Production-grade Rust-native trading engine with deterministic event-driven architecture
18985 matches across 18 categories. Click a row to expand file-level details.
| Severity | File | Line | Snippet |
|---|---|---|---|
| MEDIUM | Cargo.toml | 379 | # ----------------------------------------------------------------------------- |
| MEDIUM | Cargo.toml | 381 | # ----------------------------------------------------------------------------- |
| MEDIUM | Cargo.toml | 386 | # ----------------------------------------------------------------------------- |
| MEDIUM | Cargo.toml | 388 | # ----------------------------------------------------------------------------- |
| MEDIUM | Cargo.toml | 486 | # ----------------------------------------------------------------------------- |
| MEDIUM | Cargo.toml | 488 | # ----------------------------------------------------------------------------- |
| MEDIUM | Cargo.toml | 493 | # ----------------------------------------------------------------------------- |
| MEDIUM | Cargo.toml | 503 | # ----------------------------------------------------------------------------- |
| MEDIUM | Cargo.toml | 505 | # ----------------------------------------------------------------------------- |
| MEDIUM | Cargo.toml | 516 | # ----------------------------------------------------------------------------- |
| MEDIUM | Cargo.toml | 526 | # ----------------------------------------------------------------------------- |
| MEDIUM | Cargo.toml | 528 | # ----------------------------------------------------------------------------- |
| MEDIUM | Cargo.toml | 537 | # ----------------------------------------------------------------------------- |
| MEDIUM | Cargo.toml | 94 | # ----------------------------------------------------------------------------- |
| MEDIUM | Cargo.toml | 98 | # ----------------------------------------------------------------------------- |
| MEDIUM | Cargo.toml | 117 | # ----------------------------------------------------------------------------- |
| MEDIUM | Cargo.toml | 122 | # ----------------------------------------------------------------------------- |
| MEDIUM | Cargo.toml | 316 | # ----------------------------------------------------------------------------- |
| MEDIUM | Cargo.toml | 318 | # ----------------------------------------------------------------------------- |
| MEDIUM | Cargo.toml | 359 | # ----------------------------------------------------------------------------- |
| MEDIUM | Cargo.toml | 361 | # ----------------------------------------------------------------------------- |
| MEDIUM | Cargo.toml | 405 | # ----------------------------------------------------------------------------- |
| MEDIUM | Cargo.toml | 407 | # ----------------------------------------------------------------------------- |
| MEDIUM | deny.toml | 4 | # ============================================================================= |
| MEDIUM | deny.toml | 6 | # ============================================================================= |
| MEDIUM | deny.toml | 14 | # ============================================================================= |
| MEDIUM | deny.toml | 16 | # ============================================================================= |
| MEDIUM | deny.toml | 54 | # ============================================================================= |
| MEDIUM | deny.toml | 56 | # ============================================================================= |
| MEDIUM | deny.toml | 105 | # ============================================================================= |
| MEDIUM | deny.toml | 107 | # ============================================================================= |
| MEDIUM | deny.toml | 242 | # ============================================================================= |
| MEDIUM | deny.toml | 244 | # ============================================================================= |
| MEDIUM | osv-scanner.toml | 4 | # ============================================================================= |
| MEDIUM | osv-scanner.toml | 6 | # ============================================================================= |
| MEDIUM | nautilus_trader/__init__.py | 1 | # ------------------------------------------------------------------------------------------------- |
| MEDIUM | nautilus_trader/__init__.py | 14 | # ------------------------------------------------------------------------------------------------- |
| MEDIUM | nautilus_trader/accounting/error.py | 1 | # ------------------------------------------------------------------------------------------------- |
| MEDIUM | nautilus_trader/accounting/error.py | 14 | # ------------------------------------------------------------------------------------------------- |
| MEDIUM | nautilus_trader/accounting/__init__.py | 1 | # ------------------------------------------------------------------------------------------------- |
| MEDIUM | nautilus_trader/accounting/__init__.py | 14 | # ------------------------------------------------------------------------------------------------- |
| MEDIUM | nautilus_trader/accounting/accounts/__init__.py | 1 | # ------------------------------------------------------------------------------------------------- |
| MEDIUM | nautilus_trader/accounting/accounts/__init__.py | 14 | # ------------------------------------------------------------------------------------------------- |
| MEDIUM | nautilus_trader/core/__init__.py | 1 | # ------------------------------------------------------------------------------------------------- |
| MEDIUM | nautilus_trader/core/__init__.py | 14 | # ------------------------------------------------------------------------------------------------- |
| MEDIUM | nautilus_trader/core/inspect.py | 1 | # ------------------------------------------------------------------------------------------------- |
| MEDIUM | nautilus_trader/core/inspect.py | 14 | # ------------------------------------------------------------------------------------------------- |
| MEDIUM | nautilus_trader/analysis/themes.py | 1 | # ------------------------------------------------------------------------------------------------- |
| MEDIUM | nautilus_trader/analysis/themes.py | 14 | # ------------------------------------------------------------------------------------------------- |
| MEDIUM | nautilus_trader/analysis/config.py | 1 | # ------------------------------------------------------------------------------------------------- |
| MEDIUM | nautilus_trader/analysis/config.py | 14 | # ------------------------------------------------------------------------------------------------- |
| MEDIUM | nautilus_trader/analysis/reporter.py | 1 | # ------------------------------------------------------------------------------------------------- |
| MEDIUM | nautilus_trader/analysis/reporter.py | 14 | # ------------------------------------------------------------------------------------------------- |
| MEDIUM | nautilus_trader/analysis/analyzer.py | 1 | # ------------------------------------------------------------------------------------------------- |
| MEDIUM | nautilus_trader/analysis/analyzer.py | 14 | # ------------------------------------------------------------------------------------------------- |
| MEDIUM | nautilus_trader/analysis/__init__.py | 1 | # ------------------------------------------------------------------------------------------------- |
| MEDIUM | nautilus_trader/analysis/__init__.py | 14 | # ------------------------------------------------------------------------------------------------- |
| MEDIUM | nautilus_trader/analysis/tearsheet.py | 1 | # ------------------------------------------------------------------------------------------------- |
| MEDIUM | nautilus_trader/analysis/tearsheet.py | 14 | # ------------------------------------------------------------------------------------------------- |
| MEDIUM | nautilus_trader/analysis/statistic.py | 1 | # ------------------------------------------------------------------------------------------------- |
| 2615 more matches not shown… | |||
| Severity | File | Line | Snippet |
|---|---|---|---|
| LOW | build.py | 355 | def _copy_build_dir_to_project(cmd: build_ext) -> None: |
| LOW | build.py | 371 | def _copy_rust_dylibs_to_project() -> None: |
| LOW | build.py | 434 | def _ensure_windows_python_import_lib() -> None: |
| LOW | build.py | 516 | def show_rustanalyzer_settings() -> None: |
| LOW | build.py | 549 | def _ensure_local_editable_pth() -> None: |
| LOW | nautilus_trader/analysis/reporter.py | 54 | def generate_order_fills_report(orders: list[Order]) -> pd.DataFrame: |
| LOW | nautilus_trader/analysis/reporter.py | 118 | def generate_positions_report( |
| LOW | nautilus_trader/analysis/analyzer.py | 403 | def get_performance_stats_pnls( |
| LOW | nautilus_trader/analysis/analyzer.py | 450 | def get_performance_stats_returns(self) -> dict[str, Any]: |
| LOW | nautilus_trader/analysis/analyzer.py | 464 | def get_performance_stats_position_returns(self) -> dict[str, Any]: |
| LOW | nautilus_trader/analysis/analyzer.py | 475 | def get_performance_stats_portfolio_returns(self) -> dict[str, Any]: |
| LOW | nautilus_trader/analysis/analyzer.py | 486 | def get_performance_stats_general(self) -> dict[str, Any]: |
| LOW | nautilus_trader/analysis/analyzer.py | 541 | def get_stats_returns_formatted(self) -> list[str]: |
| LOW | nautilus_trader/analysis/analyzer.py | 553 | def get_stats_position_returns_formatted(self) -> list[str]: |
| LOW | nautilus_trader/analysis/analyzer.py | 565 | def get_stats_portfolio_returns_formatted(self) -> list[str]: |
| LOW | nautilus_trader/analysis/analyzer.py | 577 | def get_stats_general_formatted(self) -> list[str]: |
| LOW | nautilus_trader/analysis/analyzer.py | 599 | def _calculate_portfolio_returns(self, account: Account) -> pd.Series: |
