nautilus_databento/
lib.rs

1// -------------------------------------------------------------------------------------------------
2//  Copyright (C) 2015-2025 Nautech Systems Pty Ltd. All rights reserved.
3//  https://nautechsystems.io
4//
5//  Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
6//  You may not use this file except in compliance with the License.
7//  You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
8//
9//  Unless required by applicable law or agreed to in writing, software
10//  distributed under the License is distributed on an "AS IS" BASIS,
11//  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
12//  See the License for the specific language governing permissions and
13//  limitations under the License.
14// -------------------------------------------------------------------------------------------------
15
16//! [NautilusTrader](http://nautilustrader.io) adapter for [Databento](https://databento.com).
17//!
18//! The `nautilus-databento` crate provides a complete integration with the Databento API for
19//! accessing institutional-grade market data feeds across multiple venues and asset classes.
20//!
21//! # Platform
22//!
23//! [NautilusTrader](http://nautilustrader.io) is an open-source, high-performance, production-grade
24//! algorithmic trading platform, providing quantitative traders with the ability to backtest
25//! portfolios of automated trading strategies on historical data with an event-driven engine,
26//! and also deploy those same strategies live, with no code changes.
27//!
28//! NautilusTrader's design, architecture, and implementation philosophy prioritizes software correctness and safety at the
29//! highest level, with the aim of supporting mission-critical, trading system backtesting and live deployment workloads.
30//!
31//! # Feature flags
32//!
33//! This crate provides feature flags to control source code inclusion during compilation,
34//! depending on the intended use case:
35//!
36//! - `live` (default): Enables live data functionality including the `data`, `factories`, and `live` modules.
37//! - `python`: Enables Python bindings from [PyO3](https://pyo3.rs).
38//! - `extension-module`: Builds as a Python extension module (used with `python`).
39//! - `high-precision`: Enables [high-precision mode](https://nautilustrader.io/docs/nightly/getting_started/installation#precision-mode) to use 128-bit value types.
40
41#![warn(rustc::all)]
42#![deny(unsafe_code)]
43#![deny(nonstandard_style)]
44#![deny(missing_debug_implementations)]
45#![deny(clippy::missing_errors_doc)]
46#![deny(clippy::missing_panics_doc)]
47#![deny(rustdoc::broken_intra_doc_links)]
48
49pub mod common;
50pub mod decode;
51pub mod enums;
52pub mod historical;
53pub mod loader;
54pub mod symbology;
55pub mod types;
56
57#[cfg(feature = "python")]
58pub mod python;
59
60#[cfg(feature = "live")]
61pub mod data;
62
63#[cfg(feature = "live")]
64pub mod factories;
65
66#[cfg(feature = "live")]
67pub mod live;
nautilus_databento/lib.rs

nautilus_databento/
lib.rs
