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NautilusTrader

NautilusTrader is a high-performance algorithmic trading platform designed for professional quantitative traders and institutions. It provides a complete trading infrastructure supporting multiple asset classes and exchanges.

Key Features​

  • High-Performance Architecture: Hybrid Rust and Python architecture delivering ultra-low latency trade execution
  • Multi-Asset Support: Supports equities, futures, forex, cryptocurrencies, and other asset classes
  • Real-Time Data Processing: Efficient market data processing and distribution system
  • Strategy Development Framework: Flexible strategy development and backtesting framework
  • Risk Management: Built-in risk management and position management systems
  • Multi-Exchange Connectivity: Support for multiple mainstream exchanges and data providers

Quick Start​

Installation​

pip install nautilus_trader

Basic Usage​

from nautilus_trader.core.nautilus_pyo3 import TradingState
from nautilus_trader.model.identifiers import TraderId
from nautilus_trader.trading.node import TradingNode

# Create trading node
node = TradingNode()

# Start trading system
node.start()

Documentation Navigation​

🚀 Getting Started​

Comprehensive installation guides, quickstart tutorials, and fundamental concepts

📚 Tutorials​

Practical Jupyter notebook tutorials demonstrating common workflows

🧠 Core Concepts​

Deep dive into NautilusTrader's architecture and core concepts

🔌 Integrations​

Integration guides for supported exchanges and data providers

📖 API Reference​

Complete API documentation and reference materials

🛠️ Developer Guide​

Developer resources for contributing code and extending the platform

Supported Exchanges​

Cryptocurrency Exchanges​

  • Binance - Spot and futures trading
  • Bybit - Derivatives trading
  • OKX - Spot and derivatives
  • Coinbase - Spot trading
  • BitMEX - Derivatives trading
  • dYdX - Decentralized derivatives
  • Hyperliquid - Perpetual contracts

Traditional Finance​

  • Interactive Brokers - Equities, futures, forex
  • Betfair - Sports betting exchange

Data Providers​

  • Databento - High-quality market data
  • Tardis - Historical cryptocurrency data

Core Advantages​

🚀 Ultimate Performance​

  • Rust core engine with microsecond latency
  • Zero-copy data processing
  • Efficient memory management

📊 Professional-Grade Features​

  • Complete order management system
  • Real-time risk monitoring
  • High-precision backtesting engine

🔧 Flexible Extension​

  • Plugin architecture
  • Custom indicators and strategies
  • Multiple data format support

🛡️ Enterprise-Grade Reliability​

  • Comprehensive error handling
  • Detailed logging
  • Production environment validated

System Requirements​

  • Python: 3.10 or higher
  • Operating System: Linux, macOS, Windows
  • Memory: 8GB+ recommended
  • Storage: SSD recommended

Architecture Overview​

NautilusTrader employs a sophisticated multi-layered architecture:

Core Engine (Rust)​

  • Ultra-low latency order execution
  • High-throughput data processing
  • Memory-efficient data structures

Python Layer​

  • Strategy development interface
  • Data analysis and visualization
  • Configuration and orchestration

Message Bus​

  • Asynchronous event-driven architecture
  • Type-safe message passing
  • Comprehensive audit trail

Performance Characteristics​

  • Latency: Sub-microsecond order processing
  • Throughput: 100,000+ messages per second
  • Memory: Efficient zero-copy operations
  • Scalability: Horizontal scaling support

Community and Support​

License​

NautilusTrader is licensed under LGPL-3.0, allowing commercial use.

Disclaimer: Trading involves risk. Past performance does not guarantee future results. Please fully understand the risks before use.

Last updated on by huojiabin