nautechsystems/nautilus_trader · error

unsupported trigger price type for Derive: IndexPrice; Deriv

Error message

unsupported trigger price type for Derive: IndexPrice; Derive currently accepts only MarkPrice for trigger orders

What it means

Derive trigger orders can only reference the Mark price as the trigger source. `trigger_price_type_to_derive` accepts `TriggerType::Default` or `TriggerType::MarkPrice` (both mapped to Derive's Mark) and explicitly rejects `TriggerType::IndexPrice` with this dedicated message, because the venue has no equivalent.

Source

Thrown at crates/adapters/derive/src/common/parse.rs:169

        OrderType::MarketIfTouched | OrderType::LimitIfTouched => Ok(DeriveTriggerType::Takeprofit),
        other => anyhow::bail!(
            "unsupported trigger order type for Derive: {other:?}; supported types are StopMarket, StopLimit, MarketIfTouched, and LimitIfTouched"
        ),
    }
}

/// Maps Nautilus trigger price source to Derive.
///
/// # Errors
///
/// Returns an error unless the trigger source maps to mark price, which is the
/// only source Derive currently accepts for trigger orders.
pub fn trigger_price_type_to_derive(
    trigger_type: Option<TriggerType>,
) -> anyhow::Result<DeriveTriggerPriceType> {
    match trigger_type {
        Some(TriggerType::Default | TriggerType::MarkPrice) => Ok(DeriveTriggerPriceType::Mark),
        Some(TriggerType::IndexPrice) => anyhow::bail!(
            "unsupported trigger price type for Derive: IndexPrice; Derive currently accepts only MarkPrice for trigger orders"
        ),
        Some(other) => anyhow::bail!(
            "unsupported trigger price type for Derive: {other:?}; Derive trigger orders support only MarkPrice"
        ),
        None => anyhow::bail!(
            "missing trigger price type for Derive trigger order; Derive trigger orders support only MarkPrice"
        ),
    }
}

/// Maps a Nautilus time-in-force flag to the Derive TIF.
///
/// # Errors
///
/// Returns an error for time-in-force flags Derive does not accept.
pub fn time_in_force_to_derive(
    tif: TimeInForce,

View on GitHub (pinned to 18893faf8b)

Solutions

1. Change the order's trigger type to `TriggerType::MarkPrice` (or leave Default, which maps to Mark)
2. Add `validate_trigger_order_support` to pre-submission checks so the mismatch is caught before the venue call
3. Rework the strategy trigger condition to evaluate index-price logic locally and send plain orders when the condition hits

Example fix

// before
TriggerType::IndexPrice // rejected by Derive
// after
TriggerType::MarkPrice // accepted, maps to DeriveTriggerPriceType::Mark

fn is_derive_trigger_price(t: TriggerType) -> bool { matches!(t, TriggerType::Default | TriggerType::MarkPrice) }

fn is_derive_trigger_price(t: TriggerType) -> bool { matches!(t, TriggerType::Default | TriggerType::MarkPrice) }

match trigger_price_type_to_derive(order.trigger_type()) {
    Ok(pt) => { /* build payload */ }
    Err(e) => tracing::warn!(%e, "trigger price source unsupported on Derive"),
}

When it happens

Trigger: Submitting a Derive trigger order whose Nautilus order specifies `trigger_type = TriggerType::IndexPrice` — e.g. a stop that the strategy configured to fire on the index price rather than the mark price.

Common situations: Strategies written for venues that support index-price triggers being reused against Derive; config files copied from another venue adapter that set IndexPrice as the trigger source.

Related errors

• unsupported trigger order type for Derive: {other:?}; suppor
• unsupported trigger price type for Derive: {other:?}; Derive
• unsupported order type for Derive: {other:?}
• missing trigger price type for Derive trigger order; Derive
• post-only Derive orders only support GTC time in force; rece

AI-assisted analysis of nautechsystems/nautilus_trader@18893faf8b (2026-09-08). Data as JSON: /api/errors/1abe3532c542da6a. Report an issue: GitHub.