Crate nautilus_model

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.
  • stubs: Enables type stubs for use in testing scenarios.

Modules§

  • accounts
    Account types such as CashAccount and MarginAccount.
  • currencies
    Common Currency constants.
  • data
    Data types for the trading domain model.
  • enums
    Enumerations for the trading domain model.
  • events
    Events for the trading domain model.
  • ffi
    C foreign function interface (FFI) from cbindgen.
  • identifiers
    Identifiers for the trading domain model.
  • instruments
    Instrument definitions for the trading domain model.
  • macros
    Model specific macros.
  • orderbook
    Order book components which can handle L1/L2/L3 data.
  • orders
    Order types for the trading domain model.
  • position
    A Position for the trading domain model.
  • python
    Python bindings from pyo3.
  • stubs
    Type stubs to facilitate testing.
  • types
    Value types for the trading domain model such as Price, Quantity and Money.
  • venues
    Common Venue constants.

Macros§