Crate nautilus_model

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

enum_strum_serde

identifier_for_python