nautechsystems/nautilus_trader · warning

Skipping non-trade execution: {:?}

Error message

Skipping non-trade execution: {:?}

What it means

parse_fill_report only converts BitMEX execution records whose exec_type is Trade into FillReports. Funding, settlement, and other non-trade execution rows are rejected with this bail so they never produce synthetic fills. It signals the caller passed an execution record that is legitimately not a trade.

Source

Thrown at crates/adapters/bitmex/src/http/parse.rs:1089

/// # Errors
///
/// Currently this function does not return errors as all fields are handled gracefully,
/// but returns `Result` for future error handling compatibility.
///
/// Parse a BitMEX execution into a Nautilus `FillReport` using instrument scaling.
///
/// # Errors
///
/// Returns an error when the execution does not represent a trade or lacks required identifiers.
pub fn parse_fill_report(
    exec: &BitmexExecution,
    instrument: &InstrumentAny,
    ts_init: UnixNanos,
) -> anyhow::Result<FillReport> {
    // Skip non-trade executions (funding, settlements, etc.)
    // Trade executions have exec_type of Trade and must have order_id
    if !matches!(exec.exec_type, BitmexExecType::Trade) {
        anyhow::bail!("Skipping non-trade execution: {:?}", exec.exec_type);
    }

    // Additional check: skip executions without order_id (likely funding/settlement)
    let order_id = exec.order_id.ok_or_else(|| {
        anyhow::anyhow!("Skipping execution without order_id: {:?}", exec.exec_type)
    })?;

    let account_id = bitmex_account_id(exec.account);
    let instrument_id = instrument.id();
    let venue_order_id = VenueOrderId::new(order_id.to_string());
    // trd_match_id might be missing for some execution types, use exec_id as fallback
    let trade_id = TradeId::new(
        exec.trd_match_id
            .or(Some(exec.exec_id))
            .ok_or_else(|| anyhow::anyhow!("Fill missing both trd_match_id and exec_id"))?
            .to_string(),
    );
    // Skip executions without side (likely not trades)

View on GitHub (pinned to 18893faf8b)

Solutions

1. Filter executions on exec_type == Trade before requesting parse (the adapter's list-level parser skips these; only direct calls see the error)
2. If calling parse_fill_report directly, pre-check matches!(exec.exec_type, BitmexExecType::Trade) and skip non-trades
3. Treat this bail as an expected skip, not a failure: log and continue processing the remaining executions
4. If funding/settlement records are needed, use a wallet/transaction endpoint rather than the execution endpoint

Example fix

// before
for exec in executions {
    fills.push(parse_fill_report(&exec, &instrument, ts_init)?);
}
// after
for exec in executions {
    if !matches!(exec.exec_type, BitmexExecType::Trade) {
        continue; // funding/settlement entries
    }
    fills.push(parse_fill_report(&exec, &instrument, ts_init)?);
}

fn is_trade_exec(exec: &BitmexExecution) -> bool {
    matches!(exec.exec_type, BitmexExecType::Trade)
}
// executions.iter().filter(|e| is_trade_exec(e)).map(parse_fill_report...)

fn as_trade(exec: &BitmexExecution) -> Option<&BitmexExecution> {
    matches!(exec.exec_type, BitmexExecType::Trade).then_some(exec)
}

match parse_fill_report(exec, instrument, ts_init) {
    Ok(fill) => fills.push(fill),
    Err(e) if e.to_string().starts_with("Skipping non-trade execution") => {
        debug!("skipped non-trade exec {}: {:?}", exec.exec_id, exec.exec_type);
    }
    Err(e) => return Err(e),
}

When it happens

Trigger: request_fill_reports iterating a BitMEX /execution or /execution/tradeHistory response that contains funding or settlement entries (exec_type != Trade), or a test feeding a non-Trade execution into parse_fill_report.

Common situations: Downloading fill history across a funding interval so funding entries appear in the response; settlement transactions after contract expiry; wallet adjustment rows mixed into execution history.

Related errors

• Skipping execution without side: {:?}
• Order missing order_qty and cannot reconstruct (order_id={},
• Coinbase fill has unknown order side
• Failed to create price from fill px: {e}
• Failed to create quantity from fill sz: {e}

AI-assisted analysis of nautechsystems/nautilus_trader@18893faf8b (2026-09-08). Data as JSON: /api/errors/cbfbe0a6c373cc32. Report an issue: GitHub.