nautechsystems/nautilus_trader · error · anyhow::Error

No instrument cached for market '{}'. Available: {:?}

Error message

No instrument cached for market '{}'. Available: {:?}

What it means

parse_ws_fill_report resolves the instrument for a dYdX fill by looking up ws_fill.market in the instrument cache. If the market is not cached, the fill cannot be converted to a FillReport and this error is thrown, including the list of currently cached market symbols for diagnosis.

Source

Thrown at crates/adapters/dydx/src/websocket/parse.rs:295

/// - HTTP parser fails.
pub fn parse_ws_fill_report(
    ws_fill: &DydxWsFillSubaccountMessageContents,
    instrument_cache: &InstrumentCache,
    order_id_map: &DashMap<String, (u32, u32)>,
    order_contexts: &DashMap<u32, OrderContext>,
    encoder: &ClientOrderIdEncoder,
    account_id: AccountId,
    ts_init: UnixNanos,
) -> anyhow::Result<FillReport> {
    let instrument = instrument_cache
        .get_by_market(&ws_fill.market)
        .ok_or_else(|| {
            let available: Vec<String> = instrument_cache
                .all_instruments()
                .into_iter()
                .map(|inst| inst.id().symbol.to_string())
                .collect();
            anyhow::anyhow!(
                "No instrument cached for market '{}'. Available: {:?}",
                ws_fill.market,
                available
            )
        })?;

    let http_fill = convert_ws_fill_to_http(ws_fill)?;
    let mut report = parse_fill_report(&http_fill, &instrument, account_id, ts_init)?;

    // Correlate fill to order via order_id → (client_id, client_metadata) → client_order_id
    if let Some(ref order_id) = ws_fill.order_id {
        if let Some(entry) = order_id_map.get(order_id) {
            let (client_id, client_metadata) = *entry.value();
            if let Some(ctx) = order_contexts.get(&client_id) {
                report.client_order_id = Some(ctx.client_order_id);
            } else if let Some(client_order_id) =
                encoder.decode_if_known(client_id, client_metadata)
            {

View on GitHub (pinned to 18893faf8b)

Solutions

1. Load/refresh all instruments into the cache before starting the WS stream handler
2. Read the 'Available: [...]' list in the message to see which markets are cached and add the missing one
3. Restrict WS subscriptions to cached markets or dynamically load instruments for new markets on demand
4. Restart with refreshed instruments if the cache is stale

Example fix

// before
spawn_ws_stream_handler(stream) // only partial instruments loaded
// after
refresh_instruments(&mut instrument_cache).await?;
spawn_ws_stream_handler(stream);

if instrument_cache.get_by_market(&ws_fill.market).is_none() {
    eprintln!("market {} not cached; load instruments before streaming fills", ws_fill.market);
    return;
}

fn is_market_cached(cache: &InstrumentCache, market: &str) -> bool {
    cache.all_instruments().iter().any(|i| i.id().symbol.to_string() == market)
}

match parse_ws_fill_report(...) {
    Err(e) if e.to_string().contains("No instrument cached for market") => {
        warn!("fill on uncached market ignored");
    }
    Err(e) => return Err(e),
    Ok(r) => publish(r),
}

When it happens

Trigger: Receiving a WebSocket fill (trade) event for a market whose instrument is not in the cache — fills on markets not subscribed/loaded, or cache not populated before the WS stream started.

Common situations: Trading a newly listed market while the cached instrument set is stale; WS stream started before instrument loading completed; fills arriving for markets outside the configured instrument universe.

Understand the failure class

Background: Record Not Found Errors: "not found", RecordNotFound, and "was not found" — what they mean and how to fix them — this error's family across 28 libraries.

Related errors

• No instrument cached for clob_pair_id {clob_pair_id}
• Missing required field: client_metadata
• Missing required field: order_id
• slots lock poisoned
• subscription state lock poisoned

AI-assisted analysis of nautechsystems/nautilus_trader@18893faf8b (2026-09-08). Data as JSON: /api/errors/1718ff3f371fd2cd. Report an issue: GitHub.