Trailing stop orders are not yet supported on the Kraken WS

Error message

Trailing stop orders are not yet supported on the Kraken WS batch path; use REST

What it means

Kraken's WebSocket batch-order add endpoint does not support trailing stop orders, so `build_batch_order` (used by `batch_add_via_ws`) rejects TrailingStopMarket and TrailingStopLimit orders up front and tells the caller to use the REST path instead.

Source

Thrown at crates/adapters/kraken/src/execution/spot.rs:1000

    Option<Quantity>,
    Option<u16>,
);

fn build_batch_order(
    order: &OrderAny,
    leverage: Option<u16>,
) -> anyhow::Result<KrakenWsBatchAddOrder> {
    let order_type = order.order_type();
    let side = match order.order_side() {
        OrderSide::Buy => KrakenOrderSide::Buy,
        OrderSide::Sell => KrakenOrderSide::Sell,
    };

    if matches!(
        order_type,
        OrderType::TrailingStopMarket | OrderType::TrailingStopLimit
    ) {
        anyhow::bail!(
            "Trailing stop orders are not yet supported on the Kraken WS batch path; use REST",
        );
    }

    if order.display_qty().is_some() {
        anyhow::bail!(
            "Iceberg (display_qty) orders are not supported on the Kraken WS batch path; use REST",
        );
    }

    let kraken_order_type = match order_type {
        OrderType::Market => KrakenOrderType::Market,
        OrderType::Limit => KrakenOrderType::Limit,
        OrderType::StopMarket => KrakenOrderType::StopLoss,
        OrderType::StopLimit => KrakenOrderType::StopLossLimit,
        OrderType::MarketIfTouched => KrakenOrderType::TakeProfit,
        OrderType::LimitIfTouched => KrakenOrderType::TakeProfitLimit,
        ty => anyhow::bail!("Unsupported order type for Kraken WS batch: {ty:?}"),

View on GitHub (pinned to 18893faf8b)

Solutions

Submit the trailing stop order via REST instead of the WS batch path
Split the batch: send trailing stops individually over REST and the rest via WS batch
Change the order type (e.g. regular stop) if trailing behavior is not essential

Example fix

// before
batch_add_via_ws(vec![trailing_stop_order]);
// after
client.submit_order_via_rest(trailing_stop_order); // or exclude it from the WS batch

Defensive patterns

Strategy: validation

Validate before calling

if matches!(order.order_type(), OrderType::TrailingStopMarket | OrderType::TrailingStopLimit) {
    submit_via_rest(order); // WS batch cannot carry trailing stops
} else {
    batch_add_via_ws(vec![order])?;
}

Type guard

fn is_ws_batch_compatible(order: &OrderAny) -> bool {
    !matches!(order.order_type(), OrderType::TrailingStopMarket | OrderType::TrailingStopLimit)
        && order.display_qty().is_none()
        && matches!(order.order_type(), OrderType::Market | OrderType::Limit | OrderType::StopMarket | OrderType::StopLimit | OrderType::MarketIfTouched | OrderType::LimitIfTouched)
}

Try / catch

match batch_result {
    Err(e) if e.to_string().contains("Trailing stop") => submit_via_rest(order),
    r => r?,
}

Prevention

Filter trailing stops out of WS batches before submitting
Route trailing stops through the REST submission path permanently
Keep a compatibility matrix of order types vs submission paths for Kraken Spot

When it happens

Trigger: Submitting a batch order add via WebSocket containing an order with OrderType::TrailingStopMarket or OrderType::TrailingStopLimit on Kraken Spot.

Common situations: Strategies using trailing stops configured to route all orders through the WS batch API; batching mixed order types where one is a trailing stop.

Related errors

AI-assisted analysis of nautechsystems/nautilus_trader@18893faf8b (2026-09-08). Data as JSON: /api/errors/13ecd7f31eba8193. Report an issue: GitHub.