Production-grade Rust-native trading engine with deterministic event-driven architecture
This report presents the forensic synthetic code analysis of nautechsystems/nautilus_trader, a Rust project with 24,683 GitHub stars. SynthScan v2.0 examined 2,141,504 lines of code across 5184 source files, recording 20873 pattern matches distributed across 23 syntactic categories. The overall adjusted score of 12.7 places this repository in the Low AI signal band.
The scanner applied 160+ deterministic lexical heuristics, multi-line block detectors, abstract syntax tree depth profilers, and a cross-file Jaccard similarity matrix to construct a statistically normalised synthetic code estimate. All matches are individually weighted by severity coefficient and contextual multiplier before summation, and the resulting headline score is temporally discounted to account for the repository's development history relative to the commercial emergence of large language model coding tooling (November 2022 onward).
This chart maps the temporal evolution of the adjusted synthetic code score across successive scan runs. An upward trajectory indicates ongoing incorporation of AI-generated code or expanding LLM-assisted scaffolding; a stable or declining trajectory may reflect active human refactoring, code removal, or the adoption of stricter authorship policies. The dashed secondary line (right axis) independently tracks total raw pattern hit count, which can diverge from the normalised score when codebase size changes significantly between scans.
Classifies detected patterns by their diagnostic confidence and structural impact. CRITICAL patterns (coefficient 10) represent definitive synthetic signatures — hallucinated imports, explicit LLM attribution metadata — virtually never produced by human authors. HIGH (5) indicates strong structural tells such as cross-file repetition or cross-linguistic idioms. MEDIUM (2) covers recognisable conversational padding and AI-specific vocabulary. LOW (1) captures subtle indicators like tautological comments and generic boilerplate that require density to carry independent signal.
This horizontal bar chart decomposes the repository's raw synthetic code score by top-level directory, allowing you to pinpoint precisely which modules or components carry the highest AI authorship density. Directories with disproportionately high scores relative to their size warrant targeted manual review: concentrated AI signatures often trace back to mass-generated configuration layers, auto-ported test suites, LLM-scaffolded boilerplate classes, or entire subsystems authored under heavy copilot assistance. Use this view to prioritise your human code-review effort.
The scanner identified 20873 distinct pattern matches across 23 syntactic categories. Each entry below represents a discrete location in the source code where the engine recorded a statistically significant AI authorship indicator. Expand any category row to inspect the individual file paths, line numbers, code snippets, and the lexical context (CODE, COMMENT, or STRING) in which each match was detected.
Reading the findings table: The Severity column indicates the diagnostic confidence level (CRITICAL / HIGH / MEDIUM / LOW). The Context column identifies whether the match occurred inside executable code, an inline comment, or a string literal — comment-context matches receive a ×1.5 weight because LLMs systematically over-annotate. The ⚡ bolt icon marks clustered matches: three or more patterns within a 10-line window, each receiving an additional ×1.5 density multiplier as dense clusters constitute far stronger evidence of synthetic authorship than isolated hits.
| Severity | File | Line | Snippet | Context |
|---|---|---|---|---|
| MEDIUM⚡ | Cargo.toml | 383 | # ----------------------------------------------------------------------------- | COMMENT |
| MEDIUM⚡ | Cargo.toml | 385 | # ----------------------------------------------------------------------------- | COMMENT |
| MEDIUM⚡ | Cargo.toml | 394 | # ----------------------------------------------------------------------------- | COMMENT |
| MEDIUM⚡ | Cargo.toml | 396 | # ----------------------------------------------------------------------------- | COMMENT |
| MEDIUM⚡ | Cargo.toml | 494 | # ----------------------------------------------------------------------------- | COMMENT |
| MEDIUM⚡ | Cargo.toml | 496 | # ----------------------------------------------------------------------------- | COMMENT |
| MEDIUM⚡ | Cargo.toml | 501 | # ----------------------------------------------------------------------------- | COMMENT |
| MEDIUM⚡ | Cargo.toml | 511 | # ----------------------------------------------------------------------------- | COMMENT |
| MEDIUM⚡ | Cargo.toml | 513 | # ----------------------------------------------------------------------------- | COMMENT |
| MEDIUM⚡ | Cargo.toml | 524 | # ----------------------------------------------------------------------------- | COMMENT |
| MEDIUM⚡ | Cargo.toml | 534 | # ----------------------------------------------------------------------------- | COMMENT |
| MEDIUM⚡ | Cargo.toml | 536 | # ----------------------------------------------------------------------------- | COMMENT |
| MEDIUM⚡ | Cargo.toml | 545 | # ----------------------------------------------------------------------------- | COMMENT |
| MEDIUM | Cargo.toml | 95 | # ----------------------------------------------------------------------------- | COMMENT |
| MEDIUM | Cargo.toml | 99 | # ----------------------------------------------------------------------------- | COMMENT |
| MEDIUM | Cargo.toml | 120 | # ----------------------------------------------------------------------------- | COMMENT |
| MEDIUM | Cargo.toml | 125 | # ----------------------------------------------------------------------------- | COMMENT |
| MEDIUM | Cargo.toml | 316 | # ----------------------------------------------------------------------------- | COMMENT |
| MEDIUM | Cargo.toml | 318 | # ----------------------------------------------------------------------------- | COMMENT |
| MEDIUM | Cargo.toml | 358 | # ----------------------------------------------------------------------------- | COMMENT |
| MEDIUM | Cargo.toml | 360 | # ----------------------------------------------------------------------------- | COMMENT |
| MEDIUM | Cargo.toml | 413 | # ----------------------------------------------------------------------------- | COMMENT |
| MEDIUM | Cargo.toml | 415 | # ----------------------------------------------------------------------------- | COMMENT |
| MEDIUM⚡ | deny.toml | 4 | # ============================================================================= | COMMENT |
| MEDIUM⚡ | deny.toml | 6 | # ============================================================================= | COMMENT |
| MEDIUM⚡ | deny.toml | 14 | # ============================================================================= | COMMENT |
| MEDIUM⚡ | deny.toml | 16 | # ============================================================================= | COMMENT |
| MEDIUM | deny.toml | 66 | # ============================================================================= | COMMENT |
| MEDIUM | deny.toml | 68 | # ============================================================================= | COMMENT |
| MEDIUM | deny.toml | 117 | # ============================================================================= | COMMENT |
| MEDIUM | deny.toml | 119 | # ============================================================================= | COMMENT |
| MEDIUM | deny.toml | 240 | # ============================================================================= | COMMENT |
| MEDIUM | deny.toml | 242 | # ============================================================================= | COMMENT |
| MEDIUM | osv-scanner.toml | 4 | # ============================================================================= | COMMENT |
| MEDIUM | osv-scanner.toml | 6 | # ============================================================================= | COMMENT |
| MEDIUM | nautilus_trader/__init__.py | 1 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| MEDIUM | nautilus_trader/__init__.py | 14 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| MEDIUM | nautilus_trader/accounting/error.py | 1 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| MEDIUM | nautilus_trader/accounting/error.py | 14 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| MEDIUM | nautilus_trader/accounting/__init__.py | 1 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| MEDIUM | nautilus_trader/accounting/__init__.py | 14 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| MEDIUM | nautilus_trader/accounting/accounts/__init__.py | 1 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| MEDIUM | nautilus_trader/accounting/accounts/__init__.py | 14 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| MEDIUM | nautilus_trader/core/__init__.py | 1 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| MEDIUM | nautilus_trader/core/__init__.py | 14 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| MEDIUM | nautilus_trader/core/inspect.py | 1 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| MEDIUM | nautilus_trader/core/inspect.py | 14 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| MEDIUM | nautilus_trader/analysis/themes.py | 1 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| MEDIUM | nautilus_trader/analysis/themes.py | 14 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| MEDIUM | nautilus_trader/analysis/config.py | 1 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| MEDIUM | nautilus_trader/analysis/config.py | 14 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| MEDIUM | nautilus_trader/analysis/reporter.py | 1 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| MEDIUM | nautilus_trader/analysis/reporter.py | 14 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| MEDIUM | nautilus_trader/analysis/analyzer.py | 1 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| MEDIUM | nautilus_trader/analysis/analyzer.py | 14 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| MEDIUM | nautilus_trader/analysis/__init__.py | 1 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| MEDIUM | nautilus_trader/analysis/__init__.py | 14 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| MEDIUM | nautilus_trader/analysis/tearsheet.py | 1 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| MEDIUM | nautilus_trader/analysis/tearsheet.py | 14 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| MEDIUM | nautilus_trader/analysis/statistic.py | 1 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| 2829 more matches not shown… | ||||
| Severity | File | Line | Snippet | Context |
|---|---|---|---|---|
| LOW | build.py | 360 | def _copy_build_dir_to_project(cmd: build_ext) -> None: | CODE |
| LOW | build.py | 376 | def _copy_rust_dylibs_to_project() -> None: | CODE |
| LOW | build.py | 439 | def _ensure_windows_python_import_lib() -> None: | CODE |
| LOW | build.py | 521 | def show_rustanalyzer_settings() -> None: | CODE |
| LOW | build.py | 554 | def _ensure_local_editable_pth() -> None: | CODE |
| LOW | nautilus_trader/analysis/reporter.py | 54 | def generate_order_fills_report(orders: list[Order]) -> pd.DataFrame: | CODE |
| LOW | nautilus_trader/analysis/reporter.py | 118 | def generate_positions_report( | CODE |
| LOW | nautilus_trader/analysis/analyzer.py | 434 | def _canonical_position_id_value(position_id: str) -> str: | CODE |
| LOW | nautilus_trader/analysis/analyzer.py | 562 | def get_performance_stats_pnls( | CODE |
| LOW | nautilus_trader/analysis/analyzer.py | 609 | def get_performance_stats_returns(self) -> dict[str, Any]: | CODE |
| LOW | nautilus_trader/analysis/analyzer.py | 623 | def get_performance_stats_position_returns(self) -> dict[str, Any]: | CODE |
| LOW | nautilus_trader/analysis/analyzer.py | 634 | def get_performance_stats_portfolio_returns(self) -> dict[str, Any]: | CODE |
| LOW | nautilus_trader/analysis/analyzer.py | 645 | def get_performance_stats_returns_vs_benchmark( | CODE |
| LOW | nautilus_trader/analysis/analyzer.py | 703 | def get_performance_stats_general(self) -> dict[str, Any]: | CODE |
| LOW | nautilus_trader/analysis/analyzer.py | 758 | def get_stats_returns_formatted(self) -> list[str]: | CODE |
| LOW | nautilus_trader/analysis/analyzer.py | 770 | def get_stats_position_returns_formatted(self) -> list[str]: | CODE |
