Crate nautilus_live 

Live system node for NautilusTrader.

The nautilus-live crate provides high-level abstractions and infrastructure for running live trading systems, including data streaming, execution management, and system lifecycle handling. It builds on top of the system kernel to provide simplified interfaces for live deployment:

• LiveNode High-level abstraction for live system nodes.
• LiveNodeConfig Configuration for live node deployment.
• AsyncRunner for managing system real-time data flow.

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.
• defi: Enables DeFi (Decentralized Finance) support.
• extension-module: Builds the crate as a Python extension module.

Modules

config

Configuration types for live Nautilus system nodes.

data

execution

Live execution engine for managing execution state and reconciliation.

node

python

Python bindings from PyO3.

reconciliation

Reconciliation managers for live execution state.

runner