Actors

info

We are currently working on this guide.

The Actor class provides the foundation for components that can interact with the trading system, including Strategy which inherits from it and additionally provides order management methods on top. This means everything discussed in the Strategies guide also applies to actors.

Just like strategies, actors support configuration through very similar pattern.

from nautilus_trader.config import ActorConfig
from nautilus_trader.model import InstrumentId
from nautilus_trader.model import Bar, BarType
from nautilus_trader.common.actor import Actor


class MyActorConfig(ActorConfig):
    instrument_id: InstrumentId   # example value: "ETHUSDT-PERP.BINANCE"
    bar_type: BarType             # example value: "ETHUSDT-PERP.BINANCE-15-MINUTE[LAST]-INTERNAL"
    lookback_period: int = 10


class MyActor(Actor):
    def __init__(self, config: MyActorConfig) -> None:
        super().__init__(config)

        # Custom state variables
        self.count_of_processed_bars: int = 0

    def on_start(self) -> None:
        # Subscribe to all incoming bars
        self.subscribe_bars(self.config.bar_type)   # You can access configuration directly via `self.config`

    def on_bar(self, bar: Bar):
        self.count_of_processed_bars += 1