Crate nautilus_core

Source
Expand description

NautilusTrader is an open-source, high-performance, production-grade algorithmic trading platform, providing quantitative traders with the ability to backtest portfolios of automated trading strategies on historical data with an event-driven engine, and also deploy those same strategies live, with no code changes.

§Feature flags

This crate provides feature flags to control source code inclusion during compilation, depending on the intended use case, i.e. whether to provide Python bindings for the main nautilus_trader Python package, or as part of a Rust only build.

  • ffi: Enables the C foreign function interface (FFI) from cbindgen.
  • python: Enables Python bindings from pyo3.

Modules§

  • correctness
    Functions for condition checks similar to the design by contract philosophy to ensure logical correctness.
  • datetime
    Common data and time functions.
  • ffi
    C foreign function interface (FFI) from cbindgen.
  • message
    Common message types.
  • nanos
    A UnixNanos type for working with timestamps in nanoseconds since the UNIX epoch.
  • parsing
    Core parsing functions.
  • paths
  • python
    Python bindings from pyo3.
  • serialization
    Common serialization traits and functions.
  • time
    The core AtomicTime for real-time and static clocks.
  • uuid
    A UUID4 universally unique identifier (UUID) version 4 based on a 128-bit label (RFC 4122).
  • version