Crate nautilus_common 

Common componentry for NautilusTrader.

The nautilus-common crate provides shared components and utilities that form the system foundation for NautilusTrader applications. This includes the actor system, message bus, caching layer, and other essential services.

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, i.e. whether to provide Python bindings for the 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.
• defi: Enables DeFi (Decentralized Finance) support.
• indicators: Includes the nautilus-indicators crate and indicator utilities.
• extension-module: Builds the crate as a Python extension module.

Modules

actor

Actor system for event-driven message processing.

cache

In-memory cache for market and execution data, with optional persistent backing.

clock

Real-time and static Clock implementations.

component

Component system for managing stateful system entities.

custom

A user custom data type.

enums

Enumerations for common components.

factories

Factories for constructing domain objects such as orders.

ffi

C foreign function interface (FFI) from cbindgen.

generators

Provides generation of identifiers such as ClientOrderId and PositionId.

greeks

Greeks calculator for options and futures.

logging

The logging framework for Nautilus systems.

messages

Message types for system communication.

msgbus

A common in-memory MessageBus supporting multiple messaging patterns:

python

Python bindings from PyO3.

runner

Global runtime machinery and thread-local storage.

runtime

The centralized Tokio runtime for a running Nautilus system.

signal

A user signal type.

testing

Common test related helper functions.

throttler

Message throttling and rate limiting functionality.

timer

Real-time and test timers for use with Clock implementations.

xrate

Exchange rate calculations between currencies.

Macros

log_debug

Logs a debug message with automatic color mapping or custom color and component.

log_error

Logs an error message with automatic red color or custom color and component.

log_info

Logs an info message with automatic color mapping or custom color and component.

log_trace

Logs a trace message with automatic color mapping or custom color and component.

log_warn

Logs a warning message with automatic yellow color or custom color and component.