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NautilusTrader

NautilusTrader is a 高性能 算法交易 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​

安装​

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()

文档 Navigation​

🚀 Getting Started​

Comprehensive 安装 guides, 快速开始 教程, and fundamental 核心概念

📚 Tutorials​

Practical Jupyter notebook 教程 demonstrating common workflows

🧠 Core Concepts​

Deep dive into NautilusTrader's 架构 and core 核心概念

🔌 Integrations​

Integration guides for supported exchanges and 数据 providers

📖 API Reference​

Complete API 文档 and 参考 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

数据 Providers​

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

Core Advantages​

🚀 Ultimate 性能​

  • Rust core engine with microsecond 延迟
  • Zero-copy 数据 processing
  • Efficient 内存 management

📊 Professional-Grade Features​

  • Complete 订单管理 system
  • 实时 risk 监控
  • High-precision 回测 engine

🔧 Flexible 扩展​

  • 插件 架构
  • Custom indicators and 策略
  • Multiple 数据 format 支持

🛡️ Enterprise-Grade 可靠性​

  • Comprehensive 错误处理
  • Detailed 日志记录
  • 生产 环境 validated

System 要求​

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

架构 概览​

NautilusTrader employs a sophisticated multi-layered 架构:

Core Engine (Rust)​

  • Ultra-low 延迟 order 执行
  • High-吞吐量 数据 processing
  • 内存-efficient 数据 structures

Python Layer​

  • 策略开发 接口
  • 数据 analysis and visualization
  • 配置 and orchestration

消息总线​

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

性能 Characteristics​

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

社区 and 支持​

许可证​

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.

最后由 huojiabin 于 更新