| LOW | nautilus_trader/analysis/analyzer.py | 782 | def get_stats_portfolio_returns_formatted(self) -> list[str]: | CODE |
| LOW | nautilus_trader/analysis/analyzer.py | 794 | def get_stats_general_formatted(self) -> list[str]: | CODE |
| LOW | nautilus_trader/analysis/analyzer.py | 816 | def _calculate_portfolio_returns(self, account: Account) -> pd.Series: | CODE |
| LOW | nautilus_trader/analysis/tearsheet.py | 445 | def _resolve_tearsheet_returns( | CODE |
| LOW | nautilus_trader/analysis/tearsheet.py | 476 | def _calculate_account_returns( | CODE |
| LOW | nautilus_trader/analysis/tearsheet.py | 537 | def _extract_account_balance_series( | CODE |
| LOW | nautilus_trader/analysis/tearsheet.py | 566 | def _calculate_daily_balance_returns(total_balance: pd.Series) -> pd.Series | None: | CODE |
| LOW | nautilus_trader/analysis/tearsheet.py | 584 | def _aggregate_period_returns( | CODE |
| LOW | nautilus_trader/analysis/tearsheet.py | 603 | def create_tearsheet_from_stats( | CODE |
| LOW | nautilus_trader/analysis/tearsheet.py | 891 | def create_monthly_returns_heatmap( | CODE |
| LOW | nautilus_trader/analysis/tearsheet.py | 997 | def create_returns_distribution( | CODE |
| LOW | nautilus_trader/analysis/tearsheet.py | 2118 | def _register_tearsheet_chart( | CODE |
| LOW | nautilus_trader/analysis/statistic.py | 82 | def calculate_from_realized_pnls(self, realized_pnls: pd.Series) -> Any | None: | CODE |
| LOW | nautilus_trader/analysis/statistic.py | 136 | def _downsample_to_daily_bins(self, returns: pd.Series) -> pd.Series: | CODE |
| LOW | nautilus_trader/serialization/arrow/serializer.py | 137 | def _unpack_container_objects(data_cls: type, data: list[Any]) -> list[Data]: | CODE |
| LOW | nautilus_trader/serialization/arrow/serializer.py | 144 | def rust_defined_to_record_batch( # noqa: C901 (too complex) | CODE |
| LOW | nautilus_trader/serialization/arrow/serializer.py | 414 | def register_rust_custom_serializer( | CODE |
| LOW | nautilus_trader/serialization/arrow/serializer.py | 544 | def _instrument_status_encoder(data: list) -> pa.RecordBatch: | CODE |
| LOW | nautilus_trader/serialization/arrow/serializer.py | 553 | def _instrument_status_decoder(table) -> list: | CODE |
| LOW | nautilus_trader/test_kit/functions.py | 49 | def ensure_all_tasks_completed() -> None: | CODE |
| LOW | nautilus_trader/test_kit/providers.py | 488 | def onethousandrats_perp_binance() -> CryptoPerpetual: | CODE |
| LOW | nautilus_trader/test_kit/providers.py | 891 | def crypto_futures_spread_inverse() -> CryptoFuturesSpread: | CODE |
| LOW | nautilus_trader/test_kit/providers.py | 920 | def crypto_option_spread_inverse() -> CryptoOptionSpread: | CODE |
| LOW | nautilus_trader/test_kit/providers.py | 979 | def first_friday_two_years_six_months_ago(year: int, month: int) -> dt.date: | CODE |
| LOW | nautilus_trader/test_kit/providers.py | 1143 | def generate_time_series_index( | CODE |
| LOW | nautilus_trader/test_kit/providers.py | 1293 | def get_test_data_large_checksums_filepath() -> Path: | CODE |
| LOW | nautilus_trader/test_kit/providers.py | 1325 | def ensure_data_exists_tardis_huobi_quotes() -> Path: | CODE |
| LOW | nautilus_trader/test_kit/providers.py | 1332 | def ensure_data_exists_tardis_bitmex_trades() -> Path: | CODE |
| LOW | nautilus_trader/test_kit/strategies/tester_exec.py | 730 | def maintain_stop_sell_orders( | CODE |
| LOW | nautilus_trader/test_kit/rust/instruments_pyo3.py | 560 | def perpetual_contract_eurusd() -> PerpetualContract: | CODE |
| LOW | nautilus_trader/test_kit/rust/events_pyo3.py | 84 | def cash_account_state_million_usd() -> AccountState: | CODE |
| LOW | nautilus_trader/test_kit/rust/events_pyo3.py | 129 | def cash_account_state_multi_changed_btc() -> AccountState: | CODE |
| LOW | nautilus_trader/test_kit/rust/events_pyo3.py | 172 | def order_denied_max_submit_rate() -> OrderDenied: | CODE |
| LOW | nautilus_trader/test_kit/rust/events_pyo3.py | 185 | def order_rejected_insufficient_margin() -> OrderRejected: | CODE |
| LOW | nautilus_trader/backtest/node.py | 839 | def get_price_protection_points(config: BacktestVenueConfig) -> int | None: | CODE |
| LOW⚡ | nautilus_trader/adapters/okx/execution.py | 1761 | async def _batch_cancel_regular_orders(self, orders_to_cancel) -> None: | CODE |
| LOW⚡ | nautilus_trader/adapters/okx/execution.py | 1768 | async def _batch_cancel_http_orders(self, http_cancels) -> None: | CODE |
| LOW⚡ | nautilus_trader/adapters/okx/execution.py | 1772 | async def _batch_cancel_algo_orders( | CODE |
| LOW⚡ | nautilus_trader/adapters/okx/execution.py | 2290 | async def _cancel_all_orders_mass_cancel(self, command: CancelAllOrders) -> None: | CODE |
| LOW⚡ | nautilus_trader/adapters/okx/execution.py | 3127 | def _canonical_client_order_id( | CODE |
| LOW⚡ | nautilus_trader/adapters/okx/execution.py | 3134 | def _exchange_client_order_id( | CODE |
| LOW⚡ | nautilus_trader/adapters/okx/execution.py | 3141 | def _register_client_order_aliases( | CODE |
| LOW | nautilus_trader/adapters/okx/execution.py | 452 | async def generate_order_status_reports( | CODE |
| LOW | nautilus_trader/adapters/okx/execution.py | 519 | async def generate_order_status_report( | CODE |
| 8677 more matches not shown… | ||||
| Severity | File | Line | Snippet | Context |
|---|---|---|---|---|
| LOW | Cargo.toml | 501 | # ----------------------------------------------------------------------------- | COMMENT |
| LOW | Cargo.toml | 521 | # | COMMENT |
| LOW | deny.toml | 41 | COMMENT | |
| LOW | .zizmor.yml | 1 | # Zizmor configuration for GitHub Actions security auditing | COMMENT |
| LOW | nautilus_trader/__init__.py | 1 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| LOW | nautilus_trader/accounting/error.py | 1 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| LOW | nautilus_trader/accounting/__init__.py | 1 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| LOW | nautilus_trader/accounting/accounts/__init__.py | 1 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| LOW | nautilus_trader/core/__init__.py | 1 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| LOW | nautilus_trader/core/inspect.py | 1 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| LOW | nautilus_trader/analysis/themes.py | 1 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| LOW | nautilus_trader/analysis/config.py | 1 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| LOW | nautilus_trader/analysis/reporter.py | 1 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| LOW | nautilus_trader/analysis/analyzer.py | 1 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| LOW | nautilus_trader/analysis/__init__.py | 1 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| LOW | nautilus_trader/analysis/tearsheet.py | 1 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| LOW | nautilus_trader/analysis/statistic.py | 1 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| LOW | nautilus_trader/cache/config.py | 1 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| LOW | nautilus_trader/cache/transformers.py | 1 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| LOW | nautilus_trader/cache/adapter.py | 1 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| LOW | nautilus_trader/cache/__init__.py | 1 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| LOW | nautilus_trader/config/__init__.py | 1 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| LOW | nautilus_trader/indicators/__init__.py | 1 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| LOW | nautilus_trader/serialization/__init__.py | 1 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| LOW | nautilus_trader/serialization/arrow/__init__.py | 1 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| LOW | nautilus_trader/serialization/arrow/serializer.py | 1 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| LOW | nautilus_trader/serialization/arrow/schema.py | 1 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| LOW | …r/serialization/arrow/implementations/account_state.py | 1 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| LOW | …er/serialization/arrow/implementations/order_events.py | 1 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| LOW | …trader/serialization/arrow/implementations/__init__.py | 1 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| LOW | …der/serialization/arrow/implementations/instruments.py | 1 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| LOW | …ialization/arrow/implementations/component_commands.py | 1 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| LOW | …alization/arrow/implementations/funding_rate_update.py | 1 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| LOW | …erialization/arrow/implementations/component_events.py | 1 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| LOW | …serialization/arrow/implementations/position_events.py | 1 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| LOW | nautilus_trader/network/__init__.py | 1 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| LOW | nautilus_trader/test_kit/functions.py | 1 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| LOW | nautilus_trader/test_kit/__init__.py | 1 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| LOW | nautilus_trader/test_kit/debug_helpers.py | 1 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| LOW | nautilus_trader/test_kit/providers.py | 1 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| LOW | nautilus_trader/test_kit/strategies/__init__.py | 1 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| LOW | nautilus_trader/test_kit/strategies/tester_data.py | 1 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| LOW | nautilus_trader/test_kit/strategies/tester_exec.py | 1 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| LOW | nautilus_trader/test_kit/rust/accounting_pyo3.py | 1 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| LOW | nautilus_trader/test_kit/rust/instruments_pyo3.py | 1 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| LOW | nautilus_trader/test_kit/rust/identifiers_pyo3.py | 1 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| LOW | nautilus_trader/test_kit/rust/__init__.py | 1 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| LOW | nautilus_trader/test_kit/rust/types_pyo3.py | 1 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| LOW | nautilus_trader/test_kit/rust/data_pyo3.py | 1 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| LOW | nautilus_trader/test_kit/rust/orders_pyo3.py | 1 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| LOW | nautilus_trader/test_kit/rust/events_pyo3.py | 1 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| LOW | nautilus_trader/backtest/config.py | 1 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| LOW | nautilus_trader/backtest/results.py | 1 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| LOW | nautilus_trader/backtest/results.py | 41 | stats_returns: dict[str, float] | COMMENT |
| LOW | nautilus_trader/backtest/results.py | 81 | return inner | COMMENT |
| LOW | nautilus_trader/backtest/__init__.py | 1 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| LOW | nautilus_trader/backtest/node_builder.py | 1 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| LOW | nautilus_trader/backtest/node.py | 1 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| LOW | nautilus_trader/backtest/__main__.py | 1 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| LOW | nautilus_trader/backtest/models/__init__.py | 1 | # ------------------------------------------------------------------------------------------------- | COMMENT |
| 6853 more matches not shown… | ||||
| Severity | File | Line | Snippet | Context |
|---|---|---|---|---|
| HIGH | nautilus_trader/test_kit/strategies/tester_exec.py | 0 | actions to be performed when the strategy is stopped. | STRING |
| HIGH | …ilus_trader/examples/strategies/orderbook_imbalance.py | 0 | actions to be performed when the strategy is stopped. | STRING |
| HIGH | nautilus_trader/examples/strategies/ema_cross_twap.py | 0 | actions to be performed when the strategy is stopped. | STRING |
| HIGH | …lus_trader/examples/strategies/ema_cross_stop_entry.py | 0 | actions to be performed when the strategy is stopped. | STRING |
| HIGH | …utilus_trader/examples/strategies/bb_mean_reversion.py | 0 | actions to be performed when the strategy is stopped. | STRING |
| HIGH | …_trader/examples/strategies/ema_cross_trailing_stop.py | 0 | actions to be performed when the strategy is stopped. | STRING |