| LOW | nautilus_trader/analysis/tearsheet.py | 431 | def _resolve_tearsheet_returns( |
| LOW | nautilus_trader/analysis/tearsheet.py | 462 | def _calculate_account_returns( |
| LOW | nautilus_trader/analysis/tearsheet.py | 523 | def _extract_account_balance_series( |
| LOW | nautilus_trader/analysis/tearsheet.py | 552 | def _calculate_daily_balance_returns(total_balance: pd.Series) -> pd.Series | None: |
| LOW | nautilus_trader/analysis/tearsheet.py | 570 | def create_tearsheet_from_stats( |
| LOW | nautilus_trader/analysis/tearsheet.py | 858 | def create_monthly_returns_heatmap( |
| LOW | nautilus_trader/analysis/tearsheet.py | 956 | def create_returns_distribution( |
| LOW | nautilus_trader/analysis/tearsheet.py | 2069 | def _register_tearsheet_chart( |
| LOW | nautilus_trader/analysis/statistic.py | 82 | def calculate_from_realized_pnls(self, realized_pnls: pd.Series) -> Any | None: |
| LOW | nautilus_trader/analysis/statistic.py | 136 | def _downsample_to_daily_bins(self, returns: pd.Series) -> pd.Series: |
| LOW | nautilus_trader/serialization/arrow/serializer.py | 137 | def _unpack_container_objects(data_cls: type, data: list[Any]) -> list[Data]: |
| LOW | nautilus_trader/serialization/arrow/serializer.py | 144 | def rust_defined_to_record_batch( # noqa: C901 (too complex) |
| LOW | nautilus_trader/serialization/arrow/serializer.py | 414 | def register_rust_custom_serializer( |
| LOW | nautilus_trader/serialization/arrow/serializer.py | 544 | def _instrument_status_encoder(data: list) -> pa.RecordBatch: |
| LOW | nautilus_trader/serialization/arrow/serializer.py | 553 | def _instrument_status_decoder(table) -> list: |
| LOW | nautilus_trader/test_kit/functions.py | 49 | def ensure_all_tasks_completed() -> None: |
| LOW | nautilus_trader/test_kit/providers.py | 488 | def onethousandrats_perp_binance() -> CryptoPerpetual: |
| LOW | nautilus_trader/test_kit/providers.py | 891 | def crypto_futures_spread_inverse() -> CryptoFuturesSpread: |
| LOW | nautilus_trader/test_kit/providers.py | 920 | def crypto_option_spread_inverse() -> CryptoOptionSpread: |
| LOW | nautilus_trader/test_kit/providers.py | 979 | def first_friday_two_years_six_months_ago(year: int, month: int) -> dt.date: |
| LOW | nautilus_trader/test_kit/providers.py | 1143 | def generate_time_series_index( |
| LOW | nautilus_trader/test_kit/providers.py | 1293 | def get_test_data_large_checksums_filepath() -> Path: |
| LOW | nautilus_trader/test_kit/providers.py | 1325 | def ensure_data_exists_tardis_huobi_quotes() -> Path: |
| LOW | nautilus_trader/test_kit/providers.py | 1332 | def ensure_data_exists_tardis_bitmex_trades() -> Path: |
| LOW | nautilus_trader/test_kit/strategies/tester_exec.py | 730 | def maintain_stop_sell_orders( |
| LOW | nautilus_trader/test_kit/rust/instruments_pyo3.py | 557 | def perpetual_contract_eurusd() -> PerpetualContract: |
| LOW | nautilus_trader/test_kit/rust/events_pyo3.py | 84 | def cash_account_state_million_usd() -> AccountState: |
| LOW | nautilus_trader/test_kit/rust/events_pyo3.py | 129 | def cash_account_state_multi_changed_btc() -> AccountState: |
| LOW | nautilus_trader/test_kit/rust/events_pyo3.py | 172 | def order_denied_max_submit_rate() -> OrderDenied: |
| LOW | nautilus_trader/test_kit/rust/events_pyo3.py | 185 | def order_rejected_insufficient_margin() -> OrderRejected: |
| LOW | nautilus_trader/backtest/node.py | 839 | def get_price_protection_points(config: BacktestVenueConfig) -> int | None: |
| LOW | nautilus_trader/adapters/okx/execution.py | 1755 | async def _batch_cancel_regular_orders(self, orders_to_cancel) -> None: |
| LOW | nautilus_trader/adapters/okx/execution.py | 1762 | async def _batch_cancel_http_orders(self, http_cancels) -> None: |
| LOW | nautilus_trader/adapters/okx/execution.py | 1766 | async def _batch_cancel_algo_orders( |
| LOW | nautilus_trader/adapters/okx/execution.py | 2237 | async def _cancel_all_orders_mass_cancel(self, command: CancelAllOrders) -> None: |
| LOW | nautilus_trader/adapters/okx/execution.py | 3059 | def _canonical_client_order_id( |
| LOW | nautilus_trader/adapters/okx/execution.py | 3066 | def _exchange_client_order_id( |
| LOW | nautilus_trader/adapters/okx/execution.py | 3073 | def _register_client_order_aliases( |
| LOW | nautilus_trader/adapters/okx/execution.py | 446 | async def generate_order_status_reports( |
| LOW | nautilus_trader/adapters/okx/execution.py | 513 | async def generate_order_status_report( |
| LOW | nautilus_trader/adapters/okx/execution.py | 627 | async def _fetch_algo_order_status_report( |
| LOW | nautilus_trader/adapters/okx/execution.py | 664 | async def _fetch_algo_order_status_report_by_algo_id( |
| LOW | nautilus_trader/adapters/okx/execution.py | 763 | async def _generate_spot_position_reports_from_wallet( # noqa: C901 (too complex) |
| 8166 more matches not shown… | |||
| Severity | File | Line | Snippet |
|---|---|---|---|
| LOW | Cargo.toml | 501 | # Cargo ignores `panic` for bench profile (harness requires unwind to catch failures) |
| LOW | Cargo.toml | 521 | strip = false |
| LOW | deny.toml | 41 | # bincode 1.3.3 unmaintained, transitive via hypersync-client. Not a vulnerability. |
| LOW | .zizmor.yml | 1 | # Zizmor configuration for GitHub Actions security auditing |
| LOW | nautilus_trader/__init__.py | 1 | # ------------------------------------------------------------------------------------------------- |
| LOW | nautilus_trader/accounting/error.py | 1 | # ------------------------------------------------------------------------------------------------- |
| LOW | nautilus_trader/accounting/__init__.py | 1 | # ------------------------------------------------------------------------------------------------- |
| LOW | nautilus_trader/accounting/accounts/__init__.py | 1 | # ------------------------------------------------------------------------------------------------- |
| LOW | nautilus_trader/core/__init__.py | 1 | # ------------------------------------------------------------------------------------------------- |
| LOW | nautilus_trader/core/inspect.py | 1 | # ------------------------------------------------------------------------------------------------- |
| LOW | nautilus_trader/analysis/themes.py | 1 | # ------------------------------------------------------------------------------------------------- |
| LOW | nautilus_trader/analysis/config.py | 1 | # ------------------------------------------------------------------------------------------------- |
| LOW | nautilus_trader/analysis/reporter.py | 1 | # ------------------------------------------------------------------------------------------------- |
| LOW | nautilus_trader/analysis/analyzer.py | 1 | # ------------------------------------------------------------------------------------------------- |
| LOW | nautilus_trader/analysis/__init__.py | 1 | # ------------------------------------------------------------------------------------------------- |
| LOW | nautilus_trader/analysis/tearsheet.py | 1 | # ------------------------------------------------------------------------------------------------- |
| LOW | nautilus_trader/analysis/statistic.py | 1 | # ------------------------------------------------------------------------------------------------- |
| LOW | nautilus_trader/cache/config.py | 1 | # ------------------------------------------------------------------------------------------------- |
| LOW | nautilus_trader/cache/transformers.py | 1 | # ------------------------------------------------------------------------------------------------- |
| LOW | nautilus_trader/cache/adapter.py | 1 | # ------------------------------------------------------------------------------------------------- |
| LOW | nautilus_trader/cache/__init__.py | 1 | # ------------------------------------------------------------------------------------------------- |
| LOW | nautilus_trader/config/__init__.py | 1 | # ------------------------------------------------------------------------------------------------- |
| LOW | nautilus_trader/indicators/__init__.py | 1 | # ------------------------------------------------------------------------------------------------- |
| LOW | nautilus_trader/serialization/__init__.py | 1 | # ------------------------------------------------------------------------------------------------- |
| LOW | nautilus_trader/serialization/arrow/__init__.py | 1 | # ------------------------------------------------------------------------------------------------- |
| LOW | nautilus_trader/serialization/arrow/serializer.py | 1 | # ------------------------------------------------------------------------------------------------- |
| LOW | nautilus_trader/serialization/arrow/schema.py | 1 | # ------------------------------------------------------------------------------------------------- |
| LOW | …r/serialization/arrow/implementations/account_state.py | 1 | # ------------------------------------------------------------------------------------------------- |
| LOW | …er/serialization/arrow/implementations/order_events.py | 1 | # ------------------------------------------------------------------------------------------------- |
| LOW | …trader/serialization/arrow/implementations/__init__.py | 1 | # ------------------------------------------------------------------------------------------------- |
| LOW | …der/serialization/arrow/implementations/instruments.py | 1 | # ------------------------------------------------------------------------------------------------- |
| LOW | …ialization/arrow/implementations/component_commands.py | 1 | # ------------------------------------------------------------------------------------------------- |
| LOW | …alization/arrow/implementations/funding_rate_update.py | 1 | # ------------------------------------------------------------------------------------------------- |
