Trade prediction markets with NautilusTrader

Prediction markets let traders take positions on the outcome of real-world events, from elections and macro data to sports and crypto. Each market is a binary, yes-or-no proposition: a share pays a fixed amount if the outcome resolves in its favor and nothing otherwise, so the price trades between zero and one as a live probability.

NautilusTrader treats these markets as first-class instruments. Yes/no outcomes are modeled as BinaryOption instruments, matched on venue order books, and traded through the same event-driven engine used for equities, futures, and crypto. The v2 engine is Rust-native and can be built on directly in Rust or through the Python API, so the same strategy runs across backtesting, sandbox, and live execution.

Yes/no markets are live across several venues today: Polymarket's on-chain prediction market, handled by a Rust-native adapter, alongside OKX event contracts and Hyperliquid's HIP-4 binary outcome markets, with a Kalshi adapter planned. Each maps to the same BinaryOptioninstrument, so a strategy written against one venue's markets carries over to the next.

Polymarket outcome tokens, OKX event contracts, and Hyperliquid HIP-4 markets all load as the same BinaryOptioninstrument, each carrying its venue's price and size increments. Because the type is shared, a strategy that trades one venue's yes/no markets runs against another's without changes, and orders, fills, and positions behave consistently across backtest, sandbox, and live. Fixed-payout resolution is handled in the core: when a market settles, the winning side closes at one and the losing side at zero.