| HIGH | …_trader/examples/strategies/volatility_market_maker.py | 0 | actions to be performed when the strategy is stopped. | STRING |
| HIGH | …s_trader/examples/strategies/ema_cross_bracket_algo.py | 0 | actions to be performed when the strategy is stopped. | STRING |
| HIGH | nautilus_trader/examples/strategies/market_maker.py | 0 | actions to be performed when the strategy is stopped. | STRING |
| HIGH | …utilus_trader/examples/strategies/ema_cross_bracket.py | 0 | actions to be performed when the strategy is stopped. | STRING |
| HIGH | nautilus_trader/examples/strategies/ema_cross.py | 0 | actions to be performed when the strategy is stopped. | STRING |
| HIGH | …ilus_trader/examples/strategies/ema_cross_long_only.py | 0 | actions to be performed when the strategy is stopped. | STRING |
| HIGH | …lus_trader/examples/strategies/ema_cross_hedge_mode.py | 0 | actions to be performed when the strategy is stopped. | STRING |
| HIGH | nautilus_trader/examples/strategies/blank.py | 0 | actions to be performed when the strategy is stopped. | STRING |
| HIGH | nautilus_trader/backtest/node_builder.py | 0 | add the given execution client factory to the node. parameters ---------- name : str the name of the client factory. fac | STRING |
| HIGH | nautilus_trader/live/node_builder.py | 0 | add the given execution client factory to the node. parameters ---------- name : str the name of the client factory. fac | STRING |
| HIGH | nautilus_trader/backtest/node.py | 0 | add the given execution client factory to the node. parameters ---------- name : str the name of the client factory. fac | STRING |
| HIGH | nautilus_trader/live/node.py | 0 | add the given execution client factory to the node. parameters ---------- name : str the name of the client factory. fac | STRING |
| HIGH | nautilus_trader/adapters/okx/__init__.py | 0 | betfair sports betting exchange integration adapter. this subpackage provides an instrument provider, data and execution | STRING |
| HIGH | nautilus_trader/adapters/architect_ax/__init__.py | 0 | betfair sports betting exchange integration adapter. this subpackage provides an instrument provider, data and execution | STRING |
| HIGH | nautilus_trader/adapters/bitmex/__init__.py | 0 | betfair sports betting exchange integration adapter. this subpackage provides an instrument provider, data and execution | STRING |
| HIGH | nautilus_trader/adapters/bybit/__init__.py | 0 | betfair sports betting exchange integration adapter. this subpackage provides an instrument provider, data and execution | STRING |
| HIGH | nautilus_trader/adapters/betfair/__init__.py | 0 | betfair sports betting exchange integration adapter. this subpackage provides an instrument provider, data and execution | STRING |
| HIGH | nautilus_trader/adapters/binance/__init__.py | 0 | betfair sports betting exchange integration adapter. this subpackage provides an instrument provider, data and execution | STRING |
| HIGH | nautilus_trader/adapters/okx/providers.py | 0 | return all kraken pyo3 instrument definitions held by the provider. returns ------- list[nautilus_pyo3.instrument] | STRING |
| HIGH | nautilus_trader/adapters/bitmex/providers.py | 0 | return all kraken pyo3 instrument definitions held by the provider. returns ------- list[nautilus_pyo3.instrument] | STRING |
| HIGH | nautilus_trader/adapters/deribit/providers.py | 0 | return all kraken pyo3 instrument definitions held by the provider. returns ------- list[nautilus_pyo3.instrument] | STRING |
| HIGH | nautilus_trader/adapters/bybit/providers.py | 0 | return all kraken pyo3 instrument definitions held by the provider. returns ------- list[nautilus_pyo3.instrument] | STRING |
| HIGH | nautilus_trader/adapters/dydx/providers.py | 0 | return all kraken pyo3 instrument definitions held by the provider. returns ------- list[nautilus_pyo3.instrument] | STRING |
| HIGH | nautilus_trader/adapters/kraken/providers.py | 0 | return all kraken pyo3 instrument definitions held by the provider. returns ------- list[nautilus_pyo3.instrument] | STRING |
| HIGH | nautilus_trader/adapters/betfair/data_types.py | 0 | unix timestamp (nanoseconds) when the data event occurred. returns ------- int | STRING |
| HIGH | nautilus_trader/adapters/binance/futures/types.py | 0 | unix timestamp (nanoseconds) when the data event occurred. returns ------- int | STRING |
| HIGH | nautilus_trader/adapters/binance/common/types.py | 0 | unix timestamp (nanoseconds) when the data event occurred. returns ------- int | STRING |
| HIGH | nautilus_trader/common/signal.py | 0 | unix timestamp (nanoseconds) when the data event occurred. returns ------- int | STRING |
| HIGH | docs/concepts/data/index.md | 0 | unix timestamp (nanoseconds) when the data event occurred. returns ------- int | STRING |
| HIGH | nautilus_trader/adapters/betfair/data_types.py | 0 | unix timestamp (nanoseconds) when the object was initialized. returns ------- int | STRING |
| HIGH | nautilus_trader/adapters/binance/futures/types.py | 0 | unix timestamp (nanoseconds) when the object was initialized. returns ------- int | STRING |
| HIGH | nautilus_trader/adapters/binance/common/types.py | 0 | unix timestamp (nanoseconds) when the object was initialized. returns ------- int | STRING |
| HIGH | nautilus_trader/common/signal.py | 0 | unix timestamp (nanoseconds) when the object was initialized. returns ------- int | STRING |
| HIGH | docs/concepts/data/index.md | 0 | unix timestamp (nanoseconds) when the object was initialized. returns ------- int | STRING |
| HIGH | nautilus_trader/adapters/binance/futures/types.py | 0 | return a dictionary representation of this object. returns ------- dict[str, any] | STRING |
| HIGH | nautilus_trader/adapters/binance/common/types.py | 0 | return a dictionary representation of this object. returns ------- dict[str, any] | STRING |
| HIGH | nautilus_trader/execution/reports.py | 0 | return a dictionary representation of this object. returns ------- dict[str, any] | STRING |
| HIGH | …utilus_trader/adapters/binance/futures/http/account.py | 0 | parameters of openorders get request. parameters ---------- timestamp : str the millisecond timestamp of the request sym | STRING |
| HIGH | nautilus_trader/adapters/binance/spot/http/account.py | 0 | parameters of openorders get request. parameters ---------- timestamp : str the millisecond timestamp of the request sym | STRING |
| HIGH | nautilus_trader/adapters/binance/http/account.py | 0 | parameters of openorders get request. parameters ---------- timestamp : str the millisecond timestamp of the request sym | STRING |
| HIGH | …ilus_trader/examples/strategies/orderbook_imbalance.py | 0 | actions to be performed when the strategy is reset. | STRING |
| HIGH | nautilus_trader/examples/strategies/ema_cross_twap.py | 0 | actions to be performed when the strategy is reset. | STRING |
| HIGH | …lus_trader/examples/strategies/ema_cross_stop_entry.py | 0 | actions to be performed when the strategy is reset. | STRING |
| HIGH | …utilus_trader/examples/strategies/bb_mean_reversion.py | 0 | actions to be performed when the strategy is reset. | STRING |
| HIGH | …_trader/examples/strategies/ema_cross_trailing_stop.py | 0 | actions to be performed when the strategy is reset. | STRING |
| HIGH | …_trader/examples/strategies/volatility_market_maker.py | 0 | actions to be performed when the strategy is reset. | STRING |
| HIGH | …s_trader/examples/strategies/ema_cross_bracket_algo.py | 0 | actions to be performed when the strategy is reset. | STRING |
| HIGH | …utilus_trader/examples/strategies/grid_market_maker.py | 0 | actions to be performed when the strategy is reset. | STRING |
| HIGH | …utilus_trader/examples/strategies/ema_cross_bracket.py | 0 | actions to be performed when the strategy is reset. | STRING |
| HIGH | nautilus_trader/examples/strategies/ema_cross.py | 0 | actions to be performed when the strategy is reset. | STRING |
| HIGH | …ilus_trader/examples/strategies/ema_cross_long_only.py | 0 | actions to be performed when the strategy is reset. | STRING |
| HIGH | …lus_trader/examples/strategies/ema_cross_hedge_mode.py | 0 | actions to be performed when the strategy is reset. | STRING |
| HIGH | nautilus_trader/examples/strategies/blank.py | 0 | actions to be performed when the strategy is reset. | STRING |
| HIGH | nautilus_trader/examples/strategies/subscribe.py | 0 | configuration for ``mystrategy`` instances. parameters ---------- instrument_id : instrumentid the instrument id for the | STRING |
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| LOW | nautilus_trader/core/__init__.py | 28 | CODE | |
| LOW | nautilus_trader/core/__init__.py | 29 | CODE | |
| LOW | nautilus_trader/core/__init__.py | 30 | CODE | |
| LOW | nautilus_trader/core/__init__.py | 31 | CODE | |
| LOW | nautilus_trader/core/__init__.py | 32 | CODE | |
| LOW | nautilus_trader/core/__init__.py | 33 | CODE | |
| LOW | nautilus_trader/core/__init__.py | 34 | CODE | |
| LOW | nautilus_trader/analysis/themes.py | 19 | CODE | |
| LOW | nautilus_trader/analysis/config.py | 19 | CODE | |
| LOW | nautilus_trader/analysis/__init__.py | 20 | CODE | |
| LOW | nautilus_trader/analysis/__init__.py | 21 | CODE | |
| LOW | nautilus_trader/analysis/__init__.py | 22 | CODE | |
| LOW | nautilus_trader/analysis/__init__.py | 23 | CODE | |
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| 769 more matches not shown… | ||||
| Severity | File | Line | Snippet | Context |
|---|---|---|---|---|
| MEDIUM⚡ | Cargo.toml | 509 | # Cargo ignores `panic` for bench profile (harness requires unwind to catch failures) | COMMENT |
| MEDIUM | nautilus_trader/test_kit/strategies/tester_exec.py | 80 | tob_offset_ticks: PositiveInt = 500 # Definitely out of the market | CODE |
| MEDIUM | nautilus_trader/adapters/okx/execution.py | 269 | # SPOT margin supports CROSS for leverage; ISOLATED is limited to copy or lead traders | COMMENT |
| MEDIUM | nautilus_trader/adapters/bybit/execution.py | 682 | # Bybit error code 110043: Set leverage has not been modified (already set) | COMMENT |
| MEDIUM | nautilus_trader/adapters/binance/futures/execution.py | 247 | # Initialize leverage for all symbols using symbolConfig endpoint | COMMENT |
| MEDIUM | nautilus_trader/adapters/binance/futures/execution.py | 248 | # This ensures leverage is set correctly even for symbols without active positions | COMMENT |
| MEDIUM | crates/network/src/websocket/subscription.rs | 18 | //! This module provides a robust subscription tracker that maintains confirmed and pending | COMMENT |
| MEDIUM | crates/network/src/websocket/auth.rs | 18 | //! This module provides a robust authentication tracker that coordinates login attempts | COMMENT |
| MEDIUM | crates/testkit/src/lib.rs | 19 | //! file handling, and common testing patterns. This crate supports robust testing workflows | COMMENT |
| MEDIUM | crates/backtest/src/config.rs | 500 | /// The account default leverage (for margin accounts). | COMMENT |
| MEDIUM | crates/backtest/src/config.rs | 503 | /// The instrument specific leverage configuration (for margin accounts). | COMMENT |
| MEDIUM | crates/backtest/src/config.rs | 1215 | fn test_non_positive_default_leverage_rejected(#[case] leverage: Decimal) { | CODE |
| MEDIUM | crates/backtest/src/config.rs | 1413 | fn test_non_positive_sim_default_leverage_rejected(#[case] leverage: Decimal) { | CODE |
| MEDIUM | crates/adapters/okx/src/config.rs | 235 | /// Enables margin/leverage for SPOT trading when true. | COMMENT |
| MEDIUM | crates/adapters/okx/src/http/client.rs | 870 | /// Requests position tiers information, maximum leverage depends on your borrowings and margin ratio. | COMMENT |
| MEDIUM | crates/adapters/okx/src/http/models.rs | 486 | /// Maximum available leverage. | COMMENT |
| MEDIUM | crates/adapters/okx/src/http/models.rs | 588 | /// Notional leverage. | COMMENT |
| MEDIUM | crates/adapters/okx/src/http/models.rs | 655 | /// Position leverage. | COMMENT |
| MEDIUM | crates/adapters/okx/src/http/models.rs | 1126 | /// Algo leverage configuration. | COMMENT |
| MEDIUM | crates/adapters/hyperliquid/src/common/models.rs | 689 | /// converting balances and handling the margin account type since Hyperliquid supports leverage. | COMMENT |
| MEDIUM | crates/adapters/hyperliquid/src/common/enums.rs | 495 | // Normalize: trim whitespace and convert to lowercase for robust matching | COMMENT |
