nautechsystems/nautilus_trader · error

cannot rebuild Wallet reservations: instrument {instrument_i

Error message

cannot rebuild Wallet reservations: instrument {instrument_id} not found

What it means

During Wallet reservation rebuild in initialize_wallet_orders, after the account is found, the instrument for each order's InstrumentId is fetched from the cache. If the instrument definition is missing, the rebuild cannot determine price/size precisions or compute reserved values, so this error is thrown.

Source

Thrown at crates/portfolio/src/portfolio.rs:1784

                grouped
                    .entry((account.id(), order.instrument_id()))
                    .or_default()
                    .push((*order).clone());
            }
            grouped
        };

        let total_orders = grouped_orders.values().map(Vec::len).sum::<usize>();
        for ((account_id, instrument_id), orders) in grouped_orders {
            let (account, instrument) = {
                let cache = self.cache.borrow();
                let account = cache.account_owned(&account_id).ok_or_else(|| {
                    anyhow::anyhow!(
                        "cannot rebuild Wallet reservations: account {account_id} not found"
                    )
                })?;
                let instrument = cache.instrument(&instrument_id).cloned().ok_or_else(|| {
                    anyhow::anyhow!(
                        "cannot rebuild Wallet reservations: instrument {instrument_id} not found"
                    )
                })?;
                (account, instrument)
            };
            let order_refs = orders.iter().collect::<Vec<_>>();
            let Some((updated_account, _)) = self.inner.borrow().accounts.update_orders(
                &account,
                &instrument,
                &order_refs,
                self.clock.borrow().timestamp_ns(),
            ) else {
                anyhow::bail!(
                    "cannot rebuild Wallet reservations for account {account_id} and instrument {instrument_id}"
                );
            };
            self.cache.borrow_mut().update_account(&updated_account)?;
        }

View on GitHub (pinned to 18893faf8b)

Solutions

  1. Add the instrument definition to the cache before calling initialize_wallet_orders
  2. Verify the order's instrument_id exactly matches a registered instrument (symbol and venue)
  3. Ensure instrument loading (e.g. from the venue adapter) completes before wallet reservation rebuild
  4. In tests, call cache.add_instrument for every instrument used by the orders

Example fix

// before
portfolio.initialize_wallet_orders(&orders)?;
// after
if cache.borrow().instrument(&instrument_id).is_none() {
    cache.borrow_mut().add_instrument(instrument.clone());
}
portfolio.initialize_wallet_orders(&orders)?;
Defensive patterns

Strategy: validation

Validate before calling

let instrument_present = cache.borrow().instrument(&instrument_id).is_some();
if !instrument_present {
    return Err(anyhow!("instrument {instrument_id} must be in cache before initialize_wallet_orders"));
}

Try / catch

match portfolio.initialize_wallet_orders(&orders) {
    Err(e) if e.to_string().contains("instrument") && e.to_string().contains("not found") => {
        log::error!("missing instrument for wallet rebuild: {e:#}");
    }
    other => other?,
}

Prevention

When it happens

Trigger: Calling initialize_wallet_orders with orders whose InstrumentId is not loaded in the cache — instrument definitions never added, wrong instrument ID string (venue/symbol mismatch), or instruments purged before the call.

Common situations: Instrument definitions not loaded from the adapter/data catalog at startup; symbol naming differences (e.g. BTCUSDT.P vs BTCUSDT) between order and registered instrument; tests creating orders without cache.add_instrument; instruments dropped when cache is rebuilt.

Understand the failure class

Background: "Not found" and "does not exist" errors: why "Task not found", "No such folder", and "Can't find" fire when a lookup comes back empty — this error's family across 14 libraries.

Related errors

AI-assisted analysis of nautechsystems/nautilus_trader@18893faf8b (2026-09-08). Data as JSON: /api/errors/a537ed80fdcbfb12. Report an issue: GitHub.