| LOW | …erialization/arrow/implementations/component_events.py | 1 | # ------------------------------------------------------------------------------------------------- |
| LOW | …serialization/arrow/implementations/position_events.py | 1 | # ------------------------------------------------------------------------------------------------- |
| LOW | nautilus_trader/test_kit/functions.py | 1 | # ------------------------------------------------------------------------------------------------- |
| LOW | nautilus_trader/test_kit/__init__.py | 1 | # ------------------------------------------------------------------------------------------------- |
| LOW | nautilus_trader/test_kit/debug_helpers.py | 1 | # ------------------------------------------------------------------------------------------------- |
| LOW | nautilus_trader/test_kit/providers.py | 1 | # ------------------------------------------------------------------------------------------------- |
| LOW | nautilus_trader/test_kit/strategies/__init__.py | 1 | # ------------------------------------------------------------------------------------------------- |
| LOW | nautilus_trader/test_kit/strategies/tester_data.py | 1 | # ------------------------------------------------------------------------------------------------- |
| LOW | nautilus_trader/test_kit/strategies/tester_exec.py | 1 | # ------------------------------------------------------------------------------------------------- |
| LOW | nautilus_trader/test_kit/rust/accounting_pyo3.py | 1 | # ------------------------------------------------------------------------------------------------- |
| LOW | nautilus_trader/test_kit/rust/instruments_pyo3.py | 1 | # ------------------------------------------------------------------------------------------------- |
| LOW | nautilus_trader/test_kit/rust/identifiers_pyo3.py | 1 | # ------------------------------------------------------------------------------------------------- |
| LOW | nautilus_trader/test_kit/rust/__init__.py | 1 | # ------------------------------------------------------------------------------------------------- |
| LOW | nautilus_trader/test_kit/rust/types_pyo3.py | 1 | # ------------------------------------------------------------------------------------------------- |
| LOW | nautilus_trader/test_kit/rust/data_pyo3.py | 1 | # ------------------------------------------------------------------------------------------------- |
| LOW | nautilus_trader/test_kit/rust/orders_pyo3.py | 1 | # ------------------------------------------------------------------------------------------------- |
| LOW | nautilus_trader/test_kit/rust/events_pyo3.py | 1 | # ------------------------------------------------------------------------------------------------- |
| LOW | nautilus_trader/backtest/config.py | 1 | # ------------------------------------------------------------------------------------------------- |
| LOW | nautilus_trader/backtest/results.py | 1 | # ------------------------------------------------------------------------------------------------- |
| LOW | nautilus_trader/backtest/results.py | 41 | |
| LOW | nautilus_trader/backtest/results.py | 81 | |
| LOW | nautilus_trader/backtest/__init__.py | 1 | # ------------------------------------------------------------------------------------------------- |
| LOW | nautilus_trader/backtest/node_builder.py | 1 | # ------------------------------------------------------------------------------------------------- |
| LOW | nautilus_trader/backtest/node.py | 1 | # ------------------------------------------------------------------------------------------------- |
| LOW | nautilus_trader/backtest/__main__.py | 1 | # ------------------------------------------------------------------------------------------------- |
| LOW | nautilus_trader/backtest/models/__init__.py | 1 | # ------------------------------------------------------------------------------------------------- |
| LOW | nautilus_trader/adapters/env.py | 1 | # ------------------------------------------------------------------------------------------------- |
| 6097 more matches not shown… | |||
| Severity | File | Line | Snippet |
|---|---|---|---|
| HIGH | nautilus_trader/test_kit/strategies/tester_exec.py | 0 | actions to be performed when the strategy is stopped. |
| HIGH | …ilus_trader/examples/strategies/orderbook_imbalance.py | 0 | actions to be performed when the strategy is stopped. |
| HIGH | nautilus_trader/examples/strategies/ema_cross_twap.py | 0 | actions to be performed when the strategy is stopped. |
| HIGH | …lus_trader/examples/strategies/ema_cross_stop_entry.py | 0 | actions to be performed when the strategy is stopped. |
| HIGH | …utilus_trader/examples/strategies/bb_mean_reversion.py | 0 | actions to be performed when the strategy is stopped. |
| HIGH | …_trader/examples/strategies/ema_cross_trailing_stop.py | 0 | actions to be performed when the strategy is stopped. |
| HIGH | …_trader/examples/strategies/volatility_market_maker.py | 0 | actions to be performed when the strategy is stopped. |
| HIGH | …s_trader/examples/strategies/ema_cross_bracket_algo.py | 0 | actions to be performed when the strategy is stopped. |
| HIGH | nautilus_trader/examples/strategies/market_maker.py | 0 | actions to be performed when the strategy is stopped. |
| HIGH | …utilus_trader/examples/strategies/ema_cross_bracket.py | 0 | actions to be performed when the strategy is stopped. |
| HIGH | nautilus_trader/examples/strategies/ema_cross.py | 0 | actions to be performed when the strategy is stopped. |
| HIGH | …ilus_trader/examples/strategies/ema_cross_long_only.py | 0 | actions to be performed when the strategy is stopped. |
| HIGH | …lus_trader/examples/strategies/ema_cross_hedge_mode.py | 0 | actions to be performed when the strategy is stopped. |
| HIGH | nautilus_trader/examples/strategies/blank.py | 0 | actions to be performed when the strategy is stopped. |
| HIGH | nautilus_trader/adapters/betfair/data_types.py | 0 | unix timestamp (nanoseconds) when the data event occurred. returns ------- int |
| HIGH | nautilus_trader/adapters/betfair/data_types.py | 0 | unix timestamp (nanoseconds) when the data event occurred. returns ------- int |
| HIGH | nautilus_trader/adapters/betfair/data_types.py | 0 | unix timestamp (nanoseconds) when the data event occurred. returns ------- int |
| HIGH | nautilus_trader/adapters/betfair/data_types.py | 0 | unix timestamp (nanoseconds) when the data event occurred. returns ------- int |
| HIGH | nautilus_trader/adapters/betfair/data_types.py | 0 | unix timestamp (nanoseconds) when the data event occurred. returns ------- int |
| HIGH | nautilus_trader/adapters/binance/futures/types.py | 0 | unix timestamp (nanoseconds) when the data event occurred. returns ------- int |
| HIGH | nautilus_trader/adapters/binance/common/types.py | 0 | unix timestamp (nanoseconds) when the data event occurred. returns ------- int |
| HIGH | nautilus_trader/common/signal.py | 0 | unix timestamp (nanoseconds) when the data event occurred. returns ------- int |
| HIGH | docs/concepts/data.md | 0 | unix timestamp (nanoseconds) when the data event occurred. returns ------- int |
| HIGH | nautilus_trader/adapters/betfair/data_types.py | 0 | unix timestamp (nanoseconds) when the object was initialized. returns ------- int |
| HIGH | nautilus_trader/adapters/betfair/data_types.py | 0 | unix timestamp (nanoseconds) when the object was initialized. returns ------- int |
| HIGH | nautilus_trader/adapters/betfair/data_types.py | 0 | unix timestamp (nanoseconds) when the object was initialized. returns ------- int |
| HIGH | nautilus_trader/adapters/betfair/data_types.py | 0 | unix timestamp (nanoseconds) when the object was initialized. returns ------- int |
| HIGH | nautilus_trader/adapters/betfair/data_types.py | 0 | unix timestamp (nanoseconds) when the object was initialized. returns ------- int |
| HIGH | nautilus_trader/adapters/binance/futures/types.py | 0 | unix timestamp (nanoseconds) when the object was initialized. returns ------- int |
| HIGH | nautilus_trader/adapters/binance/common/types.py | 0 | unix timestamp (nanoseconds) when the object was initialized. returns ------- int |
| HIGH | nautilus_trader/common/signal.py | 0 | unix timestamp (nanoseconds) when the object was initialized. returns ------- int |
| HIGH | docs/concepts/data.md | 0 | unix timestamp (nanoseconds) when the object was initialized. returns ------- int |
| HIGH | nautilus_trader/adapters/binance/futures/types.py | 0 | return a dictionary representation of this object. returns ------- dict[str, any] |
| HIGH | nautilus_trader/adapters/binance/common/types.py | 0 | return a dictionary representation of this object. returns ------- dict[str, any] |
| HIGH | nautilus_trader/adapters/binance/common/types.py | 0 | return a dictionary representation of this object. returns ------- dict[str, any] |
| HIGH | nautilus_trader/execution/reports.py | 0 | return a dictionary representation of this object. returns ------- dict[str, any] |
| HIGH | nautilus_trader/execution/reports.py | 0 | return a dictionary representation of this object. returns ------- dict[str, any] |
| HIGH | nautilus_trader/execution/reports.py | 0 | return a dictionary representation of this object. returns ------- dict[str, any] |
| HIGH | nautilus_trader/execution/reports.py | 0 | return a dictionary representation of this object. returns ------- dict[str, any] |
| HIGH | …ilus_trader/examples/strategies/orderbook_imbalance.py | 0 | actions to be performed when the strategy is reset. |
| HIGH | nautilus_trader/examples/strategies/ema_cross_twap.py | 0 | actions to be performed when the strategy is reset. |
| HIGH | …lus_trader/examples/strategies/ema_cross_stop_entry.py | 0 | actions to be performed when the strategy is reset. |
