nautilus_trader
A high-performance algorithmic trading platform and event-driven backtester
Learn how to track and manage positions across multiple venues in Nautilus Trader. Utilize its in-memory cache and venue indexes for efficient exchange reconciliation and a unified portfolio view.
How to Create Custom Data Types for Proprietary Feeds in Nautilus TraderLearn to create custom data types for proprietary feeds in Nautilus Trader. Define frozen dataclasses, wrap data with CustomData, and emit via LiveMarketDataClient for strategy subscription.
How to Extend Nautilus Trader with Custom Adapters: A Complete Implementation GuideLearn how to extend Nautilus Trader with custom adapters. Implement custom live market data or execution clients by inheriting from base classes and overriding key methods.
How to Run the Rust and Python Test Suites for Nautilus TraderEasily run Rust and Python tests for Nautilus Trader using simple make commands. Ensure your codebase is robust by executing `make cargo-test` and `make pytest` after dependency installation.
How to Configure Logging Levels and Output Formats in Nautilus TraderLearn to configure logging levels and output formats in Nautilus Trader. Use LoggingConfig to control console and file settings and initialize the Rust-backed logger efficiently.
How to Use Streaming Writers for Real-Time Data Persistence in Nautilus TraderPersist live market data in real-time using Nautilus Trader streaming writers. Easily save data to Feather files with automatic rotation and per-instrument handling.
How to Handle Margin Modeling for Futures and Options in Nautilus TraderLearn margin modeling for futures and options in Nautilus Trader. Explore interchangeable margin models for flexible margin calculation to meet your trading needs.
How to Aggregate Ticks into Bars with Custom Rules in Nautilus TraderAggregate ticks into bars with custom rules in Nautilus Trader using built-in classes or by subclassing BarAggregator. Easily implement your own emission logic for powerful trading analytics.
How to Use Contingency Orders (OCO, OTO, OUO) in Nautilus TraderMaster contingency orders in Nautilus Trader. Learn to implement OCO, OTO, and OUO strategies using the ContingencyType enum and OrderFactory API for efficient trading.
How to Use Actors and Signals for Messaging Between Components in NautilusTraderLearn how to send messages between components in NautilusTrader using actors and signals. Publish and receive signals asynchronously with the MessageBus for decoupled communication.
How to Debug Strategy Logic and Inspect Internal State in Nautilus TraderDebug Nautilus Trader strategy logic by enabling DEBUG logging and inspecting self.cache and self.portfolio attributes to trace real-time state without code modification.
How to Configure the Interactive Brokers Adapter in NautilusTrader: A Complete Setup GuideLearn to configure the Interactive Brokers adapter in NautilusTrader. This guide covers installation, setup for TWS or IB Gateway, and passing configurations for a seamless trading experience.
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