Predicts.guruPredicts.guru
NA

NautilusTrader

Polymarket 排名第 26Infrastructure首筆成交 2026-04-29數據截至 2026-09-14@NautilusTrader

開啟 NautilusTrader

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.

評述撰寫於 2026-09-13。其中每項數字皆為即時數據。

近 7 天交易量
$1.5M

相較前七天 +36.1%。

每日交易者
67

近一週每日平均歸因獨立交易者數。

近 7 天成交筆數
97K

全部時間平均成交 $17。

一覽

比較所需的每項數字,集中於一處。

排名
#26依全部時間歸因交易量
交易量(全部時間)
$32.7M
交易量(近 7 天)
$1.9M相較前一週 +26.4%
宣告費率
生態工具自行公布的費率
平均成交
$17
每日交易者
68近一週平均
錢包數(近 30 天)
177
買方占比
78.8%
首筆成交
2026-04-29140 天有活動
成交筆數(全部時間)
1.8M

交易量與排名來自 Polymarket 的生態工具排行榜;手續費、成交與買賣方來自已索引的 CLOB V2 活動,截至 2026-09-14。

每日活動

歸因交易量活躍交易者

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.

評分權重中有 100% 具備數據
3.0/5 分
  • 動能權重 35%

    attributed volume over the last seven complete days

  • 觸及權重 30%

    68 distinct traders per day

  • 歷史紀錄權重 20%

    routing since 2026-04-29

  • 透明度權重 15%

    verified profile, no published fee, public site

開啟 NautilusTrader,親自體驗

nautilustrader.io

開啟 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.

交易最多的市場

近 30 天的歸因交易量。

  • 1LoL: KT Rolster vs T1 (BO3) - LCK Round 3-4 Legend Group$150K
  • 2T20 Asia Cup, Women: Sri Lanka vs Pakistan$148K
  • 3Strait of Hormuz traffic returns to normal by September 15?$120K
  • 4US announces end of Iranian blockade by September 14, 2026?$78K
  • 5Will the U.S. invade Iran before 2027?$75K
  • 6Kharg Island no longer under Iranian control by September 30?$71K
  • 7US announces end of Iranian blockade by September 7, 2026?$68K
  • 8Hengam Island no longer under Iranian control by August 31?$61K
  • 9LoL: Nongshim Red Force vs Kiwoom DRX (BO3) - LCK Round 3-4 Rise Group$46K
  • 10Clarity Act (H.R.3633) signed into law in 2026?$38K

類別分布

近 30 天此生態工具的流量去向。

  • up-or-down$3.2M
  • sports$543K
  • Politics$417K
  • esports$376K
  • crypto$244K
  • Iran$230K
  • weather$173K
  • tennis$116K

其他選擇

交易者會在其他 Infrastructure 類生態工具之間取捨,指標相同。

此類別全部 12 個
生態工具全部時間
NANautilusTrader本工具
$32.7M
$28.7M
$481K
$84K
$27K

透過此生態工具交易的交易者

近 30 天有 177 個錢包透過此生態工具交易,依已實現盈虧排名。

盈虧為各錢包在 Polymarket 的全域結果,並非此生態工具帶來的利潤。生態工具僅決定哪些錢包會被列出。

#錢包30 天已實現盈虧路由交易量
10x88ec…ec61$26K$2.1M
20x6e02…d70a$16K$241K
30x534b…9141$6K$131
40x91a9…f793$2K$83K
50xe2a9…50cb$2K$658K
60x1a5d…caed$1K$35K
70xf05a…38f3$831$13K
80x4616…a910$796$17K
90xd77d…cfb8$673$207K
100xec4c…6ad4$620$37K
110x63ea…63d3$571$25K
120xd14f…fa29$546$10K
130x1f07…7573$312$107K
140x02f1…013e$310$12K
150xf23c…0a16$257$4K
160xf753…93c2$194$75K
170xcf9a…a231$175$4K
180xd5a0…2537$148$71K
190xadf1…6460$130$107
200x315b…f6e0$127$3K
210xccad…46ec$120$13K
220x043c…32a5$99$164
230x6cfe…86a0$89$56K
240x5f9f…a179$81$27K
250xcb3f…5e72$76$20K

這些數字如何計算

Polymarket 公布 NautilusTrader 的全部時間交易量為 $32.7M,其中包含鏈上 V2 之前的歸因。用於計算費率、成交規模與買賣占比的已索引數字為 $29.3M,僅按 CLOB V2 上的結果份額面額計算,因此兩項總量本就不同。

歸因交易量中有 78.8% 為買方,可看出此渠道主要用於建倉還是平倉。

本頁的文字評述屬編輯內容,會定期重新生成;其中每一項數字都在頁面渲染時由上方的即時數據解析得出。