| HIGH | …utilus_trader/examples/strategies/bb_mean_reversion.py | 0 | actions to be performed when the strategy is reset. |
| HIGH | …_trader/examples/strategies/ema_cross_trailing_stop.py | 0 | actions to be performed when the strategy is reset. |
| HIGH | …_trader/examples/strategies/volatility_market_maker.py | 0 | actions to be performed when the strategy is reset. |
| HIGH | …s_trader/examples/strategies/ema_cross_bracket_algo.py | 0 | actions to be performed when the strategy is reset. |
| HIGH | …utilus_trader/examples/strategies/grid_market_maker.py | 0 | actions to be performed when the strategy is reset. |
| HIGH | …utilus_trader/examples/strategies/ema_cross_bracket.py | 0 | actions to be performed when the strategy is reset. |
| HIGH | nautilus_trader/examples/strategies/ema_cross.py | 0 | actions to be performed when the strategy is reset. |
| HIGH | …ilus_trader/examples/strategies/ema_cross_long_only.py | 0 | actions to be performed when the strategy is reset. |
| HIGH | …lus_trader/examples/strategies/ema_cross_hedge_mode.py | 0 | actions to be performed when the strategy is reset. |
| HIGH | nautilus_trader/examples/strategies/blank.py | 0 | actions to be performed when the strategy is reset. |
| HIGH | nautilus_trader/examples/strategies/ema_cross_twap.py | 0 | actions to be performed when the strategy is running and receives an instrument. parameters ---------- instrument : inst |
| HIGH | …lus_trader/examples/strategies/ema_cross_stop_entry.py | 0 | actions to be performed when the strategy is running and receives an instrument. parameters ---------- instrument : inst |
| HIGH | …_trader/examples/strategies/ema_cross_trailing_stop.py | 0 | actions to be performed when the strategy is running and receives an instrument. parameters ---------- instrument : inst |
| HIGH | …_trader/examples/strategies/volatility_market_maker.py | 0 | actions to be performed when the strategy is running and receives an instrument. parameters ---------- instrument : inst |
| HIGH | nautilus_trader/examples/strategies/ema_cross.py | 0 | actions to be performed when the strategy is running and receives an instrument. parameters ---------- instrument : inst |
| HIGH | …ilus_trader/examples/strategies/ema_cross_long_only.py | 0 | actions to be performed when the strategy is running and receives an instrument. parameters ---------- instrument : inst |
| HIGH | …lus_trader/examples/strategies/ema_cross_hedge_mode.py | 0 | actions to be performed when the strategy is running and receives an instrument. parameters ---------- instrument : inst |
| HIGH | nautilus_trader/examples/strategies/blank.py | 0 | actions to be performed when the strategy is running and receives an instrument. parameters ---------- instrument : inst |
| 111 more matches not shown… | |||
| Severity | File | Line | Snippet |
|---|---|---|---|
| LOW | nautilus_trader/core/__init__.py | 28 | |
| LOW | nautilus_trader/core/__init__.py | 29 | |
| LOW | nautilus_trader/core/__init__.py | 30 | |
| LOW | nautilus_trader/core/__init__.py | 31 | |
| LOW | nautilus_trader/core/__init__.py | 32 | |
| LOW | nautilus_trader/core/__init__.py | 33 | |
| LOW | nautilus_trader/core/__init__.py | 34 | |
| LOW | nautilus_trader/analysis/themes.py | 19 | |
| LOW | nautilus_trader/analysis/config.py | 19 | |
| LOW | nautilus_trader/analysis/__init__.py | 20 | |
| LOW | nautilus_trader/analysis/__init__.py | 21 | |
| LOW | nautilus_trader/analysis/__init__.py | 22 | |
| LOW | nautilus_trader/analysis/__init__.py | 23 | |
| LOW | nautilus_trader/analysis/__init__.py | 24 | |
| LOW | nautilus_trader/analysis/__init__.py | 25 | |
| LOW | nautilus_trader/analysis/__init__.py | 26 | |
| LOW | nautilus_trader/analysis/__init__.py | 27 | |
| LOW | nautilus_trader/analysis/__init__.py | 28 | |
| LOW | nautilus_trader/analysis/__init__.py | 29 | |
| LOW | nautilus_trader/analysis/__init__.py | 30 | |
| LOW | nautilus_trader/analysis/__init__.py | 31 | |
| LOW | nautilus_trader/analysis/__init__.py | 32 | |
| LOW | nautilus_trader/analysis/__init__.py | 33 | |
| LOW | nautilus_trader/analysis/__init__.py | 34 | |
| LOW | nautilus_trader/analysis/__init__.py | 35 | |
| LOW | nautilus_trader/analysis/__init__.py | 36 | |
| LOW | nautilus_trader/analysis/__init__.py | 37 | |
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| LOW | nautilus_trader/analysis/__init__.py | 39 | |
| LOW | nautilus_trader/analysis/__init__.py | 40 | |
| LOW | nautilus_trader/analysis/__init__.py | 41 | |
| LOW | nautilus_trader/analysis/__init__.py | 42 | |
| LOW | nautilus_trader/analysis/__init__.py | 43 | |
| LOW | nautilus_trader/analysis/__init__.py | 44 | |
| LOW | nautilus_trader/analysis/__init__.py | 45 | |
| LOW | nautilus_trader/analysis/__init__.py | 46 | |
| LOW | nautilus_trader/analysis/__init__.py | 47 | |
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| LOW | nautilus_trader/analysis/__init__.py | 49 | |
| LOW | nautilus_trader/analysis/__init__.py | 50 | |
| LOW | nautilus_trader/analysis/__init__.py | 51 | |
| LOW | nautilus_trader/analysis/__init__.py | 52 | |
| LOW | nautilus_trader/analysis/__init__.py | 53 | |
| LOW | nautilus_trader/analysis/__init__.py | 54 | |
| LOW | nautilus_trader/analysis/__init__.py | 55 | |
| LOW | nautilus_trader/analysis/__init__.py | 56 | |
| LOW | nautilus_trader/analysis/__init__.py | 57 | |
| LOW | nautilus_trader/analysis/__init__.py | 58 | |
| LOW | nautilus_trader/analysis/__init__.py | 59 | |
| LOW | nautilus_trader/analysis/__init__.py | 60 | |
| LOW | nautilus_trader/analysis/__init__.py | 61 | |
| LOW | nautilus_trader/analysis/__init__.py | 62 | |
| LOW | nautilus_trader/analysis/__init__.py | 63 | |
| LOW | nautilus_trader/analysis/__init__.py | 64 | |
| LOW | nautilus_trader/analysis/__init__.py | 65 | |
| LOW | nautilus_trader/analysis/__init__.py | 66 | |
| LOW | nautilus_trader/analysis/__init__.py | 67 | |
| LOW | nautilus_trader/analysis/__init__.py | 68 | |
| LOW | nautilus_trader/analysis/__init__.py | 69 | |
| LOW | nautilus_trader/analysis/tearsheet.py | 23 | |
| 630 more matches not shown… | |||
| Severity | File | Line | Snippet |
|---|---|---|---|
| MEDIUM | Cargo.toml | 501 | # Cargo ignores `panic` for bench profile (harness requires unwind to catch failures) |
| MEDIUM | nautilus_trader/test_kit/strategies/tester_exec.py | 80 | tob_offset_ticks: PositiveInt = 500 # Definitely out of the market |
| MEDIUM | nautilus_trader/adapters/okx/execution.py | 263 | # SPOT margin supports CROSS for leverage; ISOLATED is limited to copy or lead traders |
| MEDIUM | nautilus_trader/adapters/bybit/execution.py | 682 | # Bybit error code 110043: Set leverage has not been modified (already set) |
| MEDIUM | nautilus_trader/adapters/binance/futures/execution.py | 231 | # Initialize leverage for all symbols using symbolConfig endpoint |
| MEDIUM | nautilus_trader/adapters/binance/futures/execution.py | 232 | # This ensures leverage is set correctly even for symbols without active positions |
| MEDIUM | crates/network/src/websocket/subscription.rs | 18 | //! This module provides a robust subscription tracker that maintains confirmed and pending |
| MEDIUM | crates/network/src/websocket/auth.rs | 18 | //! This module provides a robust authentication tracker that coordinates login attempts |
| MEDIUM | crates/testkit/src/lib.rs | 19 | //! file handling, and common testing patterns. This crate supports robust testing workflows |
| MEDIUM | crates/backtest/src/config.rs | 412 | /// The account default leverage (for margin accounts). |
| MEDIUM | crates/backtest/src/config.rs | 415 | /// The instrument specific leverage configuration (for margin accounts). |
| MEDIUM | crates/adapters/okx/src/config.rs | 216 | /// Enables margin/leverage for SPOT trading when true. |
| MEDIUM | crates/adapters/okx/src/http/client.rs | 832 | /// Requests position tiers information, maximum leverage depends on your borrowings and margin ratio. |
| MEDIUM | crates/adapters/okx/src/http/models.rs | 466 | /// Maximum available leverage. |
| MEDIUM | crates/adapters/okx/src/http/models.rs | 568 | /// Notional leverage. |
| MEDIUM | crates/adapters/okx/src/http/models.rs | 635 | /// Position leverage. |
| MEDIUM | crates/adapters/okx/src/http/models.rs | 1106 | /// Algo leverage configuration. |
| MEDIUM | crates/adapters/hyperliquid/src/common/models.rs | 673 | /// converting balances and handling the margin account type since Hyperliquid supports leverage. |
| MEDIUM | crates/adapters/hyperliquid/src/common/enums.rs | 491 | // Normalize: trim whitespace and convert to lowercase for robust matching |
| MEDIUM | crates/adapters/hyperliquid/src/common/enums.rs | 565 | /// **Deprecated**: This method uses substring matching which is fragile and not robust. |
| MEDIUM | crates/adapters/hyperliquid/src/http/query.rs | 38 | /// Update leverage for an asset |
| MEDIUM | crates/adapters/hyperliquid/src/http/query.rs | 79 | /// Parameters for updating leverage. |
| MEDIUM | crates/adapters/hyperliquid/src/http/query.rs | 425 | /// Creates an action to update leverage for an asset. |
| MEDIUM | crates/adapters/hyperliquid/src/http/query.rs | 620 | assert!(json.contains(r#""leverage":10"#)); |
| MEDIUM | crates/adapters/hyperliquid/src/http/models.rs | 145 | /// Maximum leverage allowed for this asset. |
| MEDIUM | crates/adapters/hyperliquid/src/http/models.rs | 162 | /// Margin tables for leverage tiers. |
| MEDIUM | crates/adapters/hyperliquid/src/http/models.rs | 175 | /// Maximum leverage allowed for this asset. |
| MEDIUM | crates/adapters/hyperliquid/src/http/models.rs | 192 | /// Margin table with leverage tiers. |
| MEDIUM | crates/adapters/hyperliquid/src/http/models.rs | 209 | /// Maximum leverage for this tier. |
| MEDIUM | crates/adapters/hyperliquid/src/http/models.rs | 1397 | /// Update leverage for a position. |
