Crate nautilus_core

Crate nautilus_core 

Source
Expand description

Core foundational types and utilities for NautilusTrader.

The nautilus-core crate is designed to be lightweight, efficient, and to provide zero-cost abstractions wherever possible. It supplies the essential building blocks used across the NautilusTrader ecosystem, including:

  • Time handling and atomic clock functionality.
  • UUID generation and management.
  • Mathematical functions and interpolation utilities.
  • Correctness validation functions.
  • Serialization traits and helpers.
  • Cross-platform environment utilities.
  • Abstractions over common collections.

§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.
  • extension-module: Builds the crate as a Python extension module.

Re-exports§

pub use crate::drop::CleanDrop;
pub use crate::nanos::UnixNanos;
pub use crate::shared::SharedCell;
pub use crate::shared::WeakCell;
pub use crate::time::AtomicTime;
pub use crate::uuid::UUID4;

Modules§

collections
Abstraction layer over common hash-based containers.
consts
Core constants.
correctness
Functions for correctness checks similar to the design by contract philosophy.
datetime
Common data and time functions.
drop
Explicit, manually-invocable cleanup hook used to break reference cycles before Drop.
env
Cross-platform environment variable utilities.
ffi
C foreign function interface (FFI) from cbindgen.
math
Mathematical functions and interpolation utilities.
message
Common message types.
nanos
A UnixNanos type for working with timestamps in nanoseconds since the UNIX epoch.
parsing
Core parsing functions.
paths
Utility functions for resolving project and workspace directory paths.
python
Python bindings and interoperability built using PyO3.
serialization
Common serialization traits and functions.
shared
Efficient and ergonomic wrappers around frequently-used Rc<RefCell<T>> / Weak<RefCell<T>> pairs.
time
The core AtomicTime for real-time and static clocks.
uuid
A UUID4 Universally Unique Identifier (UUID) version 4 (RFC 4122).

Macros§

approx_eq
Macro for approximate floating-point equality comparison.