nautechsystems/nautilus_trader · error · anyhow::Error

unmapped_in_scope_message("open order", instrument_id, Some(

Error message

unmapped_in_scope_message("open order", instrument_id, Some(&format!("token {}", order.asset_id)), collection_load_ids,)

What it means

During Polymarket reconciliation, an open order's token (asset_id) resolves to an instrument_id that is within the configured collection load scope, but that instrument was not actually loaded/mapped by the provider. Reconciliation bails (via unmapped_in_scope_message) because an in-scope instrument must be present for correct reporting.

Source

Thrown at crates/adapters/polymarket/src/execution/reconciliation.rs:597

        OrderEvidenceScope::Collection { instrument_filter } => match instruments
            .get_cloned(&order.asset_id)
        {
            Some(instrument) => instrument,
            None => {
                let instrument_id =
                    instrument_id_from_market_token(order.market.as_str(), order.asset_id.as_str());

                if instrument_filter.is_some_and(|filter_id| {
                    !polymarket_instrument_ids_equivalent(filter_id, instrument_id)
                }) {
                    return Ok(OrderRowResult {
                        report: None,
                        counted_filtered: false,
                    });
                }

                if instrument_in_load_ids_scope(instrument_id, collection_load_ids) {
                    anyhow::bail!(unmapped_in_scope_message(
                        "open order",
                        instrument_id,
                        Some(&format!("token {}", order.asset_id)),
                        collection_load_ids,
                    ));
                }
                log::debug!("Dropping out-of-scope unmapped open order instrument {instrument_id}");
                return Ok(OrderRowResult {
                    report: None,
                    counted_filtered: true,
                });
            }
        },
    };
    let instrument_id = instrument.id();

    if let OrderEvidenceScope::Collection {
        instrument_filter: Some(filter_id),

View on GitHub (pinned to d1527c24af)

Solutions

Ensure all instruments in the configured load scope successfully loaded before reconciliation (check startup logs for fetch errors)
Remove stale/delisted token IDs from load_ids
Retry the connection so the instrument provider can repopulate missing definitions

Defensive patterns

Strategy: validation

Validate before calling

for id in collection_load_ids {
    if cache.instrument(id).is_none() {
        anyhow::bail!("configured instrument {id} not loaded; cannot reconcile in-scope orders");
    }
}

Prevention

Confirm every load_ids entry resolved to a cached instrument before enabling reconciliation
Treat startup instrument-fetch failures as blocking for reconciliation
Prune delisted token IDs from the configured load scope

When it happens

Trigger: build_order_report_from_order with collection_load_ids containing the resolved instrument_id, yet the instrument is absent from the cache — e.g. load_ids lists a token that failed to load, or the token-to-instrument mapping drifted.

Common situations: Instrument load failures during startup (network errors fetching definitions); load_ids referencing delisted or renamed markets; partial cache population before reconciliation began.

Related errors

AI-assisted analysis of nautechsystems/nautilus_trader@d1527c24af (2026-08-27). Data as JSON: /api/errors/baa2179abb3c73aa. Report an issue: GitHub.