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Tokenized Asset

docs/concepts/instruments/tokenized_asset.md

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Tokenized Asset

TokenizedAsset represents a spot-like token that tracks another asset on a crypto venue. Use it for tokenized equities, tokenized funds, or similar instruments where the trading venue exposes a token but the economic reference is an external asset.

Examples include tokenized stock or ETF symbols on crypto venues.

Fields

<Tabs items={["Rust", "Python"]}> <Tab value="Rust">

FieldTypeRequired/defaultNotes
instrument_idInstrumentIdRequiredStored as id in Rust.
raw_symbolSymbolRequiredNative venue symbol.
asset_classAssetClassRequiredEconomic asset classification.
base_currencyCurrencyRequiredTokenized asset or base token.
quote_currencyCurrencyRequiredCurrency used to price the token.
price_precisionu8RequiredDecimal places allowed for prices.
size_precisionu8RequiredDecimal places allowed for order sizes.
price_incrementPriceRequiredSmallest valid price step.
size_incrementQuantityRequiredSmallest valid size step.
ts_eventUnixNanosRequiredEvent timestamp in nanoseconds.
ts_initUnixNanosRequiredInitialization timestamp in nanoseconds.
isinOption<Ustr>NoneInternational Securities ID when known.
multiplierQuantity1Contract multiplier.
lot_sizeOption<Quantity>NoneRounded lot or board size.
max_quantityOption<Quantity>NoneMaximum order quantity.
min_quantityOption<Quantity>NoneMinimum order quantity.
max_notionalOption<Money>NoneMaximum order notional value.
min_notionalOption<Money>NoneMinimum order notional value.
max_priceOption<Price>NoneMaximum valid quote or order price.
min_priceOption<Price>NoneMinimum valid quote or order price.
margin_initOption<Decimal>0Initial margin rate.
margin_maintOption<Decimal>0Maintenance margin rate.
maker_feeOption<Decimal>0Maker fee rate. Negative values rebate.
taker_feeOption<Decimal>0Taker fee rate. Negative values rebate.
tick_schemeOption<Ustr>NoneRegistered variable tick scheme name.
infoOption<Params>NoneAdapter metadata.
</Tab> <Tab value="Python">
FieldTypeRequired/defaultNotes
instrument_idInstrumentIdRequired
raw_symbolSymbolRequiredNative venue symbol.
asset_classAssetClassRequiredEconomic asset classification.
base_currencyCurrencyRequiredTokenized asset or base token.
quote_currencyCurrencyRequiredCurrency used to price the token.
price_precisionintRequiredDecimal places allowed for prices.
size_precisionintRequiredDecimal places allowed for order sizes.
price_incrementPriceRequiredSmallest valid price step.
size_incrementQuantityRequiredSmallest valid size step.
ts_eventintRequiredEvent timestamp in nanoseconds.
ts_initintRequiredInitialization timestamp in nanoseconds.
isinstr | NoneNoneInternational Securities ID when known.
multiplierQuantity1Contract multiplier.
lot_sizeQuantity | NoneNoneRounded lot or board size.
max_quantityQuantity | NoneNoneMaximum order quantity.
min_quantityQuantity | NoneNoneMinimum order quantity.
max_notionalMoney | NoneNoneMaximum order notional value.
min_notionalMoney | NoneNoneMinimum order notional value.
max_pricePrice | NoneNoneMaximum valid quote or order price.
min_pricePrice | NoneNoneMinimum valid quote or order price.
margin_initDecimal | None0Initial margin rate.
margin_maintDecimal | None0Maintenance margin rate.
maker_feeDecimal | None0Maker fee rate. Negative values rebate.
taker_feeDecimal | None0Taker fee rate. Negative values rebate.
tick_schemestr | NoneNoneRegistered variable tick scheme name.
infodict | NoneNoneAdapter metadata.
</Tab> </Tabs>

Note: Python constructors use instrument_id; Rust stores the same value as id.

Behavior

  • TokenizedAsset has instrument class Spot.
  • It is never inverse, and its cost currency is the quote currency.
  • It can carry an isin when the token references a listed security.
  • It has no activation timestamp, expiry, strike, or option kind.

Example

rust
use nautilus_core::UnixNanos;
use nautilus_model::{
    enums::AssetClass,
    identifiers::{InstrumentId, Symbol},
    instruments::TokenizedAsset,
    types::{Currency, Price, Quantity},
};
use rust_decimal_macros::dec;

let aaplx = TokenizedAsset::builder()
    .instrument_id(InstrumentId::from("AAPLx/USD.KRAKEN"))
    .raw_symbol(Symbol::from("AAPLxUSD"))
    .asset_class(AssetClass::Equity)
    .base_currency(Currency::get_or_create_crypto("AAPLx"))
    .quote_currency(Currency::from("USD"))
    .price_precision(2)
    .size_precision(4)
    .price_increment(Price::from("0.01"))
    .size_increment(Quantity::from("0.0001"))
    .min_quantity(Quantity::from("0.0001"))
    .maker_fee(dec!(-0.0002))
    .taker_fee(dec!(0.001))
    .ts_event(UnixNanos::default())
    .ts_init(UnixNanos::default())
    .build()
    .unwrap();
python
from decimal import Decimal

from nautilus_trader.model import AssetClass
from nautilus_trader.model import Currency
from nautilus_trader.model import InstrumentId
from nautilus_trader.model import Price
from nautilus_trader.model import Quantity
from nautilus_trader.model import Symbol
from nautilus_trader.model import TokenizedAsset

aaplx = TokenizedAsset(
    instrument_id=InstrumentId.from_str("AAPLx/USD.KRAKEN"),
    raw_symbol=Symbol("AAPLxUSD"),
    asset_class=AssetClass.EQUITY,
    base_currency=Currency.from_str("AAPLx"),
    quote_currency=Currency.from_str("USD"),
    price_precision=2,
    size_precision=4,
    price_increment=Price.from_str("0.01"),
    size_increment=Quantity.from_str("0.0001"),
    ts_event=0,
    ts_init=0,
    min_quantity=Quantity.from_str("0.0001"),
    maker_fee=Decimal("-0.0002"),
    taker_fee=Decimal("0.001"),
)

Adapters

Representative adapters that create or consume TokenizedAsset instruments include:

  • Kraken for tokenized assets where the venue exposes them.