nautechsystems/nautilus_trader · error · anyhow::Error

Pegged orders only supported for LIMIT order type, was {orde

Error message

Pegged orders only supported for LIMIT order type, was {order_type:?}

What it means

BitMEX pegged orders are only allowed on LIMIT order types. If the order specifies a peg_price_type but its order type is not Limit (e.g. Market), validate_order_for_bitmex_submit bails with this message before any request reaches the venue.

Source

Thrown at crates/adapters/bitmex/src/execution.rs:1315

    let is_trailing_stop = matches!(
        order.order_type(),
        OrderType::TrailingStopMarket | OrderType::TrailingStopLimit
    );

    if is_trailing_stop
        && let Some(offset_type) = order.trailing_offset_type()
        && offset_type != TrailingOffsetType::Price
    {
        anyhow::bail!("BitMEX only supports PRICE trailing offset type, was {offset_type:?}");
    }

    if peg_price_type.is_none() && peg_offset_value.is_some() {
        anyhow::bail!("`peg_offset_value` requires `peg_price_type`");
    }

    if peg_price_type.is_some() && order.order_type() != OrderType::Limit {
        let order_type = order.order_type();
        anyhow::bail!("Pegged orders only supported for LIMIT order type, was {order_type:?}");
    }

    if let Some(contingency_type) = order.contingency_type() {
        BitmexContingencyType::try_from(contingency_type)?;
    }

    Ok(())
}

fn is_definitive_bitmex_submit_rejection(err: &anyhow::Error) -> bool {
    if is_bitmex_duplicate_clordid_submit_failure(err) {
        return false;
    }

    if has_bitmex_api_refusal(err) {
        return true;
    }

View on GitHub (pinned to 18893faf8b)

Solutions

1. Change the order type to OrderType::Limit when pegging
2. Remove peg_price_type from non-limit orders
3. Branch the submit path so peg parameters are only applied for limit orders

Example fix

// before
OrderType::Market with peg_price_type Some(PrimaryPeg)
// after
OrderType::Limit with peg_price_type Some(PrimaryPeg)

if peg_price_type.is_some() && order.order_type() != OrderType::Limit {
    return Err(anyhow::anyhow!("pegged orders require OrderType::Limit"));
}

When it happens

Trigger: Calling validate_order_for_bitmex_submit (or submit_cached_order) with peg_price_type=Some(...) on a Market, Stop, StopLimit non-limit, or otherwise non-Limit order.

Common situations: Converting a market order to a pegged order; applying peg parameters generically across a strategy that also sends market orders.

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

• `peg_offset_value` requires `peg_price_type`
• `peg_offset_value` requires `peg_price_type`
• Pegged orders only supported for LIMIT order type, was {orde
• BitMEX only supports PRICE trailing offset type, was {offset
• venue_order_ids cannot be empty

AI-assisted analysis of nautechsystems/nautilus_trader@18893faf8b (2026-09-08). Data as JSON: /api/errors/ea0b8142f3baab3c. Report an issue: GitHub.