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NautilusTrader

Polymarket 排名第 26Infrastructure首笔成交 2026-04-29数据截至 2026-09-15@NautilusTrader

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NautilusTrader is an open-source algorithmic trading engine, built in Rust, that connects to Polymarket's CLOB for data and order execution alongside equities, futures, options, FX and crypto venues. It suits developers and quant traders who write and backtest strategies in code, not traders wanting a point-and-click app. Fit depends on comfort running your own trading infrastructure.

评述写于 2026-09-13。其中每个数字都是实时的。

近 7 天交易量
$1.4M

较前 7 天+16.7%。

日均交易者
68

近一周每天归因到的独立交易者平均数。

近 7 天成交笔数
99K

全部时间平均成交额 $17。

关键数据

一处看全比较所需的每个数字。

排名
#26按全部时间归因交易量
全部时间交易量
$32.9M
近 7 天交易量
$1.8M较前一周+10.2%
公布费率
该生态工具自己声明的费率
平均成交额
$17
日均交易者
69近一周的平均值
近 30 天钱包数
178
买入占比
78.8%
首笔成交
2026-04-29有活动的天数 141 天
全部时间成交笔数
1.8M

交易量与排名来自 Polymarket 的生态工具排行榜;手续费、成交与买卖方向来自截至 2026-09-15 的已索引 CLOB V2 活动。

每日活动

归因交易量活跃交易者

What it is

NautilusTrader is an open-source algorithmic trading platform built around a Rust-native, event-driven core, with strategy logic written in Python or pure Rust. It targets developers who want backtest and live trading to share the same engine semantics, running across equities, futures, options, FX, crypto, perpetuals and prediction markets rather than just Polymarket.

On Polymarket, the platform connects through nautilus-polymarket, an adapter written in Rust with Python bindings, giving both a data client and an execution client. It streams order books, quotes and trades from Polymarket's central limit order book, signs orders with typed data in the Rust core, and auto-loads markets from the Gamma API as they appear, closing resolved markets on its own. Outcome tokens are represented as binary option instruments settled through the Conditional Token Framework, with collateral held as pUSD, a Polygon token backed by USDC, and positions kept as conditional tokens under the trader's own wallet.

How it works

A trader installs the NautilusTrader Python package, or builds from source, and configures a live trading node with the Polymarket data and execution client factories. Strategy code, written in Python or Rust, runs against the same engine used for backtesting, so a system tested against historical data can be pointed at live Polymarket markets with the same logic and configuration rather than a rewrite.

Orders route to Polymarket's own central limit order book over the CLOB API. The Rust core signs each order with typed data before submission, and the adapter can rest limit orders on the book or send marketable orders that fill immediately or cancel. Multiple signature types are supported, so the wallet configuration a trader chooses at setup determines how orders get signed, not the strategy code itself.

The platform itself does not hold trader funds. Collateral sits in pUSD, backed by USDC on Polygon, and positions are kept as conditional tokens in the trader's own wallet rather than in a NautilusTrader-controlled account. Reconciliation runs against a trader's active orders and Data API positions, so the engine's local state is checked against what Polymarket itself records rather than assumed.

What it does

  • Backtest to live parity

    Strategy logic runs unchanged from backtesting into live Polymarket execution, cutting the risk of behavior diverging between testing and production.

  • Automatic market discovery

    The adapter auto-loads new Polymarket markets from the Gamma API and closes resolved ones without manual intervention.

  • Configurable simulation models

    Backtests can be run with adjustable fill, fee, latency and order book models, letting a trader stress-test a strategy before it risks funds.

  • Order and position reconciliation

    The engine checks its own state against a trader's live orders and Data API positions rather than trusting local state alone.

  • Multiple signature types

    Support for several Polymarket signing configurations gives flexibility across different wallet setups without changing strategy code.

Who it is for

Quant developers writing strategies
Traders who prefer to code strategy logic in Python or Rust get a single engine that runs the same way in backtest and live Polymarket trading.
Multi-venue algorithmic traders
Anyone running strategies across equities, futures, FX or crypto alongside Polymarket can manage all of it inside one engine instead of separate tools.
Teams backtesting before going live
Strategies can be simulated with configurable fill, fee and latency models before any order reaches Polymarket, useful for anyone who wants evidence before risking funds.
Engineers building custom infrastructure
Traders comfortable maintaining their own deployment can use the Rust adapter and Python bindings directly rather than relying on a hosted interface.
Traders wanting reconciled positions
Anyone who wants execution checked against Polymarket's own order and position records, not just local state, gets that built into the engine's reconciliation.

What it costs

NautilusTrader publishes no fee schedule of its own; the operator's pages describe integration mechanics, not pricing, so the software carries no advertised rate to compare against. What a trader pays on Polymarket is set by Polymarket per market and applies the same regardless of which builder routes the order, so it says nothing about this tool specifically. Fills routed through this cohort average $17, worth checking against the size a trader actually intends to trade before assuming the same execution behavior applies. Before connecting, a trader should confirm current Polymarket fee terms directly on the market being traded rather than assume any figure here reflects wallet-level pricing.

Strengths

  • It runs backtest and live strategies on the same engine, reducing the chance that tested logic behaves differently once it trades real Polymarket funds.
  • The Polymarket adapter is written in Rust with Python bindings, giving low-level execution speed without forcing every trader to write Rust.
  • It automatically discovers new Polymarket markets and closes resolved ones, so strategies do not need manual market bookkeeping.
  • Positions are held as conditional tokens in the trader's own wallet rather than pooled with the platform.
  • It reconciles orders and positions against Polymarket's own records instead of trusting local state alone.
  • It covers many asset classes beyond Polymarket, useful for traders who want one engine across venues.

