nautechsystems/nautilus_trader · error

Market orders on Betfair are only supported with AtTheClose…

Error message

Market orders on Betfair are only supported with AtTheClose time in force (BSP MarketOnClose)

What it means

Betfair only supports market orders as BSP MarketOnClose bets, which require TimeInForce::AtTheClose. When converting an order to a PlaceInstruction, a Market order with any other time in force is rejected with this error.

Solutions

1. Use OrderType::Market only with TimeInForce::AtTheClose (BSP MarketOnClose bet)
2. For continuous markets, switch to Limit orders (Betfair's native order type)
3. Use OrderType::MarketOnClose (MarketOnCloseOrder with liability) if that is the intent

Example fix

// before
let order = order_factory.market(
    instrument_id, OrderSide::Buy, qty, TimeInForce::Gtc, ...
);
// after
let order = order_factory.limit(
    instrument_id, OrderSide::Buy, qty, price, TimeInForce::Gtc, ...
);
// or market with AtTheClose for BSP MarketOnClose

if order.order_type() == OrderType::Market
    && order.time_in_force() != TimeInForce::AtTheClose {
    return Err(anyhow!("Betfair market orders require AtTheClose TIF"));
}

fn betfair_market_ok(o: &dyn Order) -> bool {
    o.order_type() != OrderType::Market || o.time_in_force() == Some(TimeInForce::AtTheClose)
}

match exec_client.submit_order(&order).await {
    Err(e) if e.to_string().contains("AtTheClose") => {
        warn!("converting to limit order");
    }
    other => other?,
}

When it happens

Trigger: submitting a SubmitOrder with OrderType::Market and time_in_force not equal to AtTheClose (e.g. GTC, IOC, or None) to the Betfair execution client.

Common situations: Reusing a generic strategy that emits plain market orders against a Betfair venue; forgetting that Betfair 'market' means MarketOnClose; migrating code from a FX/crypto adapter.

Understand the failure class

Background: UnsupportedOperationException and "is not supported" errors: when a library deliberately refuses a call — this error's family across 30 libraries.

Related errors

• Unsupported order type for Betfair
• Binance Futures does not support GTD for order type
• Execution PostOnly not supported for
• failed to resolve positive quantity for current order
• failed to resolve positive quantity for stream order update

AI-assisted analysis of nautechsystems/nautilus_trader@18893faf8b (2026-09-08). Data as JSON: /api/errors/ac05f88e551870fc. Report an issue: GitHub.

Appendix: source

Thrown at crates/adapters/betfair/src/execution.rs:3419

                handicap,
                side,
                limit_order: Some(LimitOrder {
                    size,
                    price,
                    persistence_type,
                    time_in_force,
                    min_fill_size,
                    bet_target_type: None,
                    bet_target_size: None,
                }),
                limit_on_close_order: None,
                market_on_close_order: None,
                customer_order_ref,
            })
        }
        OrderType::Market => {
            if order.time_in_force() != TimeInForce::AtTheClose {
                anyhow::bail!(
                    "Market orders on Betfair are only supported with AtTheClose \
                     time in force (BSP MarketOnClose)"
                );
            }

            Ok(PlaceInstruction {
                order_type: BetfairOrderType::MarketOnClose,
                selection_id,
                handicap,
                side,
                limit_order: None,
                limit_on_close_order: None,
                market_on_close_order: Some(MarketOnCloseOrder { liability: size }),
                customer_order_ref,
            })
        }
        other => anyhow::bail!("Unsupported order type for Betfair: {other:?}"),
    }

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