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.
This crate provides a Databento integration adapter.
§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 nautilus_trader Python package, or as part of a Rust only build.
python: Enables Python bindings from PyO3.
Modules§
- common
- Common functions to support Databento adapter operations.
- data
- Databento data client implementation leveraging existing live and historical clients.
- decode
- enums
- Enumerations for the Databento integration.
- factories
- Factory functions for creating Databento clients and components.
- historical
- Core Databento historical client for both Rust and Python usage.
- live
- loader
- python
- Python bindings from PyO3.
- symbology
- types