| MEDIUM | crates/adapters/hyperliquid/src/http/models.rs | 1407 | #[serde(rename = "leverage")] |
| MEDIUM | crates/adapters/hyperliquid/src/http/models.rs | 1739 | /// Maximum leverage allowed for this asset. |
| MEDIUM | crates/adapters/hyperliquid/src/http/rate_limits.rs | 146 | /// We count the largest array in the response (robust to schema variants). |
| MEDIUM | crates/adapters/hyperliquid/src/http/parse.rs | 126 | /// Maximum leverage (for perps). |
| MEDIUM | crates/adapters/bitmex/src/websocket/messages.rs | 884 | /// Margin leverage |
| MEDIUM | crates/adapters/bitmex/src/python/http.rs | 125 | /// Update position leverage. |
| MEDIUM | crates/adapters/bitmex/src/python/http.rs | 136 | // Call the leverage update method once it's implemented |
| MEDIUM | crates/adapters/bitmex/src/python/http.rs | 137 | // let report = client.update_position_leverage(&symbol, leverage) |
| MEDIUM | crates/adapters/bitmex/src/http/client.rs | 766 | /// Update position leverage. |
| MEDIUM | crates/adapters/bitmex/src/http/client.rs | 2485 | /// Update position leverage. |
| MEDIUM | crates/adapters/bitmex/src/http/query.rs | 394 | /// Parameters for the POST /position/leverage endpoint. |
| MEDIUM | crates/adapters/bitmex/src/http/query.rs | 400 | /// Symbol to set leverage for. |
| MEDIUM | crates/adapters/bitmex/src/http/query.rs | 404 | /// Optional leverage for long position (isolated margin only). |
| MEDIUM | crates/adapters/coinbase/src/config.rs | 158 | /// Optional default leverage applied to derivatives orders. Ignored on |
| MEDIUM | crates/adapters/derive/tests/data_client.rs | 1273 | // Wait until the REST call lands on the mock so the test is robust |
| MEDIUM | crates/adapters/derive/src/http/models.rs | 585 | /// Effective leverage (perps only). |
| MEDIUM | crates/adapters/blockchain/src/decode.rs | 23 | /// - If `decimals == 18` the value represents wei and we leverage the dedicated |
| MEDIUM | crates/adapters/blockchain/src/decode.rs | 46 | /// - If `decimals == 18` the value represents wei and we leverage the dedicated |
| MEDIUM | crates/adapters/deribit/src/http/models.rs | 78 | /// Maximal leverage for instrument (only for futures) |
| MEDIUM | crates/adapters/sandbox/src/config.rs | 60 | /// The account default leverage (for margin accounts). |
| MEDIUM | crates/adapters/sandbox/src/config.rs | 63 | /// Per-instrument leverage overrides. |
| MEDIUM | crates/adapters/bybit/src/config.rs | 210 | /// Leverage configuration for futures (symbol -> leverage). |
| MEDIUM | crates/adapters/bybit/src/python/http.rs | 322 | /// Sets leverage for a symbol (requires authentication). |
| MEDIUM | crates/adapters/bybit/src/python/http.rs | 326 | /// - <https://bybit-exchange.github.io/docs/v5/position/leverage> |
| MEDIUM | crates/adapters/bybit/src/common/models.rs | 43 | /// Common leverage filter that describes leverage bounds and step. |
| MEDIUM | crates/adapters/bybit/src/common/models.rs | 47 | /// Minimum leverage supported. |
| MEDIUM | crates/adapters/bybit/src/common/models.rs | 49 | /// Maximum leverage supported. |
| MEDIUM | crates/adapters/bybit/src/common/models.rs | 51 | /// Step between successive leverage values. |
| MEDIUM | crates/adapters/bybit/src/http/client.rs | 1185 | /// Sets leverage for a symbol. |
| MEDIUM | crates/adapters/bybit/src/http/client.rs | 1200 | /// - <https://bybit-exchange.github.io/docs/v5/position/leverage> |
| 95 more matches not shown… | |||
| Severity | File | Line | Snippet |
|---|---|---|---|
| MEDIUM | nautilus_trader/backtest/node.py | 379 | # Create a builder for this engine |
| MEDIUM | …tilus_trader/adapters/interactive_brokers/factories.py | 103 | # Create a unique key for the gateway based on its trading_mode |
| MEDIUM | …tilus_trader/adapters/interactive_brokers/factories.py | 172 | # Create a cache key based on client connection info and config |
| MEDIUM | …tilus_trader/adapters/interactive_brokers/providers.py | 515 | # Create the spread instrument |
| MEDIUM | …tilus_trader/adapters/interactive_brokers/providers.py | 168 | # Create a more complete leg contract using information from the combo leg |
| MEDIUM | …er/adapters/interactive_brokers/parsing/instruments.py | 1139 | # Create the spread instrument ID |
| MEDIUM | …er/adapters/interactive_brokers/parsing/instruments.py | 1261 | # Create a combo leg with the actual conId |
| MEDIUM | …er/adapters/interactive_brokers/parsing/instruments.py | 1270 | # Create the BAG contract |
| MEDIUM | …der/adapters/interactive_brokers/client/market_data.py | 897 | # Create an index price tick |
| MEDIUM | nautilus_trader/adapters/polymarket/providers.py | 218 | # Create a copy to avoid mutating the caller's filters |
| MEDIUM | nautilus_trader/adapters/polymarket/providers.py | 451 | # Create a copy to avoid mutating the caller's filters |
| MEDIUM | nautilus_trader/adapters/binance/websocket/client.py | 171 | # Create a new client ID |
| MEDIUM | nautilus_trader/examples/strategies/ema_cross_twap.py | 119 | # Create the indicators for the strategy |
| MEDIUM | …lus_trader/examples/strategies/ema_cross_stop_entry.py | 129 | # Create the indicators for the strategy |
| MEDIUM | …utilus_trader/examples/strategies/bb_mean_reversion.py | 98 | # Create the indicators for the strategy |
| MEDIUM | …_trader/examples/strategies/ema_cross_trailing_stop.py | 131 | # Create the indicators for the strategy |
| MEDIUM | …_trader/examples/strategies/volatility_market_maker.py | 109 | # Create the indicators for the strategy |
| MEDIUM | …s_trader/examples/strategies/ema_cross_bracket_algo.py | 135 | # Create the indicators for the strategy |
| MEDIUM | …utilus_trader/examples/strategies/ema_cross_bracket.py | 111 | # Create the indicators for the strategy |
| MEDIUM | nautilus_trader/examples/strategies/ema_cross.py | 124 | # Create the indicators for the strategy |
| MEDIUM | …ilus_trader/examples/strategies/ema_cross_long_only.py | 107 | # Create the indicators for the strategy |
| MEDIUM | …lus_trader/examples/strategies/ema_cross_hedge_mode.py | 108 | # Create the indicators for the strategy |
| MEDIUM | nautilus_trader/persistence/writer.py | 410 | # Create an arrow writer with identifier specific metadata in the schema |
| MEDIUM | python/generate_stubs.py | 52 | # This file is automatically generated by pyo3_stub_gen |
| MEDIUM | .pre-commit-hooks/cargo_fmt_stable.sh | 11 | # Create an empty rustfmt.toml in the temp directory |
| MEDIUM | tests/unit_tests/accounting/test_cash.py | 970 | # Create a closed position with profit |
| MEDIUM | tests/unit_tests/accounting/test_cash.py | 1417 | # Create a reduce-only order |
| MEDIUM | tests/unit_tests/accounting/test_cash.py | 1479 | # Create a market order (no price) |
| MEDIUM | tests/unit_tests/accounting/test_cash.py | 1544 | # Create a BUY order for AUD/USD - should lock USD |
| MEDIUM | tests/unit_tests/accounting/test_cash.py | 1575 | # Create a SELL order for AUD/USD - should lock AUD |
| MEDIUM | tests/unit_tests/accounting/test_cash.py | 1643 | # Create a BUY order for BTCUSDT - should lock USDT |
| MEDIUM | tests/unit_tests/accounting/test_cash.py | 1673 | # Create a SELL order for BTCUSDT - should lock BTC |
| MEDIUM | tests/unit_tests/accounting/test_cash.py | 1743 | # Create a SELL order for AUD/USD |
| MEDIUM | tests/unit_tests/analysis/test_tearsheet.py | 412 | # Create a mock engine |
| MEDIUM | tests/unit_tests/cache/test_data.py | 127 | # Create a MARKET order (no price) and apply events to close it |
| MEDIUM | tests/unit_tests/test_kit/test_exec_tester.py | 619 | # Create a book with bids and asks |
| MEDIUM | tests/unit_tests/backtest/test_engine.py | 1040 | # Create a minimal engine configuration for testing |
| MEDIUM | tests/unit_tests/backtest/test_engine.py | 1246 | # Create a very simple iterator with just a few items |
| MEDIUM | tests/unit_tests/backtest/test_matching_engine.py | 717 | # Create a limit order that won't immediately fill |
| MEDIUM | tests/unit_tests/backtest/test_data_client.py | 391 | # Create a future with a smaller price increment (e.g., 0.25 vs 0.50) |
| MEDIUM | tests/unit_tests/execution/test_engine.py | 3295 | # Create a bid above current best ask |
| MEDIUM | tests/unit_tests/execution/test_engine.py | 3303 | # Create an ask below the bid |
| MEDIUM | tests/unit_tests/execution/test_engine.py | 3360 | # Create a bracket order with limit entry, limit TP and limit SL |
| MEDIUM | tests/unit_tests/execution/test_engine.py | 3490 | # Create the order |
| MEDIUM | tests/unit_tests/execution/test_engine.py | 3779 | # Create an order that receives events out of normal sequence |
| MEDIUM | tests/unit_tests/live/test_execution_recon.py | 2113 | # Create an order with an instrument NOT in cache |
| MEDIUM | tests/unit_tests/live/test_execution_recon.py | 2116 | # Create an order manually (bypassing normal flow) |
| MEDIUM | tests/unit_tests/live/test_execution_recon.py | 2124 | # Create a report for the existing order |
| MEDIUM | tests/unit_tests/live/test_execution_recon.py | 1911 | # Create an order with some filled quantity |
| MEDIUM | tests/unit_tests/live/test_execution_recon.py | 1924 | # Create a report that shows more filled quantity (normal case) |
| MEDIUM | tests/unit_tests/live/test_execution_recon.py | 1968 | # Create an order with filled quantity |
| MEDIUM | tests/unit_tests/live/test_execution_recon.py | 1981 | # Create a report that shows less filled quantity (corrupted state scenario) |
| MEDIUM | tests/unit_tests/live/test_execution_recon.py | 2061 | # Create an order with quantity 100 |
| MEDIUM | tests/unit_tests/live/test_execution_recon.py | 2077 | # Create a fill report that would cause overfill (80 + 30 > 100) |
| MEDIUM | tests/unit_tests/live/test_execution_recon.py | 3040 | # Create an order |
