Crate nautilus_tardis

Crate nautilus_tardis 

Source
Expand description

NautilusTrader adapter for Tardis.

The nautilus-tardis crate provides integration with the Tardis API for accessing normalized historical and real-time market data across multiple exchanges.

§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.

  • python: Enables Python bindings from PyO3.
  • extension-module: Builds as a Python extension module (used with python).

Modules§

config
csv
enums
http
machine
parse
python
Python bindings from PyO3.
replay