What causes "Python FillModel.{method_name} failed: {e}" in nautechsystems/nautilus_trader?

Unwrap the anyhow chain to read the original Python traceback for the named method

Python FillModel.{method_name} failed: {e}

Error message

Python FillModel.{method_name} failed: {e}

What it means

Wraps any failure of the Python FillModel boolean method call (is_limit_filled / is_slipped) with a prefix naming the exact method via `{method_name}`. The inner `{e}` carries the Python exception or extraction failure.

Source

Thrown at crates/execution/src/python/fill.rs:145

                (instrument, order, best_bid, best_ask),
            )?
            .extract()
            .map_err(|e| anyhow::anyhow!("{e}"))
        })
        .map_err(|e| {
            anyhow::anyhow!("Python FillModel.get_orderbook_for_fill_simulation failed: {e}")
        })
    }
}

fn call_bool_method(obj: &Py<PyAny>, method_name: &str) -> anyhow::Result<bool> {
    Python::attach(|py| -> anyhow::Result<bool> {
        obj.bind(py)
            .call_method0(method_name)?
            .extract()
            .map_err(|e| anyhow::anyhow!("{e}"))
    })
    .map_err(|e| anyhow::anyhow!("Python FillModel.{method_name} failed: {e}"))
}

/// Extracts a Python fill model object into a Rust [`FillModelAny`].
///
/// # Errors
///
/// Returns an error if `obj` is not a supported built-in fill model binding.
pub fn pyobject_to_fill_model_any(obj: &Bound<'_, PyAny>) -> PyResult<FillModelAny> {
    if let Ok(m) = obj.extract::<DefaultFillModel>() {
        return Ok(FillModelAny::Default(m));
    }

    if let Ok(m) = obj.extract::<BestPriceFillModel>() {
        return Ok(FillModelAny::BestPrice(m));
    }

    if let Ok(m) = obj.extract::<OneTickSlippageFillModel>() {
        return Ok(FillModelAny::OneTickSlippage(m));

View on GitHub (pinned to 18893faf8b)

Solutions

Unwrap the anyhow chain to read the original Python traceback for the named method
Fix the Python implementation of the named method to return a bool
Align with the current NautilusTrader FillModel interface
Test both methods through the Rust-facing integration before deployment

Defensive patterns

Strategy: try-catch

Try / catch

try:
    filled = fill_model.is_limit_filled(order)
except Exception as e:
    log.error(f"FillModel.is_limit_filled failed: {e}")
    filled = False

Prevention

Note the method name in the error message and test that exact method
Keep model return types plain and version-aligned
Log the full error chain for the Python traceback

When it happens

Trigger: Any error propagated from call_bool_method when invoking is_limit_filled or is_slipped on the Python fill model.

Common situations: Custom fill models with drifted signatures; exceptions raised on particular order states; non-boolean return values.

Related errors

AI-assisted analysis of nautechsystems/nautilus_trader@18893faf8b (2026-09-08). Data as JSON: /api/errors/5e97a2413321c15a. Report an issue: GitHub.