| MEDIUM | tests/unit_tests/live/test_execution_recon.py | 4769 | # Create a position with qty slightly different from venue (within tolerance) |
| MEDIUM | tests/unit_tests/live/test_execution_order_checks.py | 1370 | # Create an inflight order (SUBMITTED) |
| MEDIUM | tests/unit_tests/live/test_execution_order_checks.py | 1384 | # Create an open order (ACCEPTED) |
| MEDIUM | tests/unit_tests/live/test_execution_order_checks.py | 2032 | # Create an ACCEPTED order in cache |
| MEDIUM | tests/unit_tests/live/test_execution_order_checks.py | 2086 | # Create an ACCEPTED order in cache |
| 87 more matches not shown… | |||
| Severity | File | Line | Snippet |
|---|---|---|---|
| LOW | build.py | 477 | except Exception as e: # pragma: no cover - defensive |
| MEDIUM | build.py | 394 | def _get_clang_version() -> str: |
| LOW | nautilus_trader/serialization/arrow/serializer.py | 385 | except Exception as e: |
| LOW | nautilus_trader/backtest/config.py | 781 | except Exception as e: |
| LOW | nautilus_trader/backtest/node.py | 257 | except Exception as e: |
| LOW | nautilus_trader/backtest/node.py | 484 | except Exception as e: |
| MEDIUM | nautilus_trader/adapters/okx/execution.py | 268 | def _check_clock_sync(self) -> None: |
| MEDIUM | nautilus_trader/adapters/okx/execution.py | 1755 | def _batch_cancel_regular_orders(self, orders_to_cancel) -> None: |
| LOW | nautilus_trader/adapters/okx/execution.py | 1759 | except Exception as e: |
| LOW | nautilus_trader/adapters/okx/execution.py | 2228 | except Exception as e: |
| LOW | nautilus_trader/adapters/okx/execution.py | 2245 | except Exception as e: |
| LOW | nautilus_trader/adapters/okx/execution.py | 274 | except Exception: |
| LOW | nautilus_trader/adapters/okx/execution.py | 659 | except Exception as e: |
| LOW | nautilus_trader/adapters/okx/execution.py | 691 | except Exception as e: |
| LOW | nautilus_trader/adapters/okx/execution.py | 824 | except Exception as e: |
| LOW | nautilus_trader/adapters/okx/execution.py | 1161 | except Exception as e: |
| LOW | nautilus_trader/adapters/okx/execution.py | 1199 | except Exception as e: |
| LOW | nautilus_trader/adapters/okx/execution.py | 1331 | except Exception as e: |
| LOW | nautilus_trader/adapters/okx/execution.py | 1680 | except Exception as e: |
| LOW | nautilus_trader/adapters/okx/execution.py | 1794 | except Exception as e: |
| LOW | nautilus_trader/adapters/okx/execution.py | 1813 | except Exception as e: |
| LOW | nautilus_trader/adapters/okx/execution.py | 1912 | except Exception as e: |
| LOW | nautilus_trader/adapters/okx/execution.py | 1965 | except Exception as e: |
| LOW | nautilus_trader/adapters/okx/execution.py | 2106 | except Exception as e: |
| LOW | nautilus_trader/adapters/okx/execution.py | 2147 | except Exception as e: |
| LOW | nautilus_trader/adapters/okx/execution.py | 2178 | except Exception as e: |
| LOW | nautilus_trader/adapters/okx/execution.py | 2617 | except Exception as e: |
| LOW | nautilus_trader/adapters/okx/data.py | 378 | except Exception: |
| LOW | nautilus_trader/adapters/okx/data.py | 528 | except Exception as e: |
| LOW | nautilus_trader/adapters/okx/data.py | 557 | except Exception as e: |
| LOW | nautilus_trader/adapters/okx/data.py | 607 | except Exception as e: |
| LOW | nautilus_trader/adapters/okx/data.py | 737 | except Exception as e: |
| LOW | nautilus_trader/adapters/okx/data.py | 773 | except Exception as e: |
| LOW | nautilus_trader/adapters/architect_ax/execution.py | 382 | except Exception as e: |
| LOW | nautilus_trader/adapters/architect_ax/execution.py | 430 | except Exception as e: |
| LOW | nautilus_trader/adapters/architect_ax/execution.py | 518 | except Exception as e: |
| LOW | nautilus_trader/adapters/architect_ax/execution.py | 543 | except Exception as e: |
| LOW | nautilus_trader/adapters/architect_ax/execution.py | 564 | except Exception as e: |
| MEDIUM | nautilus_trader/adapters/architect_ax/data.py | 512 | def _handle_msg(self, msg) -> None: |
| LOW | nautilus_trader/adapters/architect_ax/data.py | 222 | except Exception as e: |
| LOW | nautilus_trader/adapters/architect_ax/data.py | 425 | except Exception as e: |
| LOW | nautilus_trader/adapters/architect_ax/data.py | 454 | except Exception as e: |
| LOW | nautilus_trader/adapters/architect_ax/data.py | 484 | except Exception as e: |
| LOW | nautilus_trader/adapters/architect_ax/data.py | 509 | except Exception as e: |
| LOW | nautilus_trader/adapters/architect_ax/data.py | 521 | except Exception as e: |
| LOW | nautilus_trader/adapters/hyperliquid/execution.py | 187 | except Exception as e: |
| LOW | nautilus_trader/adapters/hyperliquid/execution.py | 287 | except Exception as e: |
| LOW | nautilus_trader/adapters/hyperliquid/execution.py | 487 | except Exception as e: |
| LOW | nautilus_trader/adapters/hyperliquid/execution.py | 493 | except Exception as e: |
| LOW | nautilus_trader/adapters/hyperliquid/execution.py | 688 | except Exception as e: |
| LOW | nautilus_trader/adapters/hyperliquid/execution.py | 749 | except Exception as e: |
| LOW | nautilus_trader/adapters/hyperliquid/execution.py | 881 | except Exception as e: |
| LOW | nautilus_trader/adapters/hyperliquid/execution.py | 925 | except Exception as e: |
| LOW | nautilus_trader/adapters/hyperliquid/execution.py | 988 | except Exception as e: |
| LOW | nautilus_trader/adapters/hyperliquid/execution.py | 1055 | except Exception as e: |
| LOW | nautilus_trader/adapters/hyperliquid/execution.py | 1099 | except Exception as e: |
| LOW | nautilus_trader/adapters/hyperliquid/providers.py | 112 | except Exception as e: # pragma: no cover - defensive logging |
| MEDIUM | nautilus_trader/adapters/hyperliquid/providers.py | 96 | def _load_instruments(self) -> list[Instrument]: |
| LOW | nautilus_trader/adapters/hyperliquid/data.py | 413 | except Exception as e: |
| LOW | nautilus_trader/adapters/hyperliquid/data.py | 512 | except Exception as e: |
| 262 more matches not shown… | |||
| Severity | File | Line | Snippet |
|---|---|---|---|
| LOW | nautilus_trader/analysis/tearsheet.py | 1393 | # Check if it's per-currency (dict of dicts) or single dict |
| LOW | nautilus_trader/test_kit/strategies/tester_exec.py | 721 | # Check if we need to adjust the stop order |
| LOW | nautilus_trader/test_kit/strategies/tester_exec.py | 769 | # Check if we need to adjust the stop order |
| LOW | nautilus_trader/adapters/hyperliquid/execution.py | 718 | # Check if all orders are open |
| LOW | …tilus_trader/adapters/interactive_brokers/execution.py | 1913 | # Check if this is a spread order and handle accordingly |
| LOW | …tilus_trader/adapters/interactive_brokers/execution.py | 2390 | # Check if this is a known position |
| LOW | …tilus_trader/adapters/interactive_brokers/providers.py | 509 | # Check if any leg is a future |
| LOW | …tilus_trader/adapters/interactive_brokers/providers.py | 131 | # Check if we already have this instrument |
| LOW | nautilus_trader/adapters/interactive_brokers/common.py | 356 | # Check if this is the UNSET_DECIMAL value |
| LOW | …er/adapters/interactive_brokers/parsing/instruments.py | 840 | # Check if a BAG contract contains at least one future leg. |
| LOW | …us_trader/adapters/interactive_brokers/client/order.py | 384 | # Check if this is for a get_executions request |
| LOW | …us_trader/adapters/interactive_brokers/client/order.py | 432 | # Check if this is for a get_executions request |
| LOW | …der/adapters/interactive_brokers/client/market_data.py | 900 | # Check if we have both bid and ask prices to create a quote tick |
| LOW | …der/adapters/interactive_brokers/client/market_data.py | 933 | # Check if we have both bid and ask data to create a quote tick |
| LOW | …der/adapters/interactive_brokers/client/market_data.py | 1315 | # Check if this bar is still the current bar (hasn't been superseded) |
| LOW | …der/adapters/interactive_brokers/client/market_data.py | 1809 | # Check if the order book is initialized |
| LOW | nautilus_trader/adapters/polymarket/execution.py | 1651 | # Check if cancel was requested during the HTTP round-trip |
| LOW | nautilus_trader/adapters/polymarket/execution.py | 1924 | # Check if cancel was requested during the HTTP round-trip |
| LOW | nautilus_trader/adapters/polymarket/execution.py | 2365 | # Check if this specific fill was already processed (handles multi-order trades) |
| LOW | nautilus_trader/adapters/polymarket/data.py | 671 | # Check if any effective deltas remain |
| LOW | nautilus_trader/adapters/polymarket/data.py | 723 | # Check if local book exists, create if needed |
| LOW | nautilus_trader/adapters/polymarket/websocket/client.py | 245 | # Check if we need to retry a failed connection |
| LOW | …der/adapters/polymarket/scripts/list_updown_markets.py | 75 | # Check if it's an updown market |
| LOW | nautilus_trader/adapters/bybit/execution.py | 2011 | # Check if current UTC time is within Bybit's repayment blackout window (04:00-05:30 UTC daily). |
| LOW | nautilus_trader/adapters/bybit/execution.py | 1756 | # Check if this is a post-only order rejected by the exchange |
| LOW | nautilus_trader/adapters/bybit/execution.py | 1980 | # Check if there's an outstanding borrow first |
| LOW | nautilus_trader/adapters/betfair/execution.py | 1721 | # Check if we know this order via rfo (stream arrived before HTTP response) |
| LOW | nautilus_trader/adapters/betfair/execution.py | 1966 | # Check if order is still open before generating a cancel |
| LOW | nautilus_trader/adapters/kraken/execution.py | 1514 | # Check if venue order ID changed (Futures editorder can return new ID) |
| LOW | nautilus_trader/adapters/databento/data.py | 1142 | # Check if multiple instrument_ids are provided in metadata |
| LOW | nautilus_trader/adapters/databento/data.py | 1191 | # Check if multiple instrument_ids are provided in metadata |
| LOW | nautilus_trader/adapters/databento/data.py | 1240 | # Check if multiple instrument_ids are provided in metadata |
