NautilusTrader Documentation

NautilusTrader is an open-source, production-grade, Rust-native trading engine infrastructure for multi-asset, multi-venue trading systems.

Its Rust-native core spans research, deterministic simulation, portfolio and risk modeling, and live execution under one event-driven architecture. Python serves as the control plane for strategy logic, configuration, and orchestration, while entire systems can also be built in Rust.

NautilusTrader is engineered to minimize the gap between research and production. The same execution semantics and time model apply in both backtests and live systems, reducing deployment risk and unexpected behavior.

Modular adapters keep venue integration neutral. Current integrations span crypto venues, traditional markets, betting exchanges, and data providers, with custom adapters available for REST, WebSocket, and provider-specific APIs.

Evaluation areas

• Architecture: event-driven design, core components, environment contexts, fail-fast behavior, and recovery model.
• Backtesting: historical simulation APIs, data-loading contracts, streaming workflows, and post-run analysis.
• Live trading: live command outcomes, execution reconciliation, startup recovery, and operational caveats.
• Integrations: supported venues and data providers, adapter status, and adapter implementation goals.
• Developer guide: Rust and Python internals, testing standards, adapter specs, and release process.