| MEDIUM | crates/adapters/hyperliquid/src/common/enums.rs | 569 | /// **Deprecated**: This method uses substring matching which is fragile and not robust. | COMMENT |
| MEDIUM | crates/adapters/hyperliquid/src/http/query.rs | 38 | /// Update leverage for an asset | COMMENT |
| MEDIUM | crates/adapters/hyperliquid/src/http/query.rs | 81 | /// Parameters for updating leverage. | COMMENT |
| MEDIUM | crates/adapters/hyperliquid/src/http/query.rs | 450 | /// Creates an action to update leverage for an asset. | COMMENT |
| MEDIUM | crates/adapters/hyperliquid/src/http/query.rs | 654 | assert!(json.contains(r#""leverage":10"#)); | CODE |
| MEDIUM | crates/adapters/hyperliquid/src/http/models.rs | 129 | /// Maximum leverage allowed for this asset. | COMMENT |
| MEDIUM | crates/adapters/hyperliquid/src/http/models.rs | 146 | /// Margin tables for leverage tiers. | COMMENT |
| MEDIUM | crates/adapters/hyperliquid/src/http/models.rs | 162 | /// Maximum leverage allowed for this asset. | COMMENT |
| MEDIUM | crates/adapters/hyperliquid/src/http/models.rs | 179 | /// Margin table with leverage tiers. | COMMENT |
| MEDIUM | crates/adapters/hyperliquid/src/http/models.rs | 200 | /// Maximum leverage for this tier. | COMMENT |
| MEDIUM | crates/adapters/hyperliquid/src/http/models.rs | 1707 | /// Update leverage for a position. | COMMENT |
| MEDIUM | crates/adapters/hyperliquid/src/http/models.rs | 1717 | #[serde(rename = "leverage")] | COMMENT |
| MEDIUM | crates/adapters/hyperliquid/src/http/models.rs | 2068 | /// Maximum leverage allowed for this asset. | COMMENT |
| MEDIUM | crates/adapters/hyperliquid/src/http/rate_limits.rs | 147 | /// We count the largest array in the response (robust to schema variants). | COMMENT |
| MEDIUM | crates/adapters/hyperliquid/src/http/parse.rs | 130 | /// Maximum leverage (for perps). | COMMENT |
| MEDIUM | crates/adapters/bitmex/src/websocket/messages.rs | 884 | /// Margin leverage | COMMENT |
| MEDIUM | crates/adapters/bitmex/src/python/http.rs | 125 | /// Update position leverage. | COMMENT |
| MEDIUM | crates/adapters/bitmex/src/python/http.rs | 142 | // Call the leverage update method once it's implemented | COMMENT |
| MEDIUM | crates/adapters/bitmex/src/python/http.rs | 143 | // let report = client.update_position_leverage(&symbol, leverage) | COMMENT |
| MEDIUM | crates/adapters/bitmex/src/http/client.rs | 827 | /// Update position leverage. | COMMENT |
| MEDIUM | crates/adapters/bitmex/src/http/client.rs | 2694 | /// Update position leverage. | COMMENT |
| MEDIUM⚡ | crates/adapters/bitmex/src/http/query.rs | 445 | /// Parameters for the POST /position/leverage endpoint. | COMMENT |
| MEDIUM⚡ | crates/adapters/bitmex/src/http/query.rs | 451 | /// Symbol to set leverage for. | COMMENT |
| MEDIUM⚡ | crates/adapters/bitmex/src/http/query.rs | 455 | /// Optional leverage for long position (isolated margin only). | COMMENT |
| MEDIUM | crates/adapters/coinbase/src/config.rs | 158 | /// Optional default leverage applied to derivatives orders. Ignored on | COMMENT |
| MEDIUM | crates/adapters/derive/tests/data_client.rs | 1854 | // Wait until the REST call lands on the mock so the test is robust | COMMENT |
| MEDIUM | crates/adapters/derive/src/http/models.rs | 607 | /// Effective leverage (perps only). | COMMENT |
| MEDIUM | crates/adapters/blockchain/src/decode.rs | 23 | /// - If `decimals == 18` the value represents wei and we leverage the dedicated | COMMENT |
| MEDIUM | crates/adapters/blockchain/src/decode.rs | 46 | /// - If `decimals == 18` the value represents wei and we leverage the dedicated | COMMENT |
| MEDIUM | crates/adapters/deribit/src/http/models.rs | 78 | /// Maximal leverage for instrument (only for futures) | COMMENT |
| MEDIUM | crates/adapters/sandbox/src/config.rs | 65 | /// The account default leverage (for margin accounts). | COMMENT |
| MEDIUM | crates/adapters/sandbox/src/config.rs | 68 | /// Per-instrument leverage overrides. | COMMENT |
| MEDIUM | crates/adapters/bybit/src/config.rs | 210 | /// Leverage configuration for futures (symbol -> leverage). | COMMENT |
| MEDIUM | crates/adapters/bybit/src/python/http.rs | 335 | /// Sets leverage for a symbol (requires authentication). | COMMENT |
| MEDIUM | crates/adapters/bybit/src/python/http.rs | 346 | /// - <https://bybit-exchange.github.io/docs/v5/position/leverage> | COMMENT |
| MEDIUM⚡ | crates/adapters/bybit/src/common/models.rs | 43 | /// Common leverage filter that describes leverage bounds and step. | COMMENT |
| MEDIUM⚡ | crates/adapters/bybit/src/common/models.rs | 47 | /// Minimum leverage supported. | COMMENT |
| MEDIUM⚡ | crates/adapters/bybit/src/common/models.rs | 49 | /// Maximum leverage supported. | COMMENT |
| MEDIUM⚡ | crates/adapters/bybit/src/common/models.rs | 51 | /// Step between successive leverage values. | COMMENT |
| 111 more matches not shown… | ||||
| Severity | File | Line | Snippet | Context |
|---|---|---|---|---|
| MEDIUM | nautilus_trader/backtest/node.py | 379 | # Create a builder for this engine | COMMENT |
| MEDIUM | …tilus_trader/adapters/interactive_brokers/factories.py | 103 | # Create a unique key for the gateway based on its trading_mode | COMMENT |
| MEDIUM | …tilus_trader/adapters/interactive_brokers/factories.py | 172 | # Create a cache key based on client connection info and config | COMMENT |
| MEDIUM⚡ | …tilus_trader/adapters/interactive_brokers/providers.py | 515 | # Create the spread instrument | COMMENT |
| MEDIUM | …tilus_trader/adapters/interactive_brokers/providers.py | 168 | # Create a more complete leg contract using information from the combo leg | COMMENT |
| MEDIUM⚡ | …er/adapters/interactive_brokers/parsing/instruments.py | 1151 | # Create the spread instrument ID | COMMENT |
| MEDIUM⚡ | …er/adapters/interactive_brokers/parsing/instruments.py | 1273 | # Create a combo leg with the actual conId | COMMENT |
| MEDIUM⚡ | …er/adapters/interactive_brokers/parsing/instruments.py | 1282 | # Create the BAG contract | COMMENT |
| MEDIUM | …der/adapters/interactive_brokers/client/market_data.py | 897 | # Create an index price tick | COMMENT |
| MEDIUM | nautilus_trader/adapters/polymarket/providers.py | 218 | # Create a copy to avoid mutating the caller's filters | COMMENT |
| MEDIUM | nautilus_trader/adapters/polymarket/providers.py | 451 | # Create a copy to avoid mutating the caller's filters | COMMENT |
| MEDIUM | nautilus_trader/adapters/binance/websocket/client.py | 171 | # Create a new client ID | COMMENT |
| MEDIUM | nautilus_trader/examples/strategies/ema_cross_twap.py | 119 | # Create the indicators for the strategy | COMMENT |
| MEDIUM | …lus_trader/examples/strategies/ema_cross_stop_entry.py | 129 | # Create the indicators for the strategy | COMMENT |
| MEDIUM | …utilus_trader/examples/strategies/bb_mean_reversion.py | 98 | # Create the indicators for the strategy | COMMENT |
| MEDIUM | …_trader/examples/strategies/ema_cross_trailing_stop.py | 131 | # Create the indicators for the strategy | COMMENT |
| MEDIUM | …_trader/examples/strategies/volatility_market_maker.py | 109 | # Create the indicators for the strategy | COMMENT |
| MEDIUM | …s_trader/examples/strategies/ema_cross_bracket_algo.py | 135 | # Create the indicators for the strategy | COMMENT |
| MEDIUM | …utilus_trader/examples/strategies/ema_cross_bracket.py | 111 | # Create the indicators for the strategy | COMMENT |
| MEDIUM | nautilus_trader/examples/strategies/ema_cross.py | 124 | # Create the indicators for the strategy | COMMENT |
| MEDIUM | …ilus_trader/examples/strategies/ema_cross_long_only.py | 107 | # Create the indicators for the strategy | COMMENT |
| MEDIUM | …lus_trader/examples/strategies/ema_cross_hedge_mode.py | 108 | # Create the indicators for the strategy | COMMENT |
| MEDIUM⚡ | nautilus_trader/persistence/writer.py | 414 | # Create an arrow writer with identifier specific metadata in the schema | COMMENT |
| MEDIUM | python/generate_stubs.py | 52 | # This file is automatically generated by pyo3_stub_gen | COMMENT |
| MEDIUM | .pre-commit-hooks/cargo_fmt_stable.sh | 11 | # Create an empty rustfmt.toml in the temp directory | COMMENT |
| MEDIUM | patches/pyo3-stub-gen/src/generate/module.rs | 53 | writeln!(f, "# This file is automatically generated by pyo3_stub_gen")?; | CODE |
| MEDIUM | patches/pyo3-stub-gen/src/generate/module.rs | 311 | writeln!(f, "# This file is automatically generated by pyo3_stub_gen")?; | CODE |
| MEDIUM | patches/pyo3-stub-gen/src/docgen/sphinx_ext.py | 988 | # Create a list item with a reference | COMMENT |
| MEDIUM | patches/pyo3-stub-gen/src/docgen/sphinx_ext.py | 995 | # Create a reference to the submodule's documentation page | COMMENT |
| MEDIUM | patches/pyo3-stub-gen/src/docgen/sphinx_ext.py | 1074 | # Create a single bullet list for all submodules | COMMENT |
| MEDIUM | patches/pyo3-stub-gen/src/docgen/sphinx_ext.py | 1209 | # Create a single bullet list for all submodules | COMMENT |
| MEDIUM | tests/unit_tests/accounting/test_cash.py | 970 | # Create a closed position with profit | COMMENT |
| MEDIUM | tests/unit_tests/accounting/test_cash.py | 1417 | # Create a reduce-only order | COMMENT |
| MEDIUM | tests/unit_tests/accounting/test_cash.py | 1479 | # Create a market order (no price) | COMMENT |
| MEDIUM | tests/unit_tests/accounting/test_cash.py | 1544 | # Create a BUY order for AUD/USD - should lock USD | COMMENT |
| MEDIUM | tests/unit_tests/accounting/test_cash.py | 1575 | # Create a SELL order for AUD/USD - should lock AUD | COMMENT |
| MEDIUM | tests/unit_tests/accounting/test_cash.py | 1643 | # Create a BUY order for BTCUSDT - should lock USDT | COMMENT |
| MEDIUM | tests/unit_tests/accounting/test_cash.py | 1673 | # Create a SELL order for BTCUSDT - should lock BTC | COMMENT |
| MEDIUM | tests/unit_tests/accounting/test_cash.py | 1743 | # Create a SELL order for AUD/USD | COMMENT |
| MEDIUM⚡ | tests/unit_tests/analysis/test_tearsheet.py | 560 | # Create a mock engine | COMMENT |
| MEDIUM | tests/unit_tests/cache/test_data.py | 127 | # Create a MARKET order (no price) and apply events to close it | COMMENT |
| MEDIUM | tests/unit_tests/test_kit/test_exec_tester.py | 619 | # Create a book with bids and asks | COMMENT |
| MEDIUM | tests/unit_tests/backtest/test_engine.py | 1040 | # Create a minimal engine configuration for testing | COMMENT |
| MEDIUM | tests/unit_tests/backtest/test_engine.py | 1246 | # Create a very simple iterator with just a few items | COMMENT |
| MEDIUM | tests/unit_tests/backtest/test_matching_engine.py | 720 | # Create a limit order that won't immediately fill | COMMENT |
| 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) | COMMENT |
| MEDIUM | tests/unit_tests/execution/test_engine.py | 3295 | # Create a bid above current best ask | COMMENT |
| MEDIUM | tests/unit_tests/execution/test_engine.py | 3303 | # Create an ask below the bid | COMMENT |
| MEDIUM | tests/unit_tests/execution/test_engine.py | 3360 | # Create a bracket order with limit entry, limit TP and limit SL | COMMENT |
| MEDIUM | tests/unit_tests/execution/test_engine.py | 3490 | # Create the order | COMMENT |
| MEDIUM | tests/unit_tests/execution/test_engine.py | 3779 | # Create an order that receives events out of normal sequence | COMMENT |
| MEDIUM⚡ | tests/unit_tests/live/test_execution_recon.py | 2113 | # Create an order with an instrument NOT in cache | COMMENT |
| MEDIUM⚡ | tests/unit_tests/live/test_execution_recon.py | 2116 | # Create an order manually (bypassing normal flow) | COMMENT |
| MEDIUM⚡ | tests/unit_tests/live/test_execution_recon.py | 2124 | # Create a report for the existing order | COMMENT |
| MEDIUM | tests/unit_tests/live/test_execution_recon.py | 1911 | # Create an order with some filled quantity | COMMENT |
| MEDIUM | tests/unit_tests/live/test_execution_recon.py | 1924 | # Create a report that shows more filled quantity (normal case) | COMMENT |
| MEDIUM | tests/unit_tests/live/test_execution_recon.py | 1968 | # Create an order with filled quantity | COMMENT |
| MEDIUM | tests/unit_tests/live/test_execution_recon.py | 1981 | # Create a report that shows less filled quantity (corrupted state scenario) | COMMENT |
| MEDIUM | tests/unit_tests/live/test_execution_recon.py | 2061 | # Create an order with quantity 100 | COMMENT |
| MEDIUM | tests/unit_tests/live/test_execution_recon.py | 2077 | # Create a fill report that would cause overfill (80 + 30 > 100) | COMMENT |
| 93 more matches not shown… | ||||
| Severity | File | Line | Snippet | Context |
