Welcome to NautilusTrader's Documentation
NautilusTrader is an open-source, production-grade, Rust-native engine for multi-asset, multi-venue trading systems.
The system spans research, deterministic simulation, and live execution within a single event-driven architecture, with Python serving as the control plane for strategy logic, configuration, and orchestration.
This separation provides the performance and safety of a compiled trading engine with the flexibility of Python for system composition and strategy development. Trading systems can also be written entirely in Rust for mission-critical workloads.
The same execution semantics and deterministic time model operate in both research and live systems. Strategies deploy from research to production with no code changes, providing research-to-live parity and reducing the divergence that typically introduces deployment risk.
NautilusTrader is asset-class-agnostic. Any venue with a REST API or WebSocket feed can be integrated through modular adapters. Current integrations span crypto exchanges (CEX and DEX), traditional markets (FX, equities, futures, options), and betting exchanges.
Getting Started
Installation guide and tutorials for setting up and running your first backtests.
Concepts
Core architecture, components, and design principles behind the trading engine.
Tutorials
Step-by-step walkthroughs for backtesting and live trading strategies.
Integrations
Adapter integrations for connecting with trading venues and data providers.
Developer Guide
Guides for contributing, extending, and developing the trading engine.