Crate nautilus_execution

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

• client
  Base execution client functionality.
• engine
  Provides a generic ExecutionEngine for all environments.
• matching_core
  A common OrderMatchingCore for the OrderMatchingEngine and other components.
• messages
  Execution specific messages such as order commands.
• python
  Python bindings from pyo3.
• reports