|---|---|---|---|---|
| LOW | build.py | 482 | except Exception as e: # pragma: no cover - defensive | CODE |
| MEDIUM | build.py | 399 | def _get_clang_version() -> str: | CODE |
| LOW | nautilus_trader/serialization/arrow/serializer.py | 385 | except Exception as e: | CODE |
| LOW | nautilus_trader/backtest/config.py | 781 | except Exception as e: | CODE |
| LOW | nautilus_trader/backtest/node.py | 257 | except Exception as e: | CODE |
| LOW | nautilus_trader/backtest/node.py | 484 | except Exception as e: | CODE |
| MEDIUM | nautilus_trader/adapters/okx/execution.py | 274 | def _check_clock_sync(self) -> None: | CODE |
| MEDIUM | nautilus_trader/adapters/okx/execution.py | 1761 | def _batch_cancel_regular_orders(self, orders_to_cancel) -> None: | CODE |
| LOW⚡ | nautilus_trader/adapters/okx/execution.py | 1765 | except Exception as e: | CODE |
| LOW⚡ | nautilus_trader/adapters/okx/execution.py | 2281 | except Exception as e: | CODE |
| LOW⚡ | nautilus_trader/adapters/okx/execution.py | 2298 | except Exception as e: | CODE |
| LOW | nautilus_trader/adapters/okx/execution.py | 280 | except Exception: | CODE |
| LOW | nautilus_trader/adapters/okx/execution.py | 665 | except Exception as e: | CODE |
| LOW | nautilus_trader/adapters/okx/execution.py | 697 | except Exception as e: | CODE |
| LOW | nautilus_trader/adapters/okx/execution.py | 830 | except Exception as e: | CODE |
| LOW | nautilus_trader/adapters/okx/execution.py | 1167 | except Exception as e: | CODE |
| LOW | nautilus_trader/adapters/okx/execution.py | 1205 | except Exception as e: | CODE |
| LOW | nautilus_trader/adapters/okx/execution.py | 1337 | except Exception as e: | CODE |
| LOW | nautilus_trader/adapters/okx/execution.py | 1686 | except Exception as e: | CODE |
| LOW | nautilus_trader/adapters/okx/execution.py | 1800 | except Exception as e: | CODE |
| LOW | nautilus_trader/adapters/okx/execution.py | 1819 | except Exception as e: | CODE |
| LOW | nautilus_trader/adapters/okx/execution.py | 1965 | except Exception as e: | CODE |
| LOW | nautilus_trader/adapters/okx/execution.py | 2018 | except Exception as e: | CODE |
| LOW | nautilus_trader/adapters/okx/execution.py | 2159 | except Exception as e: | CODE |
| LOW | nautilus_trader/adapters/okx/execution.py | 2200 | except Exception as e: | CODE |
| LOW | nautilus_trader/adapters/okx/execution.py | 2231 | except Exception as e: | CODE |
| LOW | nautilus_trader/adapters/okx/execution.py | 2685 | except Exception as e: | CODE |
| LOW | nautilus_trader/adapters/okx/data.py | 385 | except Exception: | CODE |
| LOW | nautilus_trader/adapters/okx/data.py | 535 | except Exception as e: | CODE |
| LOW | nautilus_trader/adapters/okx/data.py | 567 | except Exception as e: | CODE |
| LOW | nautilus_trader/adapters/okx/data.py | 617 | except Exception as e: | CODE |
| LOW | nautilus_trader/adapters/okx/data.py | 747 | except Exception as e: | CODE |
| LOW | nautilus_trader/adapters/okx/data.py | 783 | except Exception as e: | CODE |
| LOW | nautilus_trader/adapters/architect_ax/execution.py | 382 | except Exception as e: | CODE |
| LOW | nautilus_trader/adapters/architect_ax/execution.py | 430 | except Exception as e: | CODE |
| LOW | nautilus_trader/adapters/architect_ax/execution.py | 518 | except Exception as e: | CODE |
| LOW | nautilus_trader/adapters/architect_ax/execution.py | 543 | except Exception as e: | CODE |
| LOW | nautilus_trader/adapters/architect_ax/execution.py | 564 | except Exception as e: | CODE |
| MEDIUM | nautilus_trader/adapters/architect_ax/data.py | 512 | def _handle_msg(self, msg) -> None: | CODE |
| LOW | nautilus_trader/adapters/architect_ax/data.py | 222 | except Exception as e: | CODE |
| LOW | nautilus_trader/adapters/architect_ax/data.py | 425 | except Exception as e: | CODE |
| LOW | nautilus_trader/adapters/architect_ax/data.py | 454 | except Exception as e: | CODE |
| LOW | nautilus_trader/adapters/architect_ax/data.py | 484 | except Exception as e: | CODE |
| LOW | nautilus_trader/adapters/architect_ax/data.py | 509 | except Exception as e: | CODE |
| LOW | nautilus_trader/adapters/architect_ax/data.py | 521 | except Exception as e: | CODE |
| LOW | nautilus_trader/adapters/hyperliquid/execution.py | 190 | except Exception as e: | CODE |
| LOW | nautilus_trader/adapters/hyperliquid/execution.py | 288 | except Exception as e: | CODE |
| LOW | nautilus_trader/adapters/hyperliquid/execution.py | 506 | except Exception as e: | CODE |
| LOW | nautilus_trader/adapters/hyperliquid/execution.py | 512 | except Exception as e: | CODE |
| LOW | nautilus_trader/adapters/hyperliquid/execution.py | 707 | except Exception as e: | CODE |
| LOW | nautilus_trader/adapters/hyperliquid/execution.py | 772 | except Exception as e: | CODE |
| LOW | nautilus_trader/adapters/hyperliquid/execution.py | 809 | except Exception as e: | CODE |
| LOW | nautilus_trader/adapters/hyperliquid/execution.py | 925 | except Exception as e: | CODE |
| LOW | nautilus_trader/adapters/hyperliquid/execution.py | 970 | except Exception as e: | CODE |
| LOW | nautilus_trader/adapters/hyperliquid/execution.py | 1033 | except Exception as e: | CODE |
| LOW | nautilus_trader/adapters/hyperliquid/execution.py | 1100 | except Exception as e: | CODE |
| LOW | nautilus_trader/adapters/hyperliquid/execution.py | 1144 | except Exception as e: | CODE |
| LOW | nautilus_trader/adapters/hyperliquid/providers.py | 112 | except Exception as e: # pragma: no cover - defensive logging | CODE |
| MEDIUM | nautilus_trader/adapters/hyperliquid/providers.py | 96 | def _load_instruments(self) -> list[Instrument]: | CODE |
| LOW | nautilus_trader/adapters/hyperliquid/data.py | 415 | except Exception as e: | CODE |
| 268 more matches not shown… | ||||
| Severity | File | Line | Snippet | Context |
|---|---|---|---|---|
| LOW | nautilus_trader/analysis/tearsheet.py | 1442 | # Check if it's per-currency (dict of dicts) or single dict | COMMENT |
| LOW | nautilus_trader/test_kit/strategies/tester_exec.py | 721 | # Check if we need to adjust the stop order | COMMENT |
| LOW | nautilus_trader/test_kit/strategies/tester_exec.py | 769 | # Check if we need to adjust the stop order | COMMENT |
| LOW | nautilus_trader/adapters/hyperliquid/execution.py | 741 | # Check if all orders are open | COMMENT |
| LOW | …tilus_trader/adapters/interactive_brokers/execution.py | 2083 | # Check if this is a spread order and handle accordingly | COMMENT |
| LOW | …tilus_trader/adapters/interactive_brokers/execution.py | 2567 | # Check if this is a known position | COMMENT |
| LOW⚡ | …tilus_trader/adapters/interactive_brokers/providers.py | 509 | # Check if any leg is a future | COMMENT |
| LOW | …tilus_trader/adapters/interactive_brokers/providers.py | 131 | # Check if we already have this instrument | COMMENT |
| LOW | nautilus_trader/adapters/interactive_brokers/common.py | 356 | # Check if this is the UNSET_DECIMAL value | COMMENT |
| LOW | …er/adapters/interactive_brokers/parsing/instruments.py | 840 | # Check if a BAG contract contains at least one future leg. | COMMENT |
| LOW | …us_trader/adapters/interactive_brokers/client/order.py | 405 | # Check if this is for a get_executions request | COMMENT |
| LOW | …us_trader/adapters/interactive_brokers/client/order.py | 453 | # Check if this is for a get_executions request | COMMENT |
| LOW | …der/adapters/interactive_brokers/client/market_data.py | 900 | # Check if we have both bid and ask prices to create a quote tick | COMMENT |
| LOW | …der/adapters/interactive_brokers/client/market_data.py | 933 | # Check if we have both bid and ask data to create a quote tick | COMMENT |
| LOW | …der/adapters/interactive_brokers/client/market_data.py | 1315 | # Check if this bar is still the current bar (hasn't been superseded) | COMMENT |
| LOW | …der/adapters/interactive_brokers/client/market_data.py | 1809 | # Check if the order book is initialized | COMMENT |
| LOW | nautilus_trader/adapters/polymarket/execution.py | 1651 | # Check if cancel was requested during the HTTP round-trip | COMMENT |
| LOW | nautilus_trader/adapters/polymarket/execution.py | 1924 | # Check if cancel was requested during the HTTP round-trip | COMMENT |
| LOW | nautilus_trader/adapters/polymarket/execution.py | 2365 | # Check if this specific fill was already processed (handles multi-order trades) | COMMENT |
| LOW | nautilus_trader/adapters/polymarket/data.py | 671 | # Check if any effective deltas remain | COMMENT |
| LOW | nautilus_trader/adapters/polymarket/data.py | 723 | # Check if local book exists, create if needed | COMMENT |
| LOW | nautilus_trader/adapters/polymarket/websocket/client.py | 245 | # Check if we need to retry a failed connection | COMMENT |
| LOW | …der/adapters/polymarket/scripts/list_updown_markets.py | 75 | # Check if it's an updown market | COMMENT |
| LOW⚡ | nautilus_trader/adapters/bybit/execution.py | 2012 | # Check if current UTC time is within Bybit's repayment blackout window (04:00-05:30 UTC daily). | COMMENT |
| LOW | nautilus_trader/adapters/bybit/execution.py | 1757 | # Check if this is a post-only order rejected by the exchange | COMMENT |
| LOW | nautilus_trader/adapters/bybit/execution.py | 1981 | # Check if there's an outstanding borrow first | COMMENT |
| LOW | nautilus_trader/adapters/betfair/execution.py | 1721 | # Check if we know this order via rfo (stream arrived before HTTP response) | COMMENT |
| LOW | nautilus_trader/adapters/betfair/execution.py | 1966 | # Check if order is still open before generating a cancel | COMMENT |
| LOW | nautilus_trader/adapters/kraken/execution.py | 1514 | # Check if venue order ID changed (Futures editorder can return new ID) | COMMENT |
| LOW | nautilus_trader/adapters/databento/data.py | 1162 | # Check if multiple instrument_ids are provided in metadata | COMMENT |
| LOW | nautilus_trader/adapters/databento/data.py | 1211 | # Check if multiple instrument_ids are provided in metadata | COMMENT |
| LOW | nautilus_trader/adapters/databento/data.py | 1260 | # Check if multiple instrument_ids are provided in metadata | COMMENT |
| LOW | nautilus_trader/adapters/databento/data.py | 1309 | # Check if multiple instrument_ids are provided in params | COMMENT |
| LOW | nautilus_trader/adapters/databento/data.py | 1399 | # Check if multiple instrument_ids are provided in params | COMMENT |
| LOW | nautilus_trader/adapters/databento/data.py | 1505 | # Check if multiple instrument_ids are provided in params | COMMENT |
| LOW | nautilus_trader/adapters/databento/data.py | 1575 | # Check if multiple bar_types are provided in params | COMMENT |
| LOW | nautilus_trader/adapters/databento/data.py | 1648 | # Check if multiple instrument_ids are provided in params | COMMENT |
| LOW | nautilus_trader/adapters/databento/data.py | 1737 | # Check if this is the last delta in an event (F_LAST flag) | COMMENT |
| LOW | nautilus_trader/adapters/binance/execution.py | 780 | # Check if the position side is valid | COMMENT |
| LOW | nautilus_trader/adapters/binance/execution.py | 1284 | # Check if order can be modified via regular endpoint | COMMENT |
| LOW | nautilus_trader/adapters/binance/execution.py | 1518 | # Check if algo order has been triggered - use regular endpoint in that case | COMMENT |
| LOW | nautilus_trader/adapters/binance/websocket/client.py | 162 | # Check if we can create a new client | COMMENT |
| LOW | nautilus_trader/adapters/binance/futures/data.py | 134 | # Check if book buffer active | COMMENT |
| LOW | nautilus_trader/adapters/binance/spot/data.py | 124 | # Check if book buffer active | COMMENT |
| LOW | nautilus_trader/adapters/binance/spot/schemas/user.py | 251 | # Check if price changed (for price_match orders) | COMMENT |
| LOW | nautilus_trader/adapters/binance/spot/http/wallet.py | 50 | # Check if Binance.US based on base URL | COMMENT |
| LOW | nautilus_trader/examples/strategies/ema_cross_twap.py | 232 | # Check if indicators ready | COMMENT |
| LOW | …lus_trader/examples/strategies/ema_cross_stop_entry.py | 227 | # Check if indicators ready | COMMENT |
| LOW | …utilus_trader/examples/strategies/bb_mean_reversion.py | 131 | # Check if indicators ready | COMMENT |
| LOW | nautilus_trader/examples/strategies/simpler_quoter.py | 75 | # Check if closed | COMMENT |
| LOW | …_trader/examples/strategies/ema_cross_trailing_stop.py | 245 | # Check if indicators ready | COMMENT |
| LOW | …_trader/examples/strategies/volatility_market_maker.py | 267 | # Check if indicators ready | COMMENT |
