Crate nautilus_finfeed 

NautilusTrader adapter for the FinFeedAPI Prediction Markets API, provided by API Bricks.

This crate provides authenticated REST access, checked Polymarket binary Yes/No instrument definitions, historical data requests, and book, quote, trade, and closed-bar polling. Order execution is unsupported. Importing the Python package neither reads credentials nor connects.

http::client::FinFeedHttpClient returns typed provider results. data::FinFeedDataClient uses explicit instrument selections and shares a finite request allowance across bootstrap, history, polling, and retries. Polling provides no completeness or automatic backfill guarantee. Historical L2 market-by-price (MBP) replay requires a returned snapshot seed and relies on source action and continuity assumptions. OHLCV LAST does not establish trade-only prices, and no authoritative settlement event is inferred.

loaders::FinFeedDataLoader retrieves historical data with retained instrument definitions. Optional Python bindings expose provider identity, configuration, factories, the standalone data loader, and read-only REST access with typed queries and results.

The official FinFeedAPI API reference can be found at https://www.finfeedapi.com/products/prediction-markets-api/docs?ref=nautilus.

NautilusTrader

NautilusTrader is an open-source, production-grade, Rust-native trading engine with a deterministic, event-driven architecture for multi-asset, multi-venue systems.

The system spans research, simulation, and live execution, providing research-to-live semantic parity.

Feature Flags

Feature flags control code inclusion for Rust builds and Python bindings:

• extension-module: Builds as a Python extension module.
• fuzz: Enables the REST decoder and domain conversion libFuzzer target.
• high-precision (default): Enables high-precision mode to use 128-bit value types.
• python: Enables Python bindings for identity, configuration, factories, the standalone data loader, and read-only REST access with typed queries and results through PyO3.
• simulation: Routes time and HTTP transport through deterministic simulation with cfg(madsim). Simulated transport supports plaintext local peers; HTTPS and explicit proxies require native tests.

Integrator Attribution

REST requests send X-Referrer: nautilus for API Bricks usage attribution. The fixed header contains no credential or account data.

See attribution details.

Documentation

• Integration guide
• Rust examples
• Python examples

Modules

common

Shared definitions for the FinFeed market data adapter.

config

Configuration for prediction-market requests and polling subscriptions.

data

Data client with generation-owned requests, polling subscriptions, and bounded shutdown.

factories

Factory for creating FinFeed data clients.

http

Authenticated prediction-market REST boundary.

instruments

Explicit instrument selection and fresh definitions from one FinFeed source.

loaders

Standalone historical ingestion with reusable outcome definitions.