--- url: "https://predictiontoolkit.com/tools/nautilustrader/" publisher: "PredictionToolkit" dateModified: "2026-11-03" --- [← Backtesting]() ![NautilusTrader logo]() SDK # NautilusTrader: integrate Polymarket into an event-driven strategy NautilusTrader’s Polymarket adapter brings public feeds and signed execution into its event-driven platform. The Rust implementation exposes Python bindings and models YES and NO outcome tokens as separate BinaryOption instruments. [**4.0**/ 5Editorial rating]() [Editorial assessment]() [Explore the Polymarket adapter]() nautilustrader.io **Pricing:** [See plans and costs ↓]() [Screenshots]() [Explore alternatives]() [Backtesting]() [SDKs & libraries]() +1 more [Strategy builders]() ## Screenshots and interface Product preview1 / 2 Adapter scope and integration guide. ## What is NautilusTrader? The data client translates book deltas, quotes and trades into native Nautilus events. Missing instruments can be loaded through Gamma when subscriptions require them, using condition and outcome-token IDs to preserve identity in research data. Public CLOB feeds and Gamma discovery do not need wallet credentials. Execution adds native EIP-712 signing and account reconciliation. Configure signer, funder, signature type and allowances, then recover order, fill and position state before a strategy starts. The surrounding framework is substantial, and venue-specific order conventions still apply. ### Who it is for - Python or Rust strategy teams. - Researchers moving between replay and live infrastructure. - Developers needing explicit order states. ## Clients and supported operations - **L2 and trade events** Receive book deltas, quote ticks and trade ticks in Nautilus types. - **Runtime instruments** Load needed instruments through Gamma at subscription time. - **Native signing** Create EIP-712 order signatures in Rust. - **Execution and cancellation** Submit limits and marketable orders, cancel orders and batch independent limits. - **Account reconciliation** Recover state from active orders, Data API positions and trade history. - **Resolution handling** Close winning and losing outcome instruments on resolution. - **Wallet configuration** Set the account’s signer, funder and signature type. ## Development workflows ### Build a data strategy Load outcome instruments with a public client and process quotes or books, retaining consistent instrument IDs in stored data. ### Connect execution Configure credentials and allowances, reconcile before activation and track cancellations and final fills in the event pipeline. ## Pricing and total cost The adapter is part of open-source NautilusTrader. Infrastructure, commercial platform services and venue trading charges are separate. ## Installation and configuration 1. Install a supported release and read the Polymarket guide. 2. Configure a data client and outcome IDs; subscribe to a small market set. 3. For execution, set signer, funder, signature type and allowances, then enable reconciliation. [Read NautilusTrader documentation]() ## Useful links - [NautilusTrader Discord community]() - [NautilusTrader Telegram announcements]() ### What to check - Buy and sell market-order amounts use different units. - IOC maps to FAK; GTC and GTD apply to resting limits. - Venue-native stop, trailing, bracket, OCO and iceberg orders are unsupported. - Post-only cannot use market-order time in force. - Order changes use cancellation, without in-place amendment. - Market buys use quote currency; market sells use share quantities. A closer look ## Ratings & reviews Editorial rating **4.0**/ 5 0 user reviews PredictionToolkit editorial ### Our take on NautilusTrader A detailed adapter and explicit order limits suit experienced strategy developers. The larger framework and Polymarket execution conventions create a substantial learning curve. **Assessment criteria:** Task usefulness, documented scope, setup clarity, and access and cost transparency. **Assessment date:** 2026-10-01 **Documentation reviewed:** 2026-10-01 Documentation-based assessment. [How we rate]() ### User reviews 0 The main score switches to user ratings after 5 published reviews. **Be the first to share your experience** A specific example helps the next person choose the right tool. ## Related tools [Browse category]() ![Official @polymarket/client TypeScript quickstart]() ![@polymarket/client logo]()[@polymarket/client]() SDK**4.0**Editorial Build typed Polymarket apps with public reads, resumable scans, real-time topics and separate authenticated actions. - Language TypeScript · JavaScript A smaller official TypeScript client. ![Marketlens Python installation and Strategy quickstart]() ![Marketlens Python SDK logo]()[Marketlens Python SDK]() SDK**4.0**Editorial Compare fast bar experiments with detailed L2 replay, reusing downloaded history between strategy changes. - Language Python Historical data and execution replay. ![Official Polymarket CLOB price and book documentation]() ![Polymarket CLOB API logo]()[Polymarket CLOB API]() Data API**4.0**Editorial Read outcome prices and depth, then handle authenticated orders through a separate signing boundary. - Access API Underlying market and execution API. ## Frequently asked questions about NautilusTrader ### Can I read data without credentials? Public CLOB feeds and Gamma discovery do not require a wallet. ### Is Python supported? The Rust adapter exposes Python bindings. ### Are stops venue-native? The documented adapter does not offer venue-native stop or trailing orders. ### How are outcomes identified? Each BinaryOption uses its condition ID and outcome token ID. In this profile