| LOW | …s_trader/examples/strategies/ema_cross_bracket_algo.py | 190 | # Check if indicators ready | COMMENT |
| LOW | …utilus_trader/examples/strategies/ema_cross_bracket.py | 166 | # Check if indicators ready | COMMENT |
| LOW | nautilus_trader/examples/strategies/ema_cross.py | 241 | # Check if indicators ready | COMMENT |
| LOW | …ilus_trader/examples/strategies/ema_cross_long_only.py | 221 | # Check if indicators ready | COMMENT |
| LOW | …lus_trader/examples/strategies/ema_cross_hedge_mode.py | 222 | # Check if indicators ready | COMMENT |
| LOW | nautilus_trader/examples/indicators/ema_python.py | 113 | # Check if this is the initial input | COMMENT |
| LOW | nautilus_trader/live/execution_engine.py | 1080 | # Check if quantities match (both could be zero) | COMMENT |
| LOW | nautilus_trader/live/execution_engine.py | 1364 | # Check if order is too recent to reconcile (avoid race conditions) | COMMENT |
| 64 more matches not shown… | ||||
| Severity | File | Line | Snippet | Context |
|---|---|---|---|---|
| LOW | build.py | 172 | CODE | |
| LOW | build.py | 487 | CODE | |
| LOW | nautilus_trader/analysis/tearsheet.py | 2147 | CODE | |
| LOW | nautilus_trader/cache/transformers.py | 99 | CODE | |
| LOW | nautilus_trader/cache/transformers.py | 144 | CODE | |
| LOW | nautilus_trader/cache/transformers.py | 190 | CODE | |
| LOW | nautilus_trader/cache/transformers.py | 227 | CODE | |
| LOW | nautilus_trader/cache/transformers.py | 258 | CODE | |
| LOW | nautilus_trader/serialization/arrow/serializer.py | 144 | CODE | |
| LOW | nautilus_trader/test_kit/strategies/tester_data.py | 100 | CODE | |
| LOW | nautilus_trader/test_kit/strategies/tester_exec.py | 255 | CODE | |
| LOW | nautilus_trader/test_kit/strategies/tester_exec.py | 286 | CODE | |
| LOW | nautilus_trader/test_kit/strategies/tester_exec.py | 588 | CODE | |
| LOW | nautilus_trader/test_kit/strategies/tester_exec.py | 682 | CODE | |
| LOW | nautilus_trader/test_kit/strategies/tester_exec.py | 730 | CODE | |
| LOW | nautilus_trader/test_kit/strategies/tester_exec.py | 807 | CODE | |
| LOW | nautilus_trader/backtest/config.py | 272 | CODE | |
| LOW | nautilus_trader/backtest/node.py | 170 | CODE | |
| LOW | nautilus_trader/backtest/node.py | 362 | CODE | |
| LOW | nautilus_trader/backtest/node.py | 531 | CODE | |
| LOW | nautilus_trader/adapters/okx/execution.py | 769 | CODE | |
| LOW | nautilus_trader/adapters/okx/execution.py | 871 | CODE | |
| LOW | nautilus_trader/adapters/okx/execution.py | 2028 | CODE | |
| LOW | nautilus_trader/adapters/okx/execution.py | 2655 | CODE | |
| LOW | nautilus_trader/adapters/okx/execution.py | 2794 | CODE | |
| LOW | nautilus_trader/adapters/okx/providers.py | 200 | CODE | |
| LOW | nautilus_trader/adapters/okx/data.py | 430 | CODE | |
| LOW | nautilus_trader/adapters/okx/data.py | 759 | CODE | |
| LOW | nautilus_trader/adapters/architect_ax/execution.py | 567 | CODE | |
| LOW | nautilus_trader/adapters/architect_ax/data.py | 204 | CODE | |
| LOW | nautilus_trader/adapters/architect_ax/data.py | 396 | CODE | |
| LOW | nautilus_trader/adapters/hyperliquid/execution.py | 371 | CODE | |
| LOW | nautilus_trader/adapters/hyperliquid/execution.py | 415 | CODE | |
| LOW | nautilus_trader/adapters/hyperliquid/execution.py | 1118 | CODE | |
| LOW | nautilus_trader/adapters/hyperliquid/execution.py | 1250 | CODE | |
| LOW | nautilus_trader/adapters/hyperliquid/data.py | 469 | CODE | |
| LOW | …tilus_trader/adapters/interactive_brokers/execution.py | 327 | CODE | |
| LOW | …tilus_trader/adapters/interactive_brokers/execution.py | 532 | CODE | |
| LOW | …tilus_trader/adapters/interactive_brokers/execution.py | 660 | CODE | |
| LOW | …tilus_trader/adapters/interactive_brokers/execution.py | 1035 | CODE | |
| LOW | …tilus_trader/adapters/interactive_brokers/execution.py | 1204 | CODE | |
| LOW | …tilus_trader/adapters/interactive_brokers/execution.py | 1301 | CODE | |
| LOW | …tilus_trader/adapters/interactive_brokers/execution.py | 1386 | CODE | |
| LOW | …tilus_trader/adapters/interactive_brokers/execution.py | 1716 | CODE | |
| LOW | …tilus_trader/adapters/interactive_brokers/execution.py | 1915 | CODE | |
| LOW | nautilus_trader/adapters/interactive_brokers/common.py | 328 | CODE | |
| LOW | nautilus_trader/adapters/interactive_brokers/data.py | 366 | CODE | |
| LOW | …er/adapters/interactive_brokers/parsing/instruments.py | 322 | CODE | |
| LOW | …er/adapters/interactive_brokers/parsing/instruments.py | 1294 | CODE | |
| LOW | …er/adapters/interactive_brokers/parsing/instruments.py | 1343 | CODE | |
| LOW | …er/adapters/interactive_brokers/parsing/instruments.py | 1485 | CODE | |
| LOW | …us_trader/adapters/interactive_brokers/parsing/data.py | 67 | CODE | |
| LOW | …us_trader/adapters/interactive_brokers/parsing/data.py | 89 | CODE | |
| LOW | …us_trader/adapters/interactive_brokers/client/error.py | 73 | CODE | |
| LOW | …s_trader/adapters/interactive_brokers/client/client.py | 222 | CODE | |
| LOW | …s_trader/adapters/interactive_brokers/client/client.py | 702 | CODE | |
| LOW | …s_trader/adapters/interactive_brokers/client/client.py | 746 | CODE | |
| LOW | nautilus_trader/adapters/bitmex/execution.py | 965 | CODE | |
| LOW | nautilus_trader/adapters/bitmex/data.py | 614 | CODE | |
| LOW | nautilus_trader/adapters/polymarket/execution.py | 383 | CODE | |
| 173 more matches not shown… | ||||
| Severity | File | Line | Snippet | Context |
|---|---|---|---|---|
| LOW⚡ | crates/network/src/websocket/auth.rs | 691 | // Step 1: Begin authentication | COMMENT |
| LOW⚡ | crates/network/src/websocket/auth.rs | 694 | // Step 2: Spawn resubscription task that waits for auth | COMMENT |
| LOW⚡ | crates/adapters/okx/src/websocket/client.rs | 4072 | client.subscriptions_state.confirm_unsubscribe(topic); // Step 1: clear pending_unsubscribe | CODE |
| LOW⚡ | crates/adapters/okx/src/websocket/client.rs | 4073 | client.subscriptions_state.mark_subscribe(topic); // Step 2: mark as subscribing | CODE |
| LOW⚡ | crates/adapters/okx/src/websocket/client.rs | 4074 | client.subscriptions_state.confirm_subscribe(topic); // Step 3: confirm subscription | CODE |
| LOW⚡ | crates/adapters/hyperliquid/src/signing/signers.rs | 128 | // Step 4: Create Agent struct | COMMENT |
| LOW⚡ | crates/adapters/hyperliquid/src/signing/signers.rs | 136 | // Step 5: Sign Agent with EIP-712 | COMMENT |
| LOW | …s/adapters/interactive_brokers/src/python/providers.rs | 122 | // NOTE: This method intentionally requires an IB client managed by data/execution clients. | COMMENT |
| LOW | …s/adapters/interactive_brokers/src/python/providers.rs | 144 | // NOTE: This method intentionally requires an IB client managed by data/execution clients. | COMMENT |
| LOW | …s/adapters/interactive_brokers/src/python/providers.rs | 166 | // NOTE: This method intentionally requires an IB client managed by data/execution clients. | COMMENT |
| LOW | …s/adapters/interactive_brokers/src/python/providers.rs | 187 | // NOTE: This method intentionally requires an IB client managed by data/execution clients. | COMMENT |
| LOW⚡ | crates/adapters/bitmex/src/websocket/client.rs | 1482 | client.subscriptions.confirm_unsubscribe(&topic); // Step 1: clear pending_unsubscribe | CODE |
| LOW⚡ | crates/adapters/bitmex/src/websocket/client.rs | 1483 | client.subscriptions.mark_subscribe(&topic); // Step 2: mark as subscribing | CODE |
| LOW⚡ | crates/adapters/bitmex/src/websocket/client.rs | 1484 | client.subscriptions.confirm_subscribe(&topic); // Step 3: confirm subscription | CODE |
| LOW⚡ | crates/adapters/polymarket/src/websocket/dispatch.rs | 1526 | // Step 1: Dispatch cancel (simulates message A from the bug) | COMMENT |
| LOW⚡ | crates/adapters/polymarket/src/websocket/dispatch.rs | 1536 | // Step 2: Dispatch trade fill (simulates trade arriving after cancel) | COMMENT |
| LOW | crates/adapters/polymarket/src/execution/responses.rs | 1569 | // Step 1: the WS taker trade arrives BEFORE the submit response. The order is not yet | COMMENT |
| LOW | crates/adapters/polymarket/src/execution/responses.rs | 1601 | // Step 2: the submit response arrives, registers the order, and drains the buffered fill | COMMENT |
| LOW | crates/adapters/polymarket/src/execution/responses.rs | 1685 | // Step 1: the WS cancel arrives BEFORE the submit response and buffers (order unregistered) | COMMENT |
| LOW | crates/adapters/polymarket/src/execution/responses.rs | 1707 | // Step 2: the submit response registers the order and drains the buffered cancel | COMMENT |
| LOW⚡ | crates/adapters/blockchain/src/data/subscription.rs | 819 | // Step 1: Register DEX | COMMENT |
| LOW⚡ | crates/adapters/blockchain/src/data/subscription.rs | 829 | // Step 2: Subscribe to events | COMMENT |
| LOW⚡ | crates/adapters/blockchain/src/data/subscription.rs | 835 | // Step 3: Verify subscriptions | COMMENT |
| LOW⚡ | crates/adapters/blockchain/src/data/subscription.rs | 841 | // Step 4: Get event signatures | COMMENT |
| LOW⚡ | crates/adapters/blockchain/src/data/subscription.rs | 845 | // Step 5: Unsubscribe from some events | COMMENT |
| LOW⚡ | crates/adapters/blockchain/src/data/subscription.rs | 849 | // Step 6: Verify remaining subscriptions (only pool1 mint remains) | COMMENT |
| LOW | crates/model/src/defi/tick_map/sqrt_price_math.rs | 406 | // Step 5: Validate price is within valid range before creating Price | COMMENT |
| LOW⚡ | crates/model/src/defi/data/swap_trade_info.rs | 386 | // Step 1: numerator = quote_amount * 10^base_decimals | COMMENT |
| LOW⚡ | crates/model/src/defi/data/swap_trade_info.rs | 389 | // Step 2: numerator = (quote_amount * 10^base_decimals) * 10^FIXED_PRECISION | COMMENT |
| LOW⚡ | crates/model/src/defi/data/swap_trade_info.rs | 392 | // Step 3: denominator = base_amount * 10^quote_decimals | COMMENT |
| LOW⚡ | crates/model/src/defi/data/swap_trade_info.rs | 395 | // Step 4: Final division | COMMENT |
| LOW | tests/unit_tests/backtest/test_matching_engine.py | 4684 | # Step 1: Place limit order that crosses first level (partial fill) | COMMENT |
| LOW | tests/unit_tests/backtest/test_matching_engine.py | 4703 | # Step 2: Modify order to cross second level | COMMENT |
| LOW | tests/unit_tests/portfolio/test_portfolio.py | 2345 | # Step 1: Place and fill a BACK bet (BUY) | COMMENT |
| LOW | tests/unit_tests/portfolio/test_portfolio.py | 2367 | # Step 2: Place and fill a LAY bet (SELL) | COMMENT |
| LOW | tests/unit_tests/portfolio/test_portfolio.py | 2464 | # Step 1: Place and fill a LAY bet (SELL) | COMMENT |
| LOW | tests/unit_tests/portfolio/test_portfolio.py | 2485 | # Step 2: Place and fill a BACK bet (BUY) | COMMENT |
| LOW | tests/unit_tests/portfolio/test_portfolio.py | 2583 | # Step 1: Place opening bet | COMMENT |
| LOW | tests/unit_tests/portfolio/test_portfolio.py | 2605 | # Step 2: Place closing bet | COMMENT |
| LOW | tests/unit_tests/portfolio/test_portfolio.py | 2704 | # Step 1: Place opening bet | COMMENT |
| LOW | tests/unit_tests/portfolio/test_portfolio.py | 2725 | # Step 2: Place closing bet | COMMENT |
| LOW | docs/integrations/databento.md | 793 | # Step 1: Load instrument definitions first | COMMENT |
| LOW | docs/integrations/databento.md | 803 | # Step 2: Now load and write market data | COMMENT |
| LOW | docs/integrations/databento.md | 829 | # Step 1: Load instrument definitions from DEFINITION files | COMMENT |
| LOW | docs/integrations/databento.md | 836 | # Step 2: Load market data (MBO, trades, quotes, etc.) | COMMENT |
| LOW | docs/developer_guide/testing.md | 302 | ### Step 0: Compile `nautilus_trader` with debug symbols | COMMENT |
| LOW | docs/developer_guide/testing.md | 308 | ### Step 1: Set up debugging configuration | COMMENT |
| LOW⚡ | docs/developer_guide/testing.md | 321 | ### Step 2: Set breakpoints | COMMENT |
| LOW⚡ | docs/developer_guide/testing.md | 326 | ### Step 3: Start mixed debugging | COMMENT |
| LOW⚡ | docs/developer_guide/testing.md | 332 | ### Step 4: Execute code | COMMENT |
| LOW⚡ | …ples/other/minimal_reproducible_example/run_example.py | 126 | # Step 2: Define exchange and add it to the engine | COMMENT |
| LOW⚡ | …ples/other/minimal_reproducible_example/run_example.py | 137 | # Step 3: Create instrument definition and add it to the engine | COMMENT |
| LOW⚡ | …ples/other/minimal_reproducible_example/run_example.py | 163 | # Step 5: Create strategy and add it to the engine | COMMENT |
| LOW⚡ | …ples/other/minimal_reproducible_example/run_example.py | 167 | # Step 6: Run engine = Run backtest | COMMENT |
