Concepts
Concept guides introduce and explain the foundational ideas, components, and best practices that underpin the NautilusTrader platform. Designed to offer both conceptual and practical insights, these guides help you navigate the system's architecture, strategies, data management, execution flow, and more. Explore the following guides to deepen your understanding and make the most of NautilusTrader.
Overview
The Overview guide covers the main features and intended use cases for the platform.
Architecture
The Architecture guide dives deep into the foundational principles, structures, and designs that underpin the platform. It is ideal for developers, system architects, or anyone curious about the inner workings of NautilusTrader.
Actors
The Actor serves as the foundational component for interacting with the trading system.
The Actors guide covers capabilities and implementation specifics.
Strategies
The Strategy is at the heart of the NautilusTrader user experience when writing and working with
trading strategies. The Strategies guide covers how to implement trading strategies for the platform.
Instruments
The Instruments guide covers the different instrument definition specifications for tradable assets and contracts.
Data
The NautilusTrader platform defines a range of built-in data types crafted specifically to represent a trading domain. The Data guide covers working with both built-in and custom data.
Execution
NautilusTrader can handle trade execution and order management for multiple strategies and venues simultaneously (per instance). The Execution guide covers components involved in execution, as well as the flow of execution messages (commands and events).
Orders
The Orders guide provides more details about the available order types for the platform, along with the execution instructions supported for each. Advanced order types and emulated orders are also covered.
Cache
The Cache is a central in-memory data store for managing all trading-related data.
The Cache guide covers capabilities and best practices of the cache.
Message Bus
The MessageBus is the core communication system enabling decoupled messaging patterns between components,
including point-to-point, publish/subscribe, and request/response.
The Message Bus guide covers capabilities and best practices of the message bus.
Portfolio
The Portfolio serves as the central hub for managing and tracking all positions across active strategies for the trading node or backtest.
It consolidates position data from multiple instruments, providing a unified view of your holdings, risk exposure, and overall performance.
Explore this section to understand how NautilusTrader aggregates and updates portfolio state to support effective trading and risk management.
Logging
The platform provides logging for both backtesting and live trading using a high-performance logger implemented in Rust.
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 are key differences between backtesting and live trading.
Adapters
The NautilusTrader design allows for integrating data providers and/or trading venues through adapter implementations. The Adapters guide covers requirements and best practices for developing new integration adapters for 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.