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) fromcbindgen
python
: Enables Python bindings frompyo3
Modules§
- Functions for static condition checks similar to the design by contract philosophy to help ensure logical correctness.
- Common data and time functions.
- C foreign function interface (FFI) from
cbindgen
. - Common message types.
- A
UnixNanos
type for working with timestamps in nanoseconds since the UNIX epoch. - Core parsing functions.
- Python bindings from
pyo3
. - Common serialization traits and functions.
- The core
AtomicTime
for real-time and static clocks. - A
UUID4
universally unique identifier (UUID) version 4 based on a 128-bit label (RFC 4122).