Crate nautilus_databento

Crate nautilus_databento 

Source
Expand description

NautilusTrader adapter for Databento.

The nautilus-databento crate provides a complete integration with the Databento API for accessing institutional-grade market data feeds across multiple venues and asset classes.

§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:

  • live (default): Enables live data functionality including the data, factories, and live modules.
  • python: Enables Python bindings from PyO3.
  • extension-module: Builds as a Python extension module (used with python).
  • high-precision: Enables high-precision mode to use 128-bit value types.

Modules§

common
Common functions to support Databento adapter operations.
data
Provides a unified data client that combines Databento’s live streaming and historical data capabilities.
decode
enums
Enumerations for the Databento integration.
factories
Factory functions for creating Databento clients and components.
historical
Core Databento historical client for both Rust and Python usage.
live
loader
python
Python bindings from PyO3.
symbology
types