nautechsystems/nautilus_trader · error

Failed to fetch order book: {e}

Error message

Failed to fetch order book: {e}

What it means

Raised in `submit_market_order` when the HTTP client's `get_book(&token_id)` call fails while fetching the order book needed to price/size the market order. The submitter needs live asks (for BUY) or bids (for SELL) to compute the signed order amounts, so a book-fetch failure aborts submission. The underlying transport/HTTP error is embedded in the message.

Source

Thrown at crates/adapters/polymarket/src/execution/submitter.rs:168

            token_id,
            side,
            amount,
            time_in_force,
            neg_risk,
            tick_size,
            tick_decimals,
            fee_context,
        } = request;
        let poly_side = PolymarketOrderSide::from(side);
        let order_type = PolymarketOrderType::from_market_time_in_force(time_in_force)
            .map_err(|e| anyhow::anyhow!("{e}"))?;
        let amount_dec = amount.as_decimal();

        let book = self
            .http_client
            .get_book(&token_id)
            .await
            .map_err(|e| anyhow::anyhow!("Failed to fetch order book: {e}"))?;

        let levels = match poly_side {
            PolymarketOrderSide::Buy => &book.asks,
            PolymarketOrderSide::Sell => &book.bids,
        };

        let result = calculate_market_price(levels, amount_dec, poly_side).map_err(|e| {
            let message = format!("Market price calculation failed: {e}");
            e.context(message)
        })?;
        let price = PolymarketOrderBuilder::normalize_market_price(
            result.crossing_price,
            tick_size,
            tick_decimals,
        )
        .map_err(InvalidMarketPriceError)?;

        // Fee-aware sizing applies to BUY only and only when a context is

View on GitHub (pinned to 18893faf8b)

Solutions

1. Verify the token_id is a live, tradable asset id (market not resolved)
2. Check network connectivity/proxy settings to the Polymarket CLOB host
3. Retry with backoff — the HTTP client already classifies retryable errors; transient outages resolve on retry
4. Inspect the inner error in the message for status code/cause and fix accordingly

// pre-check: token id is non-empty and market is live
if token_id.is_empty() { return Err(anyhow!("empty token_id")); }

match book_result {
    Err(e) if is_transient(&e) => backoff_retry(|| get_book(&token_id), 3).await,
    Err(e) => return Err(anyhow!("book fetch failed permanently: {e}")),
    Ok(book) => book,
}

When it happens

Trigger: Network outage or DNS failure to the Polymarket CLOB endpoint; invalid or unknown token_id (condition id not found); API returning 4xx/5xx; TLS or proxy misconfiguration; rate limiting during volatile markets.

Common situations: Expired or wrong token_id after market resolution; corporate proxy/firewall blocking the endpoint; transient 5xx during high volatility; missing network in containers/CI.

Understand the failure class

Background: 'Something went wrong' / 'Request failed (500)' / 'HTTP error! status: 404' — what failed HTTP requests actually mean and how to find the real cause — this error's family across 28 libraries.

Related errors

• Failed to probe market closure for {failed_chunks} of {total
• All {total} event slug requests failed
• Failed to fetch order status: {e}
• Polymarket only supports L2_MBP order book deltas, received
• Polymarket does not support OrderBookDepth10 subscriptions;

AI-assisted analysis of nautechsystems/nautilus_trader@18893faf8b (2026-09-08). Data as JSON: /api/errors/3712e9b04d4a7291. Report an issue: GitHub.