Limitations

  • The operator publishes no fee schedule for the platform itself, leaving cost assumptions to Polymarket's per-market rate alone.
  • Running it requires installing a Python package or building from source and configuring a live node, not a plug-and-play setup.
  • There is no point-and-click interface; a trader who cannot write or configure strategy code has no way to use it.
  • The evidence does not describe a hosted or managed version, so a trader takes on the operational burden of running and monitoring their own node.

Custody and transparency

NautilusTrader does not custody trader funds; collateral sits in pUSD backed by USDC on Polygon, and positions are kept as conditional tokens in the trader's own wallet rather than an account controlled by the platform. Order signing happens in the Rust core using the wallet configuration the trader supplies, and the engine reconciles its local state against a trader's active orders and Data API positions on Polymarket rather than assuming its records are correct. The operator publishes integration documentation and open-source code rather than an audited fee or security disclosure, so operational risk sits mostly with how carefully a trader configures and runs their own node.

Verdict

NautilusTrader sits at #26 by attributed volume on Polymarket, built for traders who want to write, backtest and deploy strategy code rather than click through a terminal. The Rust-native execution path and reconciliation against Polymarket's own records suit anyone running systematic strategies who values engine parity between testing and live trading. It fits developers and quant desks comfortable maintaining their own infrastructure and reading integration documentation. It does not fit a trader looking for a simple app to place manual bets or a fee schedule to compare before connecting; that trader should look elsewhere.

评分权重中有 100% 有数据
3.0满分 5 分
  • 热度权重 35%

    attributed volume over the last seven complete days

  • 覆盖权重 30%

    69 distinct traders per day

  • 运营记录权重 20%

    routing since 2026-04-29

  • 透明度权重 15%

    verified profile, no published fee, public site

打开 NautilusTrader,亲自体验

nautilustrader.io

打开 NautilusTrader

Questions

  • What is NautilusTrader?

    NautilusTrader is an open-source, Rust-native algorithmic trading platform that lets developers write strategies in Python or Rust and run the same logic in backtesting and live trading, including on Polymarket.

  • Is NautilusTrader safe to route Polymarket orders through?

    It does not hold trader funds; collateral and positions stay in the trader's own wallet, and the engine reconciles orders and positions against Polymarket's own records rather than trusting local state alone.

  • What does NautilusTrader charge on Polymarket?

    The operator publishes no fee schedule for the platform itself. Polymarket's own trading fee applies per market regardless of which builder routes the order, so check that fee before trading rather than looking for a platform rate.

  • Does NautilusTrader run only on Polymarket?

    No, it is a multi-asset engine that also handles equities, futures, options, FX, crypto and perpetuals, with Polymarket integrated as one supported venue through its own adapter.

  • What are the alternatives to NautilusTrader for trading Polymarket?

    Other builders route Polymarket order flow through their own apps, bots or terminals; the choice between them comes down to whether a trader wants to write strategy code or use a ready-made interface.

  • Does NautilusTrader hold custody of funds?

    No. Collateral is held as pUSD backed by USDC on Polygon, and positions are kept as conditional tokens directly in the trader's own wallet, not in an account the platform controls.

交易最多的市场

近 30 天的归因交易量。

暂无近期市场构成数据。

分类构成

近 30 天该生态工具的流量去向。

暂无近期市场构成数据。

替代选择

交易者会在同样的指标下,于这些其他 Infrastructure 类生态工具之间做选择。

该分类全部 12 个
生态工具全部时间
NANautilusTrader当前
$32.9M
$28.7M
$481K
$84K
$27K

通过该生态工具交易的交易者

近 30 天有 178 个钱包通过该生态工具交易,按已实现盈亏排名。

盈亏是各钱包在 Polymarket 的全局结果,并非该生态工具带来的利润。生态工具只决定哪些钱包会出现在此列表中。

#钱包30 天已实现盈亏路由交易量
10x88ec…ec61$24K$2M
20x6e02…d70a$16K$254K
30x534b…9141$6K$909
40x91a9…f793$2K$83K
50xe2a9…50cb$1K$659K
60x1a5d…caed$1K$35K
70xf05a…38f3$844$13K
80x4616…a910$822$17K
90xd77d…cfb8$643$210K
100x63ea…63d3$599$26K
110xec4c…6ad4$516$35K
120xd14f…fa29$510$10K
130x02f1…013e$310$13K
140xf23c…0a16$257$4K
150xf753…93c2$194$75K
160xd5a0…2537$192$67K
170x1f07…7573$191$91K
180xcf9a…a231$175$4K
190x315b…f6e0$131$3K
200xadf1…6460$130$124
210xccad…46ec$120$12K
220x043c…32a5$95$164
230x6cfe…86a0$91$55K
240x5f9f…a179$80$28K
250xff26…52c6$77$21K

这些数字如何计算

Polymarket 公布 NautilusTrader 的全部时间交易量为 $32.9M,其中包含链上 V2 之前的归因。用于计算手续费、成交额和买卖占比的已索引口径为 $29.5M,仅按 CLOB V2 上的结果份额面值统计,因此两个总量本就不同。

归因交易量中有 78.8% 为买入,可据此判断该平台主要被用于开仓还是平仓。

本页的文字评述属于编辑内容,会定期重新生成;其中的每个数字都在页面渲染时从上方的实时数据中取值。