| LOW | nautilus_trader/adapters/databento/data.py | 1289 | # Check if multiple instrument_ids are provided in params |
| LOW | nautilus_trader/adapters/databento/data.py | 1379 | # Check if multiple instrument_ids are provided in params |
| LOW | nautilus_trader/adapters/databento/data.py | 1485 | # Check if multiple instrument_ids are provided in params |
| LOW | nautilus_trader/adapters/databento/data.py | 1555 | # Check if multiple bar_types are provided in params |
| LOW | nautilus_trader/adapters/databento/data.py | 1628 | # Check if multiple instrument_ids are provided in params |
| LOW | nautilus_trader/adapters/databento/data.py | 1717 | # Check if this is the last delta in an event (F_LAST flag) |
| LOW | nautilus_trader/adapters/binance/execution.py | 780 | # Check if the position side is valid |
| LOW | nautilus_trader/adapters/binance/execution.py | 1284 | # Check if order can be modified via regular endpoint |
| LOW | nautilus_trader/adapters/binance/execution.py | 1518 | # Check if algo order has been triggered - use regular endpoint in that case |
| LOW | nautilus_trader/adapters/binance/websocket/client.py | 162 | # Check if we can create a new client |
| LOW | nautilus_trader/adapters/binance/futures/data.py | 134 | # Check if book buffer active |
| LOW | nautilus_trader/adapters/binance/spot/data.py | 124 | # Check if book buffer active |
| LOW | nautilus_trader/adapters/binance/spot/schemas/user.py | 251 | # Check if price changed (for price_match orders) |
| LOW | nautilus_trader/adapters/binance/spot/http/wallet.py | 50 | # Check if Binance.US based on base URL |
| LOW | nautilus_trader/examples/strategies/ema_cross_twap.py | 232 | # Check if indicators ready |
| LOW | …lus_trader/examples/strategies/ema_cross_stop_entry.py | 227 | # Check if indicators ready |
| LOW | …utilus_trader/examples/strategies/bb_mean_reversion.py | 131 | # Check if indicators ready |
| LOW | nautilus_trader/examples/strategies/simpler_quoter.py | 75 | # Check if closed |
| LOW | …_trader/examples/strategies/ema_cross_trailing_stop.py | 245 | # Check if indicators ready |
| LOW | …_trader/examples/strategies/volatility_market_maker.py | 264 | # Check if indicators ready |
| LOW | …s_trader/examples/strategies/ema_cross_bracket_algo.py | 190 | # Check if indicators ready |
| LOW | …utilus_trader/examples/strategies/ema_cross_bracket.py | 166 | # Check if indicators ready |
| LOW | nautilus_trader/examples/strategies/ema_cross.py | 241 | # Check if indicators ready |
| LOW | …ilus_trader/examples/strategies/ema_cross_long_only.py | 219 | # Check if indicators ready |
| LOW | …lus_trader/examples/strategies/ema_cross_hedge_mode.py | 220 | # Check if indicators ready |
| LOW | nautilus_trader/examples/indicators/ema_python.py | 113 | # Check if this is the initial input |
| LOW | nautilus_trader/live/execution_engine.py | 1080 | # Check if quantities match (both could be zero) |
| LOW | nautilus_trader/live/execution_engine.py | 1364 | # Check if order is too recent to reconcile (avoid race conditions) |
| 62 more matches not shown… | |||
| Severity | File | Line | Snippet |
|---|---|---|---|
| LOW | build.py | 167 | |
| LOW | build.py | 482 | |
| LOW | nautilus_trader/analysis/analyzer.py | 654 | |
| LOW | nautilus_trader/analysis/tearsheet.py | 2098 | |
| LOW | nautilus_trader/cache/transformers.py | 99 | |
| LOW | nautilus_trader/cache/transformers.py | 144 | |
| LOW | nautilus_trader/cache/transformers.py | 190 | |
| LOW | nautilus_trader/cache/transformers.py | 227 | |
| LOW | nautilus_trader/cache/transformers.py | 258 | |
| LOW | nautilus_trader/serialization/arrow/serializer.py | 144 | |
| LOW | nautilus_trader/test_kit/strategies/tester_data.py | 100 | |
| LOW | nautilus_trader/test_kit/strategies/tester_exec.py | 255 | |
| LOW | nautilus_trader/test_kit/strategies/tester_exec.py | 286 | |
| LOW | nautilus_trader/test_kit/strategies/tester_exec.py | 588 | |
| LOW | nautilus_trader/test_kit/strategies/tester_exec.py | 682 | |
| LOW | nautilus_trader/test_kit/strategies/tester_exec.py | 730 | |
| LOW | nautilus_trader/test_kit/strategies/tester_exec.py | 807 | |
| LOW | nautilus_trader/backtest/config.py | 272 | |
| LOW | nautilus_trader/backtest/node.py | 170 | |
| LOW | nautilus_trader/backtest/node.py | 362 | |
| LOW | nautilus_trader/backtest/node.py | 531 | |
| LOW | nautilus_trader/adapters/okx/execution.py | 763 | |
| LOW | nautilus_trader/adapters/okx/execution.py | 865 | |
| LOW | nautilus_trader/adapters/okx/execution.py | 1975 | |
| LOW | nautilus_trader/adapters/okx/execution.py | 2587 | |
| LOW | nautilus_trader/adapters/okx/execution.py | 2726 | |
| LOW | nautilus_trader/adapters/okx/providers.py | 200 | |
| LOW | nautilus_trader/adapters/okx/data.py | 423 | |
| LOW | nautilus_trader/adapters/okx/data.py | 749 | |
| LOW | nautilus_trader/adapters/architect_ax/execution.py | 567 | |
| LOW | nautilus_trader/adapters/architect_ax/data.py | 204 | |
| LOW | nautilus_trader/adapters/architect_ax/data.py | 396 | |
| LOW | nautilus_trader/adapters/hyperliquid/execution.py | 361 | |
| LOW | nautilus_trader/adapters/hyperliquid/execution.py | 396 | |
| LOW | nautilus_trader/adapters/hyperliquid/execution.py | 1073 | |
| LOW | nautilus_trader/adapters/hyperliquid/execution.py | 1205 | |
| LOW | nautilus_trader/adapters/hyperliquid/data.py | 467 | |
| LOW | …tilus_trader/adapters/interactive_brokers/execution.py | 327 | |
| LOW | …tilus_trader/adapters/interactive_brokers/execution.py | 520 | |
| LOW | …tilus_trader/adapters/interactive_brokers/execution.py | 636 | |
| LOW | …tilus_trader/adapters/interactive_brokers/execution.py | 999 | |
| LOW | …tilus_trader/adapters/interactive_brokers/execution.py | 1139 | |
| LOW | …tilus_trader/adapters/interactive_brokers/execution.py | 1223 | |
| LOW | …tilus_trader/adapters/interactive_brokers/execution.py | 1308 | |
| LOW | …tilus_trader/adapters/interactive_brokers/execution.py | 1559 | |
| LOW | …tilus_trader/adapters/interactive_brokers/execution.py | 1758 | |
| LOW | nautilus_trader/adapters/interactive_brokers/common.py | 328 | |
| LOW | nautilus_trader/adapters/interactive_brokers/data.py | 366 | |
| LOW | …er/adapters/interactive_brokers/parsing/instruments.py | 322 | |
| LOW | …er/adapters/interactive_brokers/parsing/instruments.py | 1282 | |
| LOW | …er/adapters/interactive_brokers/parsing/instruments.py | 1331 | |
| LOW | …er/adapters/interactive_brokers/parsing/instruments.py | 1473 | |
| LOW | …us_trader/adapters/interactive_brokers/parsing/data.py | 67 | |
| LOW | …us_trader/adapters/interactive_brokers/parsing/data.py | 89 | |
| LOW | …us_trader/adapters/interactive_brokers/client/error.py | 73 | |
| LOW | …s_trader/adapters/interactive_brokers/client/client.py | 645 | |
| LOW | …s_trader/adapters/interactive_brokers/client/client.py | 689 | |
| LOW | nautilus_trader/adapters/bitmex/execution.py | 965 | |
| LOW | nautilus_trader/adapters/bitmex/data.py | 469 | |
| LOW | nautilus_trader/adapters/polymarket/execution.py | 383 | |
| 152 more matches not shown… | |||
| Severity | File | Line | Snippet |
|---|---|---|---|
| HIGH | crates/adapters/tardis/bin/example_replay.rs | 21 | // docker run -p 8000:8000 -p 8001:8001 -e "TM_API_KEY=YOUR_API_KEY" -d tardisdev/tardis-machine |
| HIGH | crates/adapters/binance/README.md | 48 | export BINANCE_API_KEY="your-api-key-from-binance" |
| HIGH | …ntegration_tests/adapters/tardis/sandbox/run_replay.py | 25 | -e "TM_API_KEY=YOUR_API_KEY" \ |
| HIGH | …tegration_tests/adapters/tardis/sandbox/run_machine.py | 24 | # docker run -p 8000:8000 -p 8001:8001 -e "TM_API_KEY=YOUR_API_KEY" -d tardisdev/tardis-machine |
| HIGH | docs/how_to/run_rust_live_trading.md | 126 | export OKX_API_KEY="your_api_key" |
| HIGH | docs/integrations/binance.md | 848 | export BINANCE_API_KEY="your-api-key-from-binance" |
| HIGH | docs/integrations/binance.md | 924 | api_key="YOUR_API_KEY", |
| HIGH | docs/integrations/bybit.md | 132 | api_key="YOUR_API_KEY", |
| HIGH | docs/integrations/bybit.md | 484 | api_key="YOUR_API_KEY", |
| HIGH | docs/integrations/okx.md | 825 | export OKX_API_KEY="your_api_key" |
| HIGH | docs/integrations/bitmex.md | 583 | api_key="YOUR_API_KEY", |
| HIGH | docs/integrations/bitmex.md | 651 | api_key="YOUR_API_KEY", |
| HIGH | docs/integrations/bitmex.md | 725 | api_key="YOUR_API_KEY", |
| HIGH | docs/integrations/bitmex.md | 849 | api_key="YOUR_API_KEY", # Or use os.getenv("BITMEX_API_KEY") |
| HIGH | docs/integrations/bitmex.md | 855 | api_key="YOUR_API_KEY", |
| HIGH | docs/integrations/coinbase.md | 138 | api_key="YOUR_API_KEY", |
| HIGH | docs/integrations/tardis.md | 202 | docker run -p 8000:8000 -p 8001:8001 -e "TM_API_KEY=YOUR_API_KEY" -d tardisdev/tardis-machine |
| HIGH | docs/tutorials/options_data_bybit.md | 62 | export BYBIT_API_KEY="your-api-key" |
| HIGH | docs/tutorials/delta_neutral_options_bybit.md | 33 | export BYBIT_API_KEY="your-api-key" |
| HIGH | docs/tutorials/gold_book_imbalance_ax.md | 72 | export DATABENTO_API_KEY="your-api-key" |
| HIGH | docs/tutorials/grid_market_maker_bitmex.md | 89 | export BITMEX_API_KEY="your-api-key" |
| HIGH | …ples/live/polymarket/polymarket_slug_builder_tester.py | 31 | export POLYMARKET_API_KEY="your_api_key" |
| HIGH | examples/live/bybit/README_options_data_collector.md | 29 | export BYBIT_API_KEY="your_api_key" |
| Severity | File | Line | Snippet |
|---|---|---|---|
| LOW | crates/network/src/websocket/auth.rs | 687 | // Step 1: Begin authentication |
| LOW | crates/network/src/websocket/auth.rs | 690 | // Step 2: Spawn resubscription task that waits for auth |
| LOW | crates/adapters/okx/src/websocket/client.rs | 4066 | client.subscriptions_state.confirm_unsubscribe(topic); // Step 1: clear pending_unsubscribe |
