Refine Polymarket execution

nautechsystems · Sep 27, 2024 · d1664de · d1664de
1 parent 734c97d
commit d1664de
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Showing 2 changed files with 7 additions and 4 deletions.
diff --git a/nautilus_trader/adapters/polymarket/common/enums.py b/nautilus_trader/adapters/polymarket/common/enums.py
@@ -55,6 +55,9 @@ class PolymarketEventType(Enum):
 
 @unique
 class PolymarketOrderStatus(Enum):
+    # Order was invalid
+    INVALID = "INVALID"
+
     # Order placed and live
     LIVE = "LIVE"
 

diff --git a/nautilus_trader/adapters/polymarket/execution.py b/nautilus_trader/adapters/polymarket/execution.py
@@ -556,7 +556,7 @@ async def _cancel_order(self, command: CancelOrder) -> None:
                     instrument_id=order.instrument_id,
                     client_order_id=order.client_order_id,
                     venue_order_id=order.venue_order_id,
-                    reason=reason,
+                    reason=str(reason),
                     ts_event=self._clock.timestamp_ns(),
                 )
 
@@ -602,7 +602,7 @@ async def _batch_cancel_orders(self, command: BatchCancelOrders) -> None:
                         instrument_id=command.instrument_id,
                         client_order_id=client_order_id,
                         venue_order_id=venue_order_id,
-                        reason=reason,
+                        reason=str(reason),
                         ts_event=self._clock.timestamp_ns(),
                     )
 
@@ -641,7 +641,7 @@ async def _cancel_all_orders(self, command: CancelAllOrders) -> None:
                         instrument_id=command.instrument_id,
                         client_order_id=client_order_id,
                         venue_order_id=venue_order_id,
-                        reason=reason,
+                        reason=str(reason),
                         ts_event=self._clock.timestamp_ns(),
                     )
 
@@ -719,7 +719,7 @@ async def _submit_order(self, command: SubmitOrder) -> None:
                     strategy_id=order.strategy_id,
                     instrument_id=order.instrument_id,
                     client_order_id=order.client_order_id,
-                    reason=retry_manager.message,
+                    reason=str(retry_manager.message),
                     ts_event=self._clock.timestamp_ns(),
                 )
             else: