nautilus_trader

Project Overview

NautilusTrader is an open-source, production-grade, Rust-native engine for multi-asset, multi-venue trading systems. It spans research, deterministic simulation, and live execution within a single event-driven architecture, with Python serving as the control plane for strategy logic.

Key Features

• Fast: Rust core with mimalloc allocator and tokio async networking
• Reliable: Type- and thread-safe with optional Redis-backed persistence
• Portable: Runs on Linux, macOS, and Windows; deploy via Docker
• Flexible: Modular adapters integrate any REST API or WebSocket feed
• Advanced order types: IOC, FOK, GTC, GTD, icebergs, conditional triggers, OCO/OUO/OTO
• Research-to-live parity: Identical strategy implementations from research to production
• AI Training: Fast