Crate nautilus_databento

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.

This crate provides a Databento integration adapter.

§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.

  • python: Enables Python bindings from PyO3.

Modules§

common
Common functions to support Databento adapter operations.
decode
enums
Enumerations for the Databento integration.
live
loader
python
Python bindings from PyO3.
symbology
types