{"record":{"id":"4537a11ab350f16d","repo":"nautechsystems/nautilus_trader","slug":"missing-limit-price-for-order-market-orders-re","errorCode":null,"errorMessage":"missing limit price for order {} (market orders require an explicit slippage-adjusted price)","messagePattern":"missing limit price for order (.+?) \\(market orders require an explicit slippage-adjusted price\\)","errorType":"exception","errorClass":null,"httpStatus":null,"severity":"error","filePath":"crates/adapters/derive/src/http/query.rs","lineNumber":652,"sourceCode":"    Ok(())\n}\n\npub(crate) fn validate_trigger_order_support(order: &OrderAny) -> anyhow::Result<()> {\n    trigger_order_type_to_derive(order.order_type())?;\n    time_in_force_to_derive(order.time_in_force(), order.is_post_only())?;\n    trigger_price_type_to_derive(order.trigger_type())?;\n    Ok(())\n}\n\nfn resolve_limit_price(\n    order: &OrderAny,\n    explicit_price: Option<Decimal>,\n) -> anyhow::Result<Decimal> {\n    match explicit_price {\n        Some(p) => Ok(p),\n        None => match order.price() {\n            Some(p) => Ok(p.as_decimal()),\n            None => anyhow::bail!(\n                \"missing limit price for order {} (market orders require an explicit slippage-adjusted price)\",\n                order.client_order_id(),\n            ),\n        },\n    }\n}\n\n#[derive(Debug, Clone, Copy, PartialEq, Eq)]\nstruct DeriveTriggerFields {\n    trigger_price: Decimal,\n    trigger_price_type: DeriveTriggerPriceType,\n    trigger_type: DeriveTriggerType,\n}\n\n#[expect(clippy::too_many_arguments)]\nfn build_signed_order_params(\n    order: &OrderAny,\n    instrument: &DeriveInstrument,","sourceCodeStart":634,"sourceCodeEnd":670,"githubUrl":"https://github.com/nautechsystems/nautilus_trader/blob/18893faf8b356be3320add8de2f861b0b647cf06/crates/adapters/derive/src/http/query.rs#L634-L670","documentation":"Derive orders require an explicit price: either the caller supplies one or the order itself carries a limit price. When resolving the price for an order (e.g. a market order, which has no price in Nautilus), neither exists, so the resolver bails — market orders must carry a slippage-adjusted price.","triggerScenarios":"Submitting a MarketOrder to Derive without setting a price; submitting an order with explicit_price None and order.price() returning None.","commonSituations":" Strategies using market orders ported from venues that support true market orders; forgetting to compute a slippage-included limit price for Derive's RFQ/order model.","solutions":["Attach an explicit slippage-adjusted price to the market order before submission","Use a LimitOrder with post_only or appropriate price instead of a market order","Compute price from the current book mid/last with a slippage buffer in the strategy","If your order type should carry a price, verify how it was constructed (Price field left default)"],"exampleFix":"// before\norder_factory.market(instrument_id, OrderSide::Buy, qty) // no price\n// after\nlet px = instrument.make_price(mid * Decimal::from(101)) / Decimal::from(100);\norder_factory.market(instrument_id, OrderSide::Buy, qty) // then set price, or use:\norder_factory.limit(instrument_id, OrderSide::Buy, qty, px)","handlingStrategy":"validation","validationCode":"fn ensure_derive_price(o: &OrderAny) -> anyhow::Result<()> {\n    let has_px = matches!(o, OrderAny::Limit(_)) || o.price().is_some();\n    anyhow::ensure!(has_px, \"order {} needs explicit price for Derive\", o.client_order_id());\n    Ok(())\n}","typeGuard":null,"tryCatchPattern":"match resolve_price(explicit_price, &order) {\n    Ok(px) => submit(px),\n    Err(e) if e.to_string().contains(\"missing limit price\") => {\n        let px = book.mid_price_with_slippage(0.01)?;\n        submit(px);\n    }\n    Err(e) => return Err(e),\n}","preventionTips":["Never send bare market orders to Derive; always attach a slippage-adjusted price","Prefer limit orders (optionally post_only) for Derive's order model","Add a pre-submit validation pass over all orders in the strategy"],"tags":["rust","order-submission","market-order","price"],"backgroundTag":"missing-required-argument","analyzedSha":"18893faf8b356be3320add8de2f861b0b647cf06","analyzedAt":"2026-09-08T20:49:34.690Z","contentChangedAt":"2026-09-08T20:49:34.690Z","schemaVersion":2},"datasetVersion":"2026-09-14T00:17:10.932Z"}