiveNodeBuilder method) with_timeout_connection() (LiveNodeBuilder method) with_timeout_disconnection_secs() (LiveNodeBuilder method) with_timeout_portfolio() (LiveNodeBuilder method) with_timeout_reconciliation() (LiveNodeBuilder method) within_tolerance() (SizeForImpactResult method) would_reduce_only() (LimitIfTouchedOrder method) (LimitOrder method) (MarketIfTouchedOrder method) (MarketOrder method) (MarketToLimitOrder method) (StopLimitOrder method) (StopMarketOrder method) (TrailingStopLimitOrder method) (TrailingStopMarketOrder method) write() (StreamingFeatherWriter method) write_bars() (ParquetDataCatalog method) write_custom_data() (ParquetDataCatalog method) write_index_price_updates() (ParquetDataCatalog method) write_instruments() (ParquetDataCatalog method) write_mark_price_updates() (ParquetDataCatalog method) write_option_greeks() (ParquetDataCatalog method) write_order_book_deltas() (ParquetDataCatalog method) write_order_book_depths() (ParquetDataCatalog method) write_quote_ticks() (ParquetDataCatalog method) write_trade_ticks() (ParquetDataCatalog method) ws_idle_timeout_ms (KrakenDataClientConfig attribute) ws_l3_url (KrakenDataClientConfig attribute) ws_max_subscriptions (PolymarketDataClientConfig attribute) ws_post_timeout_secs (HyperliquidExecClientConfig attribute) ws_private_url (KrakenDataClientConfig attribute) ws_public_url (KrakenDataClientConfig attribute) ws_request_timeout_secs (KrakenExecClientConfig attribute) ws_timeout_secs (HyperliquidDataClientConfig attribute) (PolymarketDataClientConfig attribute) ws_trading_setup_timeout_ms (BinanceExecClientConfig attribute) ws_url (KrakenExecClientConfig attribute) X XDC (Blockchain attribute) XDC_TESTNET (Blockchain attribute) Y YEAR (BarAggregation attribute) YELLOW (LogColor attribute) Z Z_KSYNC (Blockchain attribute) zero() (Money static method) (Price static method) (Quantity static method) zero_for_one (SizeForImpactResult attribute) zero_for_one() (SwapQuote method) ZETA (Blockchain attribute) ZIRCUIT (Blockchain attribute) ZORA (Blockchain attribute)