Cfd

Cfd represents a contract for difference that tracks an underlying asset without transferring ownership of the underlying. The venue defines the quote currency, precision, increments, limits, margins, and fees.

Examples include CFD contracts on FX, equities, indexes, and commodities.

Fields

Field	Rust type	Python type	Required/default	Notes
`instrument_id`	`InstrumentId`	`InstrumentId`	Required	Stored as `id` in Rust.
`raw_symbol`	`Symbol`	`Symbol`	Required	Native venue symbol.
`asset_class`	`AssetClass`	`AssetClass`	Required	Asset class of the underlying.
`base_currency`	`Option<Currency>`	`Currency \| None`	`None`	Base currency when the CFD tracks one.
`quote_currency`	`Currency`	`Currency`	Required	Currency used to quote and value prices.
`price_precision`	`u8`	`int`	Required	Decimal places allowed for prices.
`size_precision`	`u8`	`int`	Required	Decimal places allowed for order sizes.
`price_increment`	`Price`	`Price`	Required	Smallest valid price step.
`size_increment`	`Quantity`	`Quantity`	Required	Smallest valid size step.
`lot_size`	`Option<Quantity>`	`Quantity \| None`	`None`	Rounded lot or board size.
`max_quantity`	`Option<Quantity>`	`Quantity \| None`	`None`	Maximum order quantity.
`min_quantity`	`Option<Quantity>`	`Quantity \| None`	`None`	Minimum order quantity.
`max_notional`	`Option<Money>`	`Money \| None`	`None`	Maximum order notional value.
`min_notional`	`Option<Money>`	`Money \| None`	`None`	Minimum order notional value.
`max_price`	`Option<Price>`	`Price \| None`	`None`	Maximum valid quote or order price.
`min_price`	`Option<Price>`	`Price \| None`	`None`	Minimum valid quote or order price.
`margin_init`	`Option<Decimal>`	`Decimal \| None`	`0`	Initial margin rate.
`margin_maint`	`Option<Decimal>`	`Decimal \| None`	`0`	Maintenance margin rate.
`maker_fee`	`Option<Decimal>`	`Decimal \| None`	`0`	Maker fee rate. Negative values rebate.
`taker_fee`	`Option<Decimal>`	`Decimal \| None`	`0`	Taker fee rate. Negative values rebate.
`tick_scheme_name`	N/A	`str \| None`	`None`	Registered variable tick scheme name.
`info`	`Option<Params>`	`dict \| None`	`None`	Adapter metadata.
`ts_event`	`UnixNanos`	`int`	Required	Event timestamp in nanoseconds.
`ts_init`	`UnixNanos`	`int`	Required	Initialization timestamp in nanoseconds.

Note: Python constructors use instrument_id; Rust stores the same value as id.

Behavior

Cfd has instrument class Cfd.
It is never inverse and uses a multiplier of one.
It has no activation timestamp, expiration timestamp, strike, or option kind.
Use the source market type when a venue offers both cash instruments and CFDs.

Example

use nautilus_core::UnixNanos;
use nautilus_model::{
    enums::AssetClass,
    identifiers::{InstrumentId, Symbol},
    instruments::Cfd,
    types::{Currency, Price, Quantity},
};
use rust_decimal_macros::dec;

let audusd = Cfd::new(
    InstrumentId::from("AUDUSD.OANDA"),
    Symbol::from("AUD/USD"),
    AssetClass::FX,
    Some(Currency::from("AUD")),
    Currency::from("USD"),
    5,
    0,
    Price::from("0.00001"),
    Quantity::from("1"),
    Some(Quantity::from("1000")),
    None,
    None,
    None,
    None,
    None,
    None,
    Some(dec!(0.03)),
    Some(dec!(0.03)),
    Some(dec!(0.00002)),
    Some(dec!(0.00002)),
    None,
    UnixNanos::default(),
    UnixNanos::default(),
);

Adapters

Representative adapters that create or consume Cfd instruments include:

Interactive Brokers for CFD contracts.

Currency Pair covers cash FX and crypto spot pairs.
Commodity covers spot commodity instruments.

Cfd

Fields

Behavior

Example

Adapters

Related guides

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