[IB] Serialization error after submitting an order

[Georgeyjy]

i'm testing paper trading using the example script connect_with_dockerized_gateway.py, and i modified the SubscribeStrategy to test placing orders by submitting orders in on_bar() in the strategy. the order submission was successful, but afterwards i always got this error, i don't know how this Price object was created and i don't find a way to customize the serialization. anyone know how to solve it?

2025-10-24T06:16:15.831863474Z [INFO] TESTER-001.SubscribeStrategy: RUNNING
2025-10-24T06:16:15.831989530Z [INFO] TESTER-001.TESTER-001: RUNNING
2025-10-24T06:16:15.832083114Z [INFO] TESTER-001.TradingNode: RUNNING
2025-10-24T06:16:15.842732206Z [INFO] TESTER-001.InteractiveBrokersClient-001: Creating and registering a new Subscription instance for GBP/USD.IDEALPRO-30-SECOND-MID-EXTERNAL
2025-10-24T06:16:15.844206528Z [INFO] TESTER-001.DataClient-INTERACTIVE_BROKERS: Subscribed GBP/USD.IDEALPRO-30-SECOND-MID-EXTERNAL bars
2025-10-24T06:16:16.443820171Z [INFO] TESTER-001.SubscribeStrategy: [ON_BAR]:GBP/USD.IDEALPRO-30-SECOND-MID-EXTERNAL,1.33133,1.33146,1.33126,1.33140,0.00,1761286530000000000
2025-10-24T06:16:16.444036564Z [INFO] TESTER-001.SubscribeStrategy: Submitting order: MarketOrder(BUY 1_000.00 GBP/USD.IDEALPRO MARKET GTC, status=INITIALIZED, client_order_id=O-20251024-061616-001-000-2, venue_order_id=None, position_id=None, tags=None)
2025-10-24T06:16:16.445707966Z [INFO] TESTER-001.SubscribeStrategy: <--[EVT] OrderInitialized(instrument_id=GBP/USD.IDEALPRO, client_order_id=O-20251024-061616-001-000-2, side=BUY, type=MARKET, quantity=1_000.00, time_in_force=GTC, post_only=False, reduce_only=False, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None)
2025-10-24T06:16:16.445900701Z [INFO] TESTER-001.SubscribeStrategy: Received event: OrderInitialized(instrument_id=GBP/USD.IDEALPRO, client_order_id=O-20251024-061616-001-000-2, side=BUY, type=MARKET, quantity=1_000.00, time_in_force=GTC, post_only=False, reduce_only=False, quote_quantity=False, options={}, emulation_trigger=NO_TRIGGER, trigger_instrument_id=None, contingency_type=NO_CONTINGENCY, order_list_id=None, linked_order_ids=None, parent_order_id=None, exec_algorithm_id=None, exec_algorithm_params=None, exec_spawn_id=None, tags=None)
2025-10-24T06:16:16.446194663Z [INFO] TESTER-001.SubscribeStrategy: [CMD]--> [Risk] SubmitOrder(order=MarketOrder(BUY 1_000.00 GBP/USD.IDEALPRO MARKET GTC, status=INITIALIZED, client_order_id=O-20251024-061616-001-000-2, venue_order_id=None, position_id=None, tags=None), position_id=None)
2025-10-24T06:16:16.446214076Z [INFO] TESTER-001.SubscribeStrategy: Order has been submitted
2025-10-24T06:16:16.446316713Z [INFO] TESTER-001.ExecClient-INTERACTIVE_BROKERS: Submit MarketOrder(BUY 1_000.00 GBP/USD.IDEALPRO MARKET GTC, status=INITIALIZED, client_order_id=O-20251024-061616-001-000-2, venue_order_id=None, position_id=None, tags=None)
2025-10-24T06:16:16.449418640Z [INFO] TESTER-001.SubscribeStrategy: <--[EVT] OrderSubmitted(instrument_id=GBP/USD.IDEALPRO, client_order_id=O-20251024-061616-001-000-2, account_id=INTERACTIVE_BROKERS-DUM571702, ts_event=1761286576449034251)
2025-10-24T06:16:16.449803447Z [INFO] TESTER-001.SubscribeStrategy: Received event: OrderSubmitted(instrument_id=GBP/USD.IDEALPRO, client_order_id=O-20251024-061616-001-000-2, account_id=INTERACTIVE_BROKERS-DUM571702, ts_event=1761286576449034251)
2025-10-24T06:16:16.640740669Z [WARN] TESTER-001.InteractiveBrokersClient-001: Order Message: BUY 1K GBP.USD Forex Warning: Your order size is below the GBP 20000 IdealPro minimum and will be routed as an odd lot order. (code: 399, req_id=102)
2025-10-24T06:16:16.640799978Z [WARN] TESTER-001.InteractiveBrokersClient-001: Unhandled order warning or error code: 399 (req_id 102) - Order Message: BUY 1K GBP.USD Forex Warning: Your order size is below the GBP 20000 IdealPro minimum and will be routed as an odd lot order.
2025-10-24T06:16:16.646991096Z [INFO] TESTER-001.SubscribeStrategy: <--[EVT] OrderUpdated(instrument_id=GBP/USD.IDEALPRO, client_order_id=O-20251024-061616-001-000-2, venue_order_id=102, account_id=INTERACTIVE_BROKERS-DUM571702, quantity=1_000, price=0.00000, trigger_price=0.00000, ts_event=1761286576646690986)