| LOW⚡ | …ples/other/minimal_reproducible_example/run_example.py | 170 | # Step 7: Release system resources | COMMENT |
| LOW | …ples/other/minimal_reproducible_example/run_example.py | 108 | # Step 1: Configure and create backtest engine | COMMENT |
| LOW⚡ | examples/other/state_machine/run_example.py | 24 | # Step 1: Define all possible states of our application. | COMMENT |
| LOW | examples/other/state_machine/run_example.py | 49 | # Step 2: Define all possible triggers (actions / commands) that can cause state transitions | COMMENT |
| LOW | examples/other/state_machine/run_example.py | 64 | # Step 3: Define the valid state transitions | COMMENT |
| LOW⚡ | examples/backtest/example_06_using_cache/strategy.py | 90 | # Step 1: Load bytes from cache | COMMENT |
| 8 more matches not shown… | ||||
| Severity | File | Line | Snippet | Context |
|---|---|---|---|---|
| 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 | COMMENT |
| HIGH | crates/adapters/binance/README.md | 51 | export BINANCE_API_KEY="your-api-key-from-binance" | CODE |
| HIGH | …ntegration_tests/adapters/tardis/sandbox/run_replay.py | 25 | -e "TM_API_KEY=YOUR_API_KEY" \ | STRING |
| 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 | COMMENT |
| HIGH | docs/how_to/run_rust_live_trading.md | 124 | export OKX_API_KEY="your_api_key" | CODE |
| HIGH | docs/integrations/binance.md | 951 | export BINANCE_API_KEY="your-api-key-from-binance" | CODE |
| HIGH | docs/integrations/binance.md | 1027 | api_key="YOUR_API_KEY", | CODE |
| HIGH | docs/integrations/bybit.md | 132 | api_key="YOUR_API_KEY", | CODE |
| HIGH | docs/integrations/bybit.md | 487 | api_key="YOUR_API_KEY", | CODE |
| HIGH | docs/integrations/okx.md | 845 | export OKX_API_KEY="your_api_key" | CODE |
| HIGH | docs/integrations/bitmex.md | 589 | api_key="YOUR_API_KEY", | CODE |
| HIGH | docs/integrations/bitmex.md | 657 | api_key="YOUR_API_KEY", | CODE |
| HIGH | docs/integrations/bitmex.md | 731 | api_key="YOUR_API_KEY", | CODE |
| HIGH | docs/integrations/bitmex.md | 855 | api_key="YOUR_API_KEY", # Or use os.getenv("BITMEX_API_KEY") | CODE |
| HIGH | docs/integrations/bitmex.md | 861 | api_key="YOUR_API_KEY", | CODE |
| HIGH | docs/integrations/coinbase.md | 138 | api_key="YOUR_API_KEY", | CODE |
| HIGH | docs/integrations/tardis.md | 230 | docker run -p 8000:8000 -p 8001:8001 -e "TM_API_KEY=YOUR_API_KEY" -d tardisdev/tardis-machine | CODE |
| HIGH | docs/tutorials/options_data_bybit.md | 62 | export BYBIT_API_KEY="your-api-key" | CODE |
| HIGH | docs/tutorials/delta_neutral_options_bybit.md | 33 | export BYBIT_API_KEY="your-api-key" | CODE |
| HIGH | docs/tutorials/gold_book_imbalance_ax.md | 72 | export DATABENTO_API_KEY="your-api-key" | CODE |
| HIGH | docs/tutorials/grid_market_maker_bitmex.md | 89 | export BITMEX_API_KEY="your-api-key" | CODE |
| HIGH | …ples/live/polymarket/polymarket_slug_builder_tester.py | 32 | export POLYMARKET_API_KEY="your_api_key" | STRING |
| HIGH | examples/live/bybit/README_options_data_collector.md | 29 | export BYBIT_API_KEY="your_api_key" | CODE |
| Severity | File | Line | Snippet | Context |
|---|---|---|---|---|
| LOW⚡ | crates/network/src/websocket/auth.rs | 691 | // Step 1: Begin authentication | COMMENT |
| LOW⚡ | crates/network/src/websocket/auth.rs | 694 | // Step 2: Spawn resubscription task that waits for auth | COMMENT |
| LOW⚡ | crates/adapters/okx/src/websocket/client.rs | 4072 | client.subscriptions_state.confirm_unsubscribe(topic); // Step 1: clear pending_unsubscribe | CODE |
| LOW⚡ | crates/adapters/okx/src/websocket/client.rs | 4073 | client.subscriptions_state.mark_subscribe(topic); // Step 2: mark as subscribing | CODE |
| LOW⚡ | crates/adapters/okx/src/websocket/client.rs | 4074 | client.subscriptions_state.confirm_subscribe(topic); // Step 3: confirm subscription | CODE |
| LOW⚡ | crates/adapters/hyperliquid/src/signing/signers.rs | 128 | // Step 4: Create Agent struct | COMMENT |
| LOW⚡ | crates/adapters/hyperliquid/src/signing/signers.rs | 136 | // Step 5: Sign Agent with EIP-712 | COMMENT |
| LOW⚡ | crates/adapters/bitmex/src/websocket/client.rs | 1482 | client.subscriptions.confirm_unsubscribe(&topic); // Step 1: clear pending_unsubscribe | CODE |
| LOW⚡ | crates/adapters/bitmex/src/websocket/client.rs | 1483 | client.subscriptions.mark_subscribe(&topic); // Step 2: mark as subscribing | CODE |
| LOW⚡ | crates/adapters/bitmex/src/websocket/client.rs | 1484 | client.subscriptions.confirm_subscribe(&topic); // Step 3: confirm subscription | CODE |
| LOW⚡ | crates/adapters/polymarket/src/websocket/dispatch.rs | 1526 | // Step 1: Dispatch cancel (simulates message A from the bug) | COMMENT |
| LOW⚡ | crates/adapters/polymarket/src/websocket/dispatch.rs | 1536 | // Step 2: Dispatch trade fill (simulates trade arriving after cancel) | COMMENT |
| LOW | crates/adapters/polymarket/src/execution/responses.rs | 1569 | // Step 1: the WS taker trade arrives BEFORE the submit response. The order is not yet | COMMENT |
| LOW | crates/adapters/polymarket/src/execution/responses.rs | 1601 | // Step 2: the submit response arrives, registers the order, and drains the buffered fill | COMMENT |
| LOW | crates/adapters/polymarket/src/execution/responses.rs | 1685 | // Step 1: the WS cancel arrives BEFORE the submit response and buffers (order unregistered) | COMMENT |
| LOW | crates/adapters/polymarket/src/execution/responses.rs | 1707 | // Step 2: the submit response registers the order and drains the buffered cancel | COMMENT |
| LOW⚡ | crates/adapters/blockchain/src/data/subscription.rs | 819 | // Step 1: Register DEX | COMMENT |
| LOW⚡ | crates/adapters/blockchain/src/data/subscription.rs | 829 | // Step 2: Subscribe to events | COMMENT |
| LOW⚡ | crates/adapters/blockchain/src/data/subscription.rs | 835 | // Step 3: Verify subscriptions | COMMENT |
| LOW⚡ | crates/adapters/blockchain/src/data/subscription.rs | 841 | // Step 4: Get event signatures | COMMENT |
| LOW⚡ | crates/adapters/blockchain/src/data/subscription.rs | 845 | // Step 5: Unsubscribe from some events | COMMENT |
| LOW⚡ | crates/adapters/blockchain/src/data/subscription.rs | 849 | // Step 6: Verify remaining subscriptions (only pool1 mint remains) | COMMENT |
| LOW | crates/model/src/defi/tick_map/sqrt_price_math.rs | 406 | // Step 5: Validate price is within valid range before creating Price | COMMENT |
| LOW⚡ | crates/model/src/defi/data/swap_trade_info.rs | 386 | // Step 1: numerator = quote_amount * 10^base_decimals | COMMENT |
| LOW⚡ | crates/model/src/defi/data/swap_trade_info.rs | 389 | // Step 2: numerator = (quote_amount * 10^base_decimals) * 10^FIXED_PRECISION | COMMENT |
| LOW⚡ | crates/model/src/defi/data/swap_trade_info.rs | 392 | // Step 3: denominator = base_amount * 10^quote_decimals | COMMENT |
| LOW⚡ | crates/model/src/defi/data/swap_trade_info.rs | 395 | // Step 4: Final division | COMMENT |
| LOW | tests/unit_tests/backtest/test_matching_engine.py | 4684 | # Step 1: Place limit order that crosses first level (partial fill) | COMMENT |
| LOW | tests/unit_tests/backtest/test_matching_engine.py | 4703 | # Step 2: Modify order to cross second level | COMMENT |
| LOW | tests/unit_tests/portfolio/test_portfolio.py | 2345 | # Step 1: Place and fill a BACK bet (BUY) | COMMENT |
| LOW | tests/unit_tests/portfolio/test_portfolio.py | 2367 | # Step 2: Place and fill a LAY bet (SELL) | COMMENT |
| LOW | tests/unit_tests/portfolio/test_portfolio.py | 2464 | # Step 1: Place and fill a LAY bet (SELL) | COMMENT |
| LOW | tests/unit_tests/portfolio/test_portfolio.py | 2485 | # Step 2: Place and fill a BACK bet (BUY) | COMMENT |
| LOW | tests/unit_tests/portfolio/test_portfolio.py | 2583 | # Step 1: Place opening bet | COMMENT |
| LOW | tests/unit_tests/portfolio/test_portfolio.py | 2605 | # Step 2: Place closing bet | COMMENT |
| LOW | tests/unit_tests/portfolio/test_portfolio.py | 2704 | # Step 1: Place opening bet | COMMENT |
| LOW | tests/unit_tests/portfolio/test_portfolio.py | 2725 | # Step 2: Place closing bet | COMMENT |
| LOW⚡ | …ples/other/minimal_reproducible_example/run_example.py | 126 | # Step 2: Define exchange and add it to the engine | COMMENT |
| LOW⚡ | …ples/other/minimal_reproducible_example/run_example.py | 137 | # Step 3: Create instrument definition and add it to the engine | COMMENT |
| LOW⚡ | …ples/other/minimal_reproducible_example/run_example.py | 163 | # Step 5: Create strategy and add it to the engine | COMMENT |
| LOW⚡ | …ples/other/minimal_reproducible_example/run_example.py | 167 | # Step 6: Run engine = Run backtest | COMMENT |
| LOW⚡ | …ples/other/minimal_reproducible_example/run_example.py | 170 | # Step 7: Release system resources | COMMENT |
| LOW | …ples/other/minimal_reproducible_example/run_example.py | 108 | # Step 1: Configure and create backtest engine | COMMENT |
| LOW⚡ | examples/other/state_machine/run_example.py | 24 | # Step 1: Define all possible states of our application. | COMMENT |
| LOW | examples/other/state_machine/run_example.py | 49 | # Step 2: Define all possible triggers (actions / commands) that can cause state transitions | COMMENT |
| LOW | examples/other/state_machine/run_example.py | 64 | # Step 3: Define the valid state transitions | COMMENT |
| LOW⚡ | examples/backtest/example_06_using_cache/strategy.py | 90 | # Step 1: Load bytes from cache | COMMENT |
| LOW⚡ | examples/backtest/example_06_using_cache/strategy.py | 92 | # Step 2: Deserialize bytes to objects | COMMENT |
| LOW⚡ | …st/example_01_load_bars_from_custom_csv/run_example.py | 38 | # Step 1: Configure and create backtest engine | COMMENT |
| LOW⚡ | …st/example_01_load_bars_from_custom_csv/run_example.py | 47 | # Step 2: Define exchange and add it to the engine | COMMENT |
| LOW⚡ | …st/example_01_load_bars_from_custom_csv/run_example.py | 58 | # Step 3: Create instrument definition and add it to the engine | COMMENT |
| LOW⚡ | …st/example_01_load_bars_from_custom_csv/run_example.py | 103 | # Step 5: Create strategy and add it to the engine | COMMENT |
| LOW⚡ | …st/example_01_load_bars_from_custom_csv/run_example.py | 107 | # Step 6: Run engine = Run backtest | COMMENT |
| LOW⚡ | …st/example_01_load_bars_from_custom_csv/run_example.py | 110 | # Step 7: Release system resources | COMMENT |
| LOW⚡ | …/backtest/example_04_using_data_catalog/run_example.py | 44 | # Step 1: Configure and Create the Backtest Engine | COMMENT |
| Severity | File | Line | Snippet | Context |
|---|---|---|---|---|
| LOW | nautilus_trader/core/__init__.py | 37 | __all__ = [ | CODE |
| LOW | nautilus_trader/analysis/__init__.py | 79 | __all__ = [ | CODE |
| LOW | nautilus_trader/cache/__init__.py | 27 | __all__ = [ | CODE |
| LOW | nautilus_trader/config/__init__.py | 87 | __all__ = [ | CODE |
| LOW | nautilus_trader/indicators/__init__.py | 73 | __all__ = [ | CODE |
| LOW | nautilus_trader/serialization/__init__.py | 27 | __all__ = ["register_serializable_type"] | CODE |
| LOW | nautilus_trader/network/__init__.py | 40 | __all__ = [ | CODE |
| LOW | nautilus_trader/backtest/models/__init__.py | 37 | __all__ = [ | CODE |
| LOW | nautilus_trader/adapters/okx/execution.py | 434 | async def _update_account_state(self) -> None: | CODE |
| LOW | nautilus_trader/adapters/okx/__init__.py | 37 | __all__ = [ | CODE |
| LOW | nautilus_trader/adapters/architect_ax/execution.py | 186 | async def _update_account_state(self) -> None: | CODE |
| LOW | nautilus_trader/adapters/architect_ax/__init__.py | 42 | __all__ = [ | CODE |
| LOW | nautilus_trader/adapters/architect_ax/data.py | 204 | async def _update_instruments(self, interval_mins: int) -> None: | CODE |
| LOW | nautilus_trader/adapters/hyperliquid/execution.py | 291 | async def _update_account_state(self) -> None: | CODE |
| LOW | nautilus_trader/adapters/hyperliquid/__init__.py | 43 | __all__ = [ | CODE |
| LOW | nautilus_trader/adapters/interactive_brokers/gateway.py | 247 | __all__ = ["DockerizedIBGateway"] | CODE |
| LOW | …tilus_trader/adapters/interactive_brokers/execution.py | 2529 | def _update_position_tracking_from_execution(self, contract: IBContract, execution) -> None: | CODE |
| LOW | …er/adapters/interactive_brokers/historical/__init__.py | 22 | __all__ = [ | CODE |
| LOW | …trader/adapters/interactive_brokers/client/__init__.py | 19 | __all__ = [ | CODE |
| LOW | …s_trader/adapters/interactive_brokers/client/common.py | 379 | def update_last(self, req_id: int, value: Any) -> None: | CODE |
