Concepts
Explore the foundational concepts of NautilusTrader through the following guides.
Overview
The overview guide covers the main features and use cases for the platform.
Architecture
The architecture guide dives deep into the foundational principles, structures, and designs that underpin the platform. Whether you're a developer, system architect, or just curious about the inner workings of NautilusTrader.
Strategies
The heart of the NautilusTrader user experience is in writing and working with trading strategies. The Strategies guide covers how to implement trading strategies for the platform.
Instruments
The instrument definitions provide the specification for any tradable asset/contract.
Orders
The orders guide provides more details about the available order types for the platform, along with the execution instructions supported for each.
Execution
NautilusTrader can handle trade execution and order management for multiple strategies and venues simultaneously (per instance). Several interacting components are involved in execution, making it crucial to understand the possible flows of execution messages (commands and events).
Data
The NautilusTrader platform defines a range of built-in data types crafted specifically to represent a trading domain
Backtesting
Backtesting with NautilusTrader is a methodical simulation process that replicates trading activities using a specific system implementation.
Live trading
Live trading in NautilusTrader enables traders to deploy their backtested strategies in real-time without any code changes. This seamless transition ensures consistency and reliability, though there key differences between backtesting and live trading.
Adapters
The NautilusTrader design allows for integrating data providers and/or trading venues
through adapter implementations, these can be found in the top level adapters subpackage.
Logging
The platform provides logging for both backtesting and live trading using a high-performance logger implemented in Rust.
Message Bus
The heart of the communication channels between components, providing decoupled messaging patterns such as point-to-point, publish/subscribe and request/response.
Advanced
Here you will find more detailed documentation and examples covering the more advanced features and functionality of the platform.
The API Reference documentation should be considered the source of truth for the platform. If there are any discrepancies between concepts described here and the API Reference, then the API Reference should be considered the correct information. We are working to ensure that concepts stay up-to-date with the API Reference and will be introducing doc tests in the near future to help with this.