nautilus_model

Module data

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Data types for the trading domain model.

Modules§

  • bar
    Bar aggregate structures, data types and functionality.
  • delta
    An OrderBookDelta data type intended to carry book state information.
  • deltas
    An OrderBookDeltas container type to carry a bulk of OrderBookDelta records.
  • depth
    An OrderBookDepth10 aggregated top-of-book data type with a fixed depth of 10 levels per side.
  • greeks
  • order
    A BookOrder for use with the OrderBook and OrderBookDelta data type.
  • quote
    A QuoteTick data type representing a top-of-book quote state.
  • status
    An InstrumentStatus data type representing a change in an instrument market status.
  • stubs
    Type stubs to facilitate testing.
  • trade
    A TradeTick data type representing a single trade in a market.

Structs§

  • DataType
    Represents a data type including metadata.

Enums§

  • Data
    A built-in Nautilus data type.

Traits§

Functions§