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InstrumentFilter

nautilus_polymarket::filters

Trait InstrumentFilter 

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pub trait InstrumentFilter:
    Debug
    + Send
    + Sync {
    // Provided methods
    fn market_slugs(&self) -> Option<Vec<String>> { ... }
    fn event_slugs(&self) -> Option<Vec<String>> { ... }
    fn query_params(&self) -> Option<GetGammaMarketsParams> { ... }
    fn event_queries(&self) -> Option<Vec<(String, GetGammaMarketsParams)>> { ... }
    fn event_params(&self) -> Option<GetGammaEventsParams> { ... }
    fn search_params(&self) -> Option<GetSearchParams> { ... }
    fn accept(&self, instrument: &InstrumentAny) -> bool { ... }
    fn accept_new_market(&self, new_market: &PolymarketNewMarket) -> bool { ... }
}
Expand description

Declarative filter for controlling which instruments are loaded.

All three methods default to None. At least one must return Some for the filter to be useful. Methods are called on each load_all() cycle, enabling dynamic re-evaluation (e.g., time-based slug generation).

Provided Methods§

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fn market_slugs(&self) -> Option<Vec<String>>

Market slugs for concurrent per-slug fetching via GET /markets?slug=.

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fn event_slugs(&self) -> Option<Vec<String>>

Event slugs for fetching event containers via GET /events?slug=. Each event returns multiple markets.

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fn query_params(&self) -> Option<GetGammaMarketsParams>

Gamma API query params for bulk filtered fetching.

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fn event_queries(&self) -> Option<Vec<(String, GetGammaMarketsParams)>>

Event queries with client-side sorting and limiting of embedded markets.

Only order, ascending, and max_markets are supported. Other parameters and unsupported order fields cause an error when loading. See PolymarketGammaHttpClient::request_instruments_by_event_query.

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fn event_params(&self) -> Option<GetGammaEventsParams>

Gamma events API query params for fetching events with full filtering.

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fn search_params(&self) -> Option<GetSearchParams>

Public search API params for text-based instrument discovery.

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fn accept(&self, instrument: &InstrumentAny) -> bool

Post-fetch predicate: only instruments where this returns true are kept. Default accepts all instruments. Override to refine results after fetching.

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fn accept_new_market(&self, new_market: &PolymarketNewMarket) -> bool

Pre-fetch gate for new market WS events: returns true if the market should proceed to Gamma HTTP fetch. Used when this filter is set as the dedicated new_market_filter in the data client config. Default accepts all new markets.

Dyn Compatibility§

This trait is dyn compatible.

In older versions of Rust, dyn compatibility was called "object safety".

Implementors§