| LOW | crates/adapters/okx/src/websocket/client.rs | 4067 | client.subscriptions_state.mark_subscribe(topic); // Step 2: mark as subscribing |
| LOW | crates/adapters/okx/src/websocket/client.rs | 4068 | client.subscriptions_state.confirm_subscribe(topic); // Step 3: confirm subscription |
| LOW | crates/adapters/hyperliquid/src/signing/signers.rs | 128 | // Step 4: Create Agent struct |
| LOW | crates/adapters/hyperliquid/src/signing/signers.rs | 136 | // Step 5: Sign Agent with EIP-712 |
| LOW | crates/adapters/bitmex/src/websocket/client.rs | 1468 | client.subscriptions.confirm_unsubscribe(&topic); // Step 1: clear pending_unsubscribe |
| LOW | crates/adapters/bitmex/src/websocket/client.rs | 1469 | client.subscriptions.mark_subscribe(&topic); // Step 2: mark as subscribing |
| LOW | crates/adapters/bitmex/src/websocket/client.rs | 1470 | client.subscriptions.confirm_subscribe(&topic); // Step 3: confirm subscription |
| LOW | crates/adapters/polymarket/src/websocket/dispatch.rs | 1103 | // Step 1: Dispatch cancel (simulates message A from the bug) |
| LOW | crates/adapters/polymarket/src/websocket/dispatch.rs | 1113 | // Step 2: Dispatch trade fill (simulates trade arriving after cancel) |
| LOW | crates/adapters/blockchain/src/data/subscription.rs | 508 | // Step 1: Register DEX |
| LOW | crates/adapters/blockchain/src/data/subscription.rs | 518 | // Step 2: Subscribe to events |
| LOW | crates/adapters/blockchain/src/data/subscription.rs | 524 | // Step 3: Verify subscriptions |
| LOW | crates/adapters/blockchain/src/data/subscription.rs | 530 | // Step 4: Get event signatures |
| LOW | crates/adapters/blockchain/src/data/subscription.rs | 534 | // Step 5: Unsubscribe from some events |
| LOW | crates/adapters/blockchain/src/data/subscription.rs | 538 | // Step 6: Verify remaining subscriptions (only pool1 mint remains) |
| LOW | crates/model/src/defi/tick_map/sqrt_price_math.rs | 406 | // Step 5: Validate price is within valid range before creating Price |
| LOW | crates/model/src/defi/data/swap_trade_info.rs | 386 | // Step 1: numerator = quote_amount * 10^base_decimals |
| LOW | crates/model/src/defi/data/swap_trade_info.rs | 389 | // Step 2: numerator = (quote_amount * 10^base_decimals) * 10^FIXED_PRECISION |
| LOW | crates/model/src/defi/data/swap_trade_info.rs | 392 | // Step 3: denominator = base_amount * 10^quote_decimals |
| LOW | crates/model/src/defi/data/swap_trade_info.rs | 395 | // Step 4: Final division |
| LOW | tests/unit_tests/backtest/test_matching_engine.py | 4468 | # Step 1: Place limit order that crosses first level (partial fill) |
| LOW | tests/unit_tests/backtest/test_matching_engine.py | 4487 | # Step 2: Modify order to cross second level |
| LOW | tests/unit_tests/portfolio/test_portfolio.py | 2345 | # Step 1: Place and fill a BACK bet (BUY) |
| LOW | tests/unit_tests/portfolio/test_portfolio.py | 2367 | # Step 2: Place and fill a LAY bet (SELL) |
| LOW | tests/unit_tests/portfolio/test_portfolio.py | 2464 | # Step 1: Place and fill a LAY bet (SELL) |
| LOW | tests/unit_tests/portfolio/test_portfolio.py | 2485 | # Step 2: Place and fill a BACK bet (BUY) |
| LOW | tests/unit_tests/portfolio/test_portfolio.py | 2583 | # Step 1: Place opening bet |
| LOW | tests/unit_tests/portfolio/test_portfolio.py | 2605 | # Step 2: Place closing bet |
| LOW | tests/unit_tests/portfolio/test_portfolio.py | 2704 | # Step 1: Place opening bet |
| LOW | tests/unit_tests/portfolio/test_portfolio.py | 2725 | # Step 2: Place closing bet |
| LOW | …ples/other/minimal_reproducible_example/run_example.py | 108 | # Step 1: Configure and create backtest engine |
| LOW | …ples/other/minimal_reproducible_example/run_example.py | 126 | # Step 2: Define exchange and add it to the engine |
| LOW | …ples/other/minimal_reproducible_example/run_example.py | 137 | # Step 3: Create instrument definition and add it to the engine |
| LOW | …ples/other/minimal_reproducible_example/run_example.py | 163 | # Step 5: Create strategy and add it to the engine |
| LOW | …ples/other/minimal_reproducible_example/run_example.py | 167 | # Step 6: Run engine = Run backtest |
| LOW | …ples/other/minimal_reproducible_example/run_example.py | 170 | # Step 7: Release system resources |
| LOW | examples/other/state_machine/run_example.py | 24 | # Step 1: Define all possible states of our application. |
| LOW | examples/other/state_machine/run_example.py | 49 | # Step 2: Define all possible triggers (actions / commands) that can cause state transitions |
| LOW | examples/other/state_machine/run_example.py | 64 | # Step 3: Define the valid state transitions |
| LOW | examples/backtest/example_06_using_cache/strategy.py | 90 | # Step 1: Load bytes from cache |
| LOW | examples/backtest/example_06_using_cache/strategy.py | 92 | # Step 2: Deserialize bytes to objects |
| LOW | …st/example_01_load_bars_from_custom_csv/run_example.py | 38 | # Step 1: Configure and create backtest engine |
| LOW | …st/example_01_load_bars_from_custom_csv/run_example.py | 47 | # Step 2: Define exchange and add it to the engine |
| LOW | …st/example_01_load_bars_from_custom_csv/run_example.py | 58 | # Step 3: Create instrument definition and add it to the engine |
| LOW | …st/example_01_load_bars_from_custom_csv/run_example.py | 103 | # Step 5: Create strategy and add it to the engine |
| LOW | …st/example_01_load_bars_from_custom_csv/run_example.py | 107 | # Step 6: Run engine = Run backtest |
| LOW | …st/example_01_load_bars_from_custom_csv/run_example.py | 110 | # Step 7: Release system resources |
| LOW | …/backtest/example_04_using_data_catalog/run_example.py | 44 | # Step 1: Configure and Create the Backtest Engine |
| Severity | File | Line | Snippet |
|---|---|---|---|
| MEDIUM | crates/adapters/blockchain/examples/node_data_tester.rs | 47 | // IMPORTANT: The actor definitions below are EXAMPLE CODE for demonstration purposes. |
| LOW | …ests/tracemalloc_cross_bracket_gbpusd_bars_internal.py | 127 | # For repeated backtest runs make sure to reset the engine |
| LOW | …mem_leak_tests/tracemalloc_market_maker_gbpusd_bars.py | 124 | # For repeated backtest runs make sure to reset the engine |
| LOW | …/tracemalloc_crypto_ema_cross_ethusdt_trailing_stop.py | 105 | # For repeated backtest runs make sure to reset the engine |
| LOW | tests/mem_leak_tests/memray_backtest.py | 97 | # For repeated backtest runs make sure to reset the engine |
| LOW | …les/backtest/crypto_ema_cross_with_binance_provider.py | 141 | # For repeated backtest runs make sure to reset the engine |
| LOW | …s/backtest/databento_ema_cross_long_only_spy_trades.py | 112 | # For repeated backtest runs make sure to reset the engine |
| LOW | …/backtest/databento_ema_cross_long_only_tsla_trades.py | 111 | # For repeated backtest runs make sure to reset the engine |
| LOW | …/backtest/fx_ema_cross_bracket_gbpusd_bars_external.py | 139 | # For repeated backtest runs make sure to reset the engine |
| LOW | examples/backtest/fx_market_maker_gbpusd_bars.py | 122 | # For repeated backtest runs make sure to reset the engine |
| LOW | examples/backtest/databento_cme_quoter.py | 112 | # For repeated backtest runs make sure to reset the engine |
| LOW | …mples/backtest/crypto_ema_cross_ethusdt_trade_ticks.py | 137 | # For repeated backtest runs make sure to reset the engine |
| LOW | …/backtest/fx_ema_cross_bracket_gbpusd_bars_internal.py | 127 | # For repeated backtest runs make sure to reset the engine |
| LOW | …amples/backtest/fx_ema_cross_audusd_bars_from_ticks.py | 107 | # For repeated backtest runs make sure to reset the engine |
| LOW | examples/backtest/crypto_orderbook_imbalance.py | 119 | # For repeated backtest runs make sure to reset the engine |
| LOW | …les/backtest/crypto_ema_cross_ethusdt_trailing_stop.py | 100 | # For repeated backtest runs make sure to reset the engine |
| LOW | …mples/backtest/betfair_backtest_orderbook_imbalance.py | 110 | # For repeated backtest runs make sure to reset the engine |
| LOW | examples/backtest/fx_ema_cross_audusd_ticks.py | 118 | # For repeated backtest runs make sure to reset the engine |
| LOW | …es/backtest/databento_ema_cross_long_only_aapl_bars.py | 112 | # For repeated backtest runs make sure to reset the engine |
| MEDIUM | …ples/live/polymarket/polymarket_slug_builder_tester.py | 58 | # Alternative slug builders you can try: |
| Severity | File | Line | Snippet |
|---|---|---|---|
| HIGH | tests/unit_tests/config/test_common.py | 158 | == b'{"type":"redis","host":null,"port":null,"username":null,"password":null,"ssl":false,' |
| HIGH | tests/unit_tests/persistence/test_streaming.py | 820 | assert parquet_table.schema.equals( |
| HIGH | examples/live/deribit/deribit_exec_tester.py | 33 | source .venv/bin/activate && USE_TESTNET=false python examples/live/deribit/deribit_exec_tester.py |
| Severity | File | Line | Snippet |
|---|---|---|---|
| LOW | scripts/regen-capnp.sh | 12 | # Usage: |
| LOW | scripts/purge-orphan-dev-wheels.sh | 10 | # Usage: |
| LOW | scripts/curate-dataset.sh | 10 | # Usage: |
| LOW | scripts/ci/publish-release-checksums.sh | 4 | # Usage: |
| LOW | scripts/ci/publish-cargo-crates.sh | 4 | # Usage: |
| LOW | scripts/ci/verify-published-registries.bash | 4 | # Usage: |
| Severity | File | Line | Snippet |
|---|---|---|---|
| HIGH | crates/adapters/betfair/tests/stream_client.rs | 243 | /// venue partitions matched orders by strategy ref / account id as requested. |
| Severity | File | Line | Snippet |
|---|---|---|---|
| MEDIUM | tests/unit_tests/backtest/test_engine.py | 1279 | |
| MEDIUM | tests/unit_tests/backtest/test_data_iterator.py | 355 |
| Severity | File | Line | Snippet |
|---|---|---|---|
| LOW | …ters/deribit/test_data/http_get_account_summaries.json | 6 | "email": "user@example.com", |
| LOW | …test_data/http_get_account_summaries_cross_margin.json | 6 | "email": "user@example.com", |