| LOW | …der/adapters/interactive_brokers/client/market_data.py | 106 | async def set_market_data_type(self, market_data_type: MarketDataTypeEnum) -> None: | CODE |
| LOW | nautilus_trader/adapters/bitmex/execution.py | 350 | async def _update_account_state(self) -> None: | CODE |
| LOW | nautilus_trader/adapters/bitmex/__init__.py | 37 | __all__ = [ | CODE |
| LOW | nautilus_trader/adapters/bitmex/data.py | 598 | async def _update_instruments(self, interval_mins: int) -> None: | CODE |
| LOW | nautilus_trader/adapters/polymarket/execution.py | 302 | async def _update_account_state(self) -> None: | CODE |
| LOW | nautilus_trader/adapters/polymarket/__init__.py | 46 | __all__ = [ | CODE |
| LOW | nautilus_trader/adapters/polymarket/data.py | 408 | async def _update_instruments(self, interval_mins: int) -> None: | CODE |
| LOW | nautilus_trader/adapters/tardis/__init__.py | 37 | __all__ = [ | CODE |
| LOW | nautilus_trader/adapters/tardis/data.py | 210 | async def _update_instruments(self, interval_mins: int) -> None: | CODE |
| LOW | …s_trader/adapters/interactive_brokers_pyo3/__init__.py | 46 | __all__ = [ | CODE |
| LOW | nautilus_trader/adapters/deribit/__init__.py | 46 | __all__ = [ | CODE |
| LOW | nautilus_trader/adapters/bybit/execution.py | 326 | async def _update_account_state(self) -> None: | CODE |
| LOW | nautilus_trader/adapters/bybit/__init__.py | 50 | __all__ = [ | CODE |
| LOW | nautilus_trader/adapters/bybit/data.py | 273 | async def _update_instruments(self, interval_mins: int) -> None: | CODE |
| LOW⚡ | nautilus_trader/adapters/betfair/execution.py | 393 | async def _update_account_state(self) -> None: | CODE |
| LOW | nautilus_trader/adapters/betfair/client.py | 190 | def update_headers(self, login_resp: LoginResponse) -> None: | CODE |
| LOW | nautilus_trader/adapters/betfair/__init__.py | 42 | __all__ = [ | CODE |
| LOW | nautilus_trader/adapters/dydx/__init__.py | 46 | __all__ = [ | CODE |
| LOW | nautilus_trader/adapters/kraken/execution.py | 346 | async def _update_account_state(self) -> None: | CODE |
| LOW | nautilus_trader/adapters/kraken/__init__.py | 43 | __all__ = [ | CODE |
| LOW | nautilus_trader/adapters/kraken/data.py | 968 | async def _update_instruments(self, interval_mins: int) -> None: | CODE |
| LOW | nautilus_trader/adapters/databento/loaders.py | 119 | def set_price_precision(self, symbol: str, price_precision: int) -> None: | CODE |
| LOW | nautilus_trader/adapters/databento/__init__.py | 137 | __all__ = [ | CODE |
| LOW | nautilus_trader/adapters/databento/types.py | 23 | __all__ = [ | CODE |
| LOW | nautilus_trader/adapters/databento/data.py | 270 | async def _update_dataset_ranges(self) -> None: | CODE |
| LOW | nautilus_trader/adapters/binance/execution.py | 361 | async def _update_account_state(self) -> None: | CODE |
| LOW | nautilus_trader/adapters/binance/__init__.py | 120 | __all__ = [ | CODE |
| LOW | nautilus_trader/adapters/binance/data.py | 256 | async def _update_instruments(self, interval_mins: int) -> None: | CODE |
| LOW | nautilus_trader/adapters/binance/futures/execution.py | 181 | async def _update_account_state(self) -> None: # noqa: C901 (too complex) | CODE |
| LOW | nautilus_trader/adapters/binance/futures/execution.py | 215 | async def _set_default_leverage(symbol: BinanceSymbol, leverage: int) -> None: | CODE |
| LOW | nautilus_trader/adapters/binance/spot/execution.py | 145 | async def _update_account_state(self) -> None: | CODE |
| LOW | nautilus_trader/system/kernel.py | 558 | def _setup_loop(self) -> None: | CODE |
| LOW | nautilus_trader/system/kernel.py | 584 | def _setup_shutdown_handling(self) -> None: | CODE |
| LOW | nautilus_trader/system/kernel.py | 587 | def _setup_streaming(self, config: StreamingConfig) -> None: | CODE |
| LOW | nautilus_trader/common/enums.py | 35 | __all__ = [ | CODE |
| LOW | nautilus_trader/common/events.py | 22 | __all__ = [ | CODE |
| LOW | nautilus_trader/common/commands.py | 19 | __all__ = [ | CODE |
| LOW | nautilus_trader/persistence/writer.py | 322 | def _update_next_rotation_time(self, table_name: str | tuple[str, str]) -> None: | CODE |
| LOW | nautilus_trader/model/enums.py | 106 | __all__ = [ | CODE |
| LOW | nautilus_trader/model/__init__.py | 95 | __all__ = [ | CODE |
| 15 more matches not shown… | ||||
| Severity | File | Line | Snippet | Context |
|---|---|---|---|---|
| LOW | nautilus_trader/analysis/tearsheet.py | 603 | CODE | |
| LOW | nautilus_trader/test_kit/rust/events_pyo3.py | 433 | CODE | |
| LOW | nautilus_trader/adapters/okx/factories.py | 38 | CODE | |
| LOW | nautilus_trader/adapters/architect_ax/factories.py | 35 | CODE | |
| LOW | nautilus_trader/adapters/hyperliquid/factories.py | 49 | CODE | |
| LOW | nautilus_trader/adapters/bitmex/factories.py | 35 | CODE | |
| LOW | nautilus_trader/adapters/polymarket/factories.py | 43 | CODE | |
| LOW | …lus_trader/adapters/interactive_brokers_pyo3/config.py | 155 | CODE | |
| LOW | …lus_trader/adapters/interactive_brokers_pyo3/config.py | 234 | CODE | |
| LOW | …lus_trader/adapters/interactive_brokers_pyo3/config.py | 322 | CODE | |
| LOW | nautilus_trader/adapters/deribit/factories.py | 36 | CODE | |
| LOW | nautilus_trader/adapters/bybit/factories.py | 38 | CODE | |
| LOW | nautilus_trader/adapters/betfair/client.py | 286 | CODE | |
| LOW | nautilus_trader/adapters/betfair/client.py | 324 | CODE | |
| LOW | nautilus_trader/adapters/betfair/data_types.py | 464 | CODE | |
| LOW | nautilus_trader/adapters/betfair/sockets.py | 306 | CODE | |
| LOW | nautilus_trader/adapters/kraken/factories.py | 36 | CODE | |
| LOW | nautilus_trader/adapters/kraken/factories.py | 105 | CODE | |
| LOW | nautilus_trader/adapters/databento/loaders.py | 148 | CODE | |
| LOW | …utilus_trader/adapters/binance/futures/http/account.py | 1119 | CODE | |
| LOW | nautilus_trader/adapters/binance/http/account.py | 620 | CODE | |
| LOW | nautilus_trader/adapters/binance/spot/http/account.py | 572 | CODE | |
| LOW | nautilus_trader/execution/reports.py | 181 | CODE | |
| LOW | nautilus_trader/persistence/writer.py | 94 | CODE | |
| LOW | python/nautilus_trader/analysis/tearsheet.py | 618 | CODE | |
| LOW | python/tests/unit/model/factories.py | 172 | CODE | |
| LOW | python/tests/unit/model/test_position.py | 43 | CODE | |
| LOW | python/tests/strategies/acceptance.py | 451 | CODE | |
| LOW | …gration_tests/adapters/interactive_brokers/test_kit.py | 67 | CODE | |
| LOW | …gration_tests/adapters/interactive_brokers/test_kit.py | 95 | CODE | |
| LOW | …integration_tests/adapters/tardis/benches/streaming.py | 44 | CODE | |
| LOW | tests/integration_tests/adapters/betfair/test_kit.py | 222 | CODE | |
| LOW | tests/integration_tests/adapters/betfair/test_kit.py | 335 | CODE | |
| LOW | tests/integration_tests/adapters/betfair/test_kit.py | 613 | CODE | |
| LOW | tests/integration_tests/adapters/betfair/test_kit.py | 804 | CODE |
| Severity | File | Line | Snippet | Context |
|---|---|---|---|---|
| MEDIUM | crates/adapters/blockchain/examples/node_data_tester.rs | 52 | // IMPORTANT: The actor definitions below are EXAMPLE CODE for demonstration purposes. | COMMENT |
| LOW | …ests/tracemalloc_cross_bracket_gbpusd_bars_internal.py | 127 | # For repeated backtest runs make sure to reset the engine | COMMENT |
| LOW | …mem_leak_tests/tracemalloc_market_maker_gbpusd_bars.py | 124 | # For repeated backtest runs make sure to reset the engine | COMMENT |
| LOW | …/tracemalloc_crypto_ema_cross_ethusdt_trailing_stop.py | 105 | # For repeated backtest runs make sure to reset the engine | COMMENT |
| LOW | tests/mem_leak_tests/memray_backtest.py | 97 | # For repeated backtest runs make sure to reset the engine | COMMENT |
| LOW | …les/backtest/crypto_ema_cross_with_binance_provider.py | 141 | # For repeated backtest runs make sure to reset the engine | COMMENT |
| LOW | …s/backtest/databento_ema_cross_long_only_spy_trades.py | 112 | # For repeated backtest runs make sure to reset the engine | COMMENT |
| LOW | …/backtest/databento_ema_cross_long_only_tsla_trades.py | 111 | # For repeated backtest runs make sure to reset the engine | COMMENT |
| LOW | …/backtest/fx_ema_cross_bracket_gbpusd_bars_external.py | 139 | # For repeated backtest runs make sure to reset the engine | COMMENT |
| LOW | examples/backtest/fx_market_maker_gbpusd_bars.py | 122 | # For repeated backtest runs make sure to reset the engine | COMMENT |
| LOW | examples/backtest/databento_cme_quoter.py | 112 | # For repeated backtest runs make sure to reset the engine | COMMENT |
| LOW | …mples/backtest/crypto_ema_cross_ethusdt_trade_ticks.py | 137 | # For repeated backtest runs make sure to reset the engine | COMMENT |
| LOW | …/backtest/fx_ema_cross_bracket_gbpusd_bars_internal.py | 127 | # For repeated backtest runs make sure to reset the engine | COMMENT |
| LOW | …amples/backtest/fx_ema_cross_audusd_bars_from_ticks.py | 107 | # For repeated backtest runs make sure to reset the engine | COMMENT |
| LOW | examples/backtest/crypto_orderbook_imbalance.py | 119 | # For repeated backtest runs make sure to reset the engine | COMMENT |
| LOW | …les/backtest/crypto_ema_cross_ethusdt_trailing_stop.py | 100 | # For repeated backtest runs make sure to reset the engine | COMMENT |
| LOW | …mples/backtest/betfair_backtest_orderbook_imbalance.py | 110 | # For repeated backtest runs make sure to reset the engine | COMMENT |
| LOW | examples/backtest/fx_ema_cross_audusd_ticks.py | 118 | # For repeated backtest runs make sure to reset the engine | COMMENT |
| LOW | …es/backtest/databento_ema_cross_long_only_aapl_bars.py | 112 | # For repeated backtest runs make sure to reset the engine | COMMENT |
| MEDIUM | …ples/live/polymarket/polymarket_slug_builder_tester.py | 59 | # Alternative slug builders you can try: | COMMENT |
| Severity | File | Line | Snippet | Context |
|---|---|---|---|---|
| HIGH | python/tests/unit/analysis/test_reporter.py | 368 | assert orders.equals(expected) | CODE |
| HIGH | tests/unit_tests/config/test_common.py | 164 | == b'{"type":"redis","host":null,"port":null,"username":null,"password":null,"ssl":false,' | CODE |
| HIGH | tests/unit_tests/persistence/test_streaming.py | 914 | assert parquet_table.schema.equals( | CODE |
| HIGH | examples/live/deribit/deribit_exec_tester.py | 33 | source .venv/bin/activate && USE_TESTNET=false python examples/live/deribit/deribit_exec_tester.py | STRING |
| Severity | File | Line | Snippet | Context |
|---|---|---|---|---|
| LOW | crates/adapters/lighter/fuzz/grind.sh | 7 | # Usage: | COMMENT |
| LOW | scripts/regen-capnp.sh | 12 | # Usage: | COMMENT |
| LOW | scripts/purge-orphan-dev-wheels.sh | 10 | # Usage: | COMMENT |
| LOW | scripts/curate-dataset.sh | 10 | # Usage: | COMMENT |
| LOW | scripts/ci/publish-release-checksums.sh | 4 | # Usage: | COMMENT |
| LOW | scripts/ci/publish-cargo-crates.sh | 4 | # Usage: | COMMENT |
| LOW | scripts/ci/verify-published-registries.bash | 4 | # Usage: | COMMENT |
| Severity | File | Line | Snippet | Context |
|---|---|---|---|---|
| HIGH | crates/adapters/betfair/tests/stream_client.rs | 243 | /// venue partitions matched orders by strategy ref / account id as requested. | COMMENT |
| Severity | File | Line | Snippet | Context |
|---|---|---|---|---|
| MEDIUM | crates/adapters/lighter/src/signing/tx/encode.rs | 566 | // the helper fail loudly on the test scaffold rather than producing | COMMENT |
| MEDIUM | .github/OVERVIEW.md | 231 | hosted-compute-request-orchestrator-prod-iad-01.githubapp.com:443 # Runner orchestration | CODE |
| MEDIUM | .github/OVERVIEW.md | 232 | hosted-compute-request-orchestrator-prod-iad-02.githubapp.com:443 # Runner orchestration | CODE |
| Severity | File | Line | Snippet | Context |
|---|---|---|---|---|
| MEDIUM | tests/unit_tests/backtest/test_engine.py | 1279 | CODE | |
| MEDIUM | tests/unit_tests/backtest/test_data_iterator.py | 355 | CODE |
| Severity | File | Line | Snippet | Context |
|---|---|---|---|---|
| LOW | crates/adapters/derive/src/execution.rs | 3088 | assert!(msg.contains("placeholder"), "unexpected error: {msg}",); | CODE |
| LOW | …ters/deribit/test_data/http_get_account_summaries.json | 6 | "email": "user@example.com", | CODE |
| LOW | …test_data/http_get_account_summaries_cross_margin.json | 6 | "email": "user@example.com", | CODE |
| Severity | File | Line | Snippet | Context |
|---|---|---|---|---|
| LOW | crates/persistence/src/backend/feather.rs | 457 | /// TODO: Fix error type to handle arrow error and object store error | COMMENT |