2025-10-24T06:16:16.647013159Z [INFO] TESTER-001.SubscribeStrategy: Received event: OrderUpdated(instrument_id=GBP/USD.IDEALPRO, client_order_id=O-20251024-061616-001-000-2, venue_order_id=102, account_id=INTERACTIVE_BROKERS-DUM571702, quantity=1_000, price=0.00000, trigger_price=0.00000, ts_event=1761286576646690986)
2025-10-24T06:16:16.651018674Z [INFO] TESTER-001.SubscribeStrategy: <--[EVT] OrderAccepted(instrument_id=GBP/USD.IDEALPRO, client_order_id=O-20251024-061616-001-000-2, venue_order_id=102, account_id=INTERACTIVE_BROKERS-DUM571702, ts_event=1761286576646728992)
2025-10-24T06:16:16.651050567Z [INFO] TESTER-001.SubscribeStrategy: Received event: OrderAccepted(instrument_id=GBP/USD.IDEALPRO, client_order_id=O-20251024-061616-001-000-2, venue_order_id=102, account_id=INTERACTIVE_BROKERS-DUM571702, ts_event=1761286576646728992)
2025-10-24T06:16:16.664858103Z [INFO] TESTER-001.SubscribeStrategy: <--[EVT] OrderUpdated(instrument_id=GBP/USD.IDEALPRO, client_order_id=O-20251024-061616-001-000-2, venue_order_id=102, account_id=INTERACTIVE_BROKERS-DUM571702, quantity=1_000, price=0.00000, trigger_price=0.00000, ts_event=1761286576663527280)
2025-10-24T06:16:16.664965743Z [INFO] TESTER-001.SubscribeStrategy: Received event: OrderUpdated(instrument_id=GBP/USD.IDEALPRO, client_order_id=O-20251024-061616-001-000-2, venue_order_id=102, account_id=INTERACTIVE_BROKERS-DUM571702, quantity=1_000, price=0.00000, trigger_price=0.00000, ts_event=1761286576663527280)
2025-10-24T06:16:16.674953463Z [INFO] TESTER-001.ExecClient-INTERACTIVE_BROKERS: External position change detected (likely option exercise): Contract 12087797 (CASH), quantity change: 1000 -> 2000
2025-10-24T06:16:16.675587460Z [INFO] TESTER-001.ExecClient-INTERACTIVE_BROKERS: Option exercise position created: GBP/USD.IDEALPRO 2 2000 @ 1.33259989518058
2025-10-24T06:16:16.675788346Z [INFO] TESTER-001.ExecEngine: Reconciling PositionStatusReport(account_id=INTERACTIVE_BROKERS-DUM571702, instrument_id=GBP/USD.IDEALPRO, venue_position_id=None, position_side=LONG, quantity=2_000.00, avg_px_open=1.33260, signed_decimal_qty=2000, report_id=f0ea102b-c1e4-4119-8cbb-615c8e96f1f5, ts_last=1761286576675552100, ts_init=1761286576675553052)
2025-10-24T06:16:16.675936018Z [INFO] TESTER-001.ExecEngine: Reconciling NET position for GBP/USD.IDEALPRO
2025-10-24T06:16:16.676348657Z [INFO] TESTER-001.ExecEngine: report.signed_decimal_qty=Decimal('2000')
2025-10-24T06:16:16.676459985Z [INFO] TESTER-001.ExecEngine: position_signed_decimal_qty=Decimal('1000.00')
2025-10-24T06:16:16.676600189Z [INFO] TESTER-001.ExecEngine: diff_quantity=Quantity(1000.00)
2025-10-24T06:16:16.678382770Z [WARN] TESTER-001.ExecEngine: Generated inferred OrderFilled(instrument_id=GBP/USD.IDEALPRO, client_order_id=O-2a74e092-05cc-4864-b608-e1b46cd5662f, venue_order_id=58b215c2-790f-447b-8af5-f13d45bf8a3a, account_id=INTERACTIVE_BROKERS-DUM571702, trade_id=40798250-2066-4b0a-900a-5181e0377500, position_id=GBP/USD.IDEALPRO-EXTERNAL, order_side=BUY, order_type=LIMIT, last_qty=1_000.00, last_px=1.33140 USD, commission=0.00 USD, liquidity_side=NO_LIQUIDITY_SIDE, ts_event=1761286576677725508)
2025-10-24T06:16:16.687837570Z [INFO] TESTER-001.Portfolio: GBP/USD.IDEALPRO net_position=2000.00
2025-10-24T06:16:16.764548944Z [ERROR] TESTER-001.ExecEngine: Unexpected exception in event queue processing: TypeError('Encoding objects of type nautilus_trader.model.objects.Price is unsupported')
TypeError(Encoding objects of type nautilus_trader.model.objects.Price is unsupported)
Traceback (most recent call last):
 File "/home/ubuntu/venv/nt_trader/lib/python3.12/site-packages/nautilus_trader/live/execution_engine.py", line 523, in _run_evt_queue
   self._handle_event(event)
 File "nautilus_trader/execution/engine.pyx", line 1092, in nautilus_trader.execution.engine.ExecutionEngine._handle_event
 File "nautilus_trader/execution/engine.pyx", line 1165, in nautilus_trader.execution.engine.ExecutionEngine._handle_event
 File "nautilus_trader/execution/engine.pyx", line 1371, in nautilus_trader.execution.engine.ExecutionEngine._apply_event_to_order
 File "nautilus_trader/cache/cache.pyx", line 2390, in nautilus_trader.cache.cache.Cache.update_order
 File "nautilus_trader/cache/database.pyx", line 1159, in nautilus_trader.cache.database.CacheDatabaseAdapter.update_order
 File "nautilus_trader/serialization/serializer.pyx", line 110, in nautilus_trader.serialization.serializer.MsgSpecSerializer.serialize

