Tutorials
Step-by-step walkthroughs demonstrating specific features and workflows.
Most Python tutorials are Jupytext percent-format files in the docs tutorials directory. You can run those directly as scripts or open them as notebooks with Jupytext. Rust tutorials use the commands shown on their pages.
- Latest: docs built from the
masterbranch for stable releases. See https://nautilustrader.io/docs/latest/tutorials/. - Nightly: docs built from the
nightlybranch for experimental features. See https://nautilustrader.io/docs/nightly/tutorials/.
Recommended order
New to NautilusTrader? Work through these in sequence:
- Quickstart - run your first backtest in five minutes with synthetic data
- Backtest (low-level API) - direct
BacktestEngineusage with real market data and execution algorithms - Backtest (high-level API) - config-driven
backtesting with
BacktestNodeand the Parquet data catalog - Loading external data - load CSV or other external data
into the
ParquetDataCatalog(how-to guide) - Backtest with FX bar data - FX bar backtesting with rollover interest simulation
- Pick a topic-specific tutorial below
Backtesting
| Tutorial | Description | Data |
|---|---|---|
| Backtest with FX Bar Data | EMA cross on FX bars with rollover simulation. | Bundled |
| Backtest with Order Book Depth Data (Binance) | Order book imbalance strategy on depth data. | User‑provided |
| Backtest with Order Book Depth Data (Bybit) | Order book imbalance strategy on depth data. | User‑provided |
Data workflows
For task-oriented data recipes, see the how-to guides:
| Guide | Description | Data |
|---|---|---|
| Loading external data | Load external data into the ParquetDataCatalog. | User‑provided |
| Data catalog with Databento | Set up a catalog with Databento schemas. | Databento API key |
Strategy patterns
| Tutorial | Description | Data |
|---|---|---|
| Mean Reversion with Proxy FX Data (AX Exchange) | Bollinger Band mean reversion on EURUSD‑PERP. | TrueFX proxy |
| Gold Perpetual Book Imbalance (AX Exchange) | Order book imbalance on XAU‑PERP. | Databento API key |
| Grid Market Making with a Deadman's Switch (BitMEX) | Grid MM with server‑side safety on XBTUSD. | Tardis.dev |
| On‑Chain Grid Market Making with Short‑Term Orders (dYdX) | Grid MM on dYdX v4 perpetuals. | User‑provided |
Options
| Tutorial | Description | Data |
|---|---|---|
| Options Data and Greeks (Bybit) | Stream Greeks and option chain snapshots. | Live API |
| Delta‑Neutral Options Strategy (Bybit) | Short strangle with perpetual delta hedging. | Live API |
| Delta‑Neutral Options Strategy (Derive) | Derive ETH strangle hedger with premium entry. | Live API |
Rust
| Tutorial | Description | Data |
|---|---|---|
| Book Imbalance Backtest (Betfair) | Book imbalance actor on Betfair L2 data. | User‑provided |
| Composite Market Making on Lighter RWA with Databento DBEQ NVDA | Signal‑skewed MM on NVDA‑PERP. | Databento + Lighter |
| Hurst/VPIN Directional Strategy (Kraken Futures) | Regime‑filtered informed‑flow strategy on PF_XBTUSD. | Tardis.dev |
Run Live Trading (Rust)
The LiveNode connects to real venues through adapter clients. This guide walks through a complete live trading setup using OKX as an example.
Mean Reversion with Proxy FX Data (AX Exchange)
This tutorial backtests a Bollinger-band mean-reversion strategy on EURUSD-PERP at AX Exchange using TrueFX EUR/USD spot ticks as a proxy.