Crate nautilus_binance 

NautilusTrader adapter for the Binance cryptocurrency exchange.

The nautilus-binance crate provides client bindings (HTTP & WebSocket), data models, and helper utilities that wrap the official Binance API, covering:

• Spot trading (api.binance.com)
• Spot margin trading
• USD-M Futures (fapi.binance.com)
• COIN-M Futures (dapi.binance.com)
• European Options (eapi.binance.com)

The official Binance API reference can be found at https://binance-docs.github.io/apidocs/.

Platform

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.

NautilusTrader’s design, architecture, and implementation philosophy prioritizes software correctness and safety at the highest level, with the aim of supporting mission-critical trading system backtesting and live deployment workloads.

Feature flags

This crate provides feature flags to control source code inclusion during compilation, depending on the intended use case (Rust-only builds vs. Python bindings through PyO3).

• python: Enables Python bindings via PyO3.
• extension-module: Builds as a Python extension module (used together with python).

Documentation

See https://docs.rs/nautilus-binance for the latest API documentation.

Modules

common

Common types, constants, and utilities for the Binance adapter.

config

Binance adapter configuration structures.

data

Binance data client implementation.

error

Binance adapter error types.

execution

Binance execution client implementation.

http

Binance HTTP client implementation.

python

Python bindings for the Binance adapter.

spot

Binance Spot market adapter with full SBE (Simple Binary Encoding) support.

websocket

Binance WebSocket client implementation.