2025-10-24T06:16:16.764793906Z [ERROR] TESTER-001.ExecEngine: System will terminate immediately to prevent operation in degraded state

[Georgeyjy]

i use python 3.12 and set redis as cache backend

[Georgeyjy]

but if i create a Price object and pass it to msgspec_encoding_hook in common\config.py, the function works fine. is this a bug?

[cjdsellers]

Hi @Georgeyjy

Thanks for the report.

This seems like a bug and shouldn't happen. By design all of those value types should be converted to strings before reaching serialization. I did a sweep and couldn't find where this was happening though (we always convert to str for the options dict).

Are you able to show a code snippet for how you're submitting the orders?

[Georgeyjy]

Hi @Georgeyjy

Thanks for the report.

This seems like a bug and shouldn't happen. By design all of those value types should be converted to strings before reaching serialization. I did a sweep and couldn't find where this was happening though (we always convert to str for the options dict).

Are you able to show a code snippet for how you're submitting the orders?

Thanks for reply!

class SubscribeStrategy(Strategy):
    """
    A strategy that simply subscribes to data and logs it (typically for testing
    adapters)

    Parameters
    ----------
    config : OrderbookImbalanceConfig
        The configuration for the instance.

    """
    ...

    def on_bar(self, bar: Bar) -> None:
        self.log.info("[ON_BAR]:" + str(bar))
        self.buy()

    def buy(self) -> None:
        """
        Users simple buy method (example).
        """
        order: MarketOrder = self.order_factory.market(
            instrument_id=self.config.instrument_id,
            order_side=OrderSide.BUY,
            quantity=self.instrument.make_qty(Decimal(1_000)),
            time_in_force=TimeInForce.GTC,
        )
        self.submit_order(order)
    
    ...

i just modified the example subscribe strategy a bit by adding this buy method, and i also attached the full scripts i'm using.

pkgs i'm using:

Package            Version
------------------ -----------
certifi            2025.10.5
charset-normalizer 3.4.3
click              8.3.0
defusedxml         0.7.1
docker             7.1.0
dotenv             0.9.9
fsspec             2025.9.0
idna               3.10
msgspec            0.19.0
nautilus-ibapi     10.30.1
nautilus_trader    1.220.0
numpy              2.3.3
pandas             2.3.3
pip                25.2
portion            2.6.1
pyarrow            21.0.0
python-dateutil    2.9.0.post0
python-dotenv      1.1.1
pytz               2025.2
redis              7.0.0
requests           2.32.5
setuptools         80.9.0
six                1.17.0
sortedcontainers   2.4.0
tqdm               4.67.1
typing_extensions  4.15.0
tzdata             2025.2
urllib3            2.5.0
uvloop             0.21.0
wheel              0.45.1

btw i searched the keyword unsupported in Discord chat history and found this error in another case, in which this seems not the major issue

connect.py
custom_strategy.py

[Georgeyjy]

i'm using python 3.13.4 and the folloing pkgs today on another pc, this error did not occur, strange

Package            Version
------------------ -----------
certifi            2025.10.5
charset-normalizer 3.4.4
click              8.3.0
colorama           0.4.6
defusedxml         0.7.1
docker             7.1.0
dotenv             0.9.9
fsspec             2025.9.0
idna               3.11
msgspec            0.19.0
nautilus-ibapi     10.30.1
nautilus_trader    1.221.0
numpy              2.3.4
pandas             2.3.3
pip                25.3
portion            2.6.1
pyarrow            22.0.0
python-dateutil    2.9.0.post0
python-dotenv      1.2.1
pytz               2025.2
pywin32            311
redis              7.0.1
requests           2.32.5
setuptools         80.9.0
six                1.17.0
sortedcontainers   2.4.0
tqdm               4.67.1
tzdata             2025.2
urllib3            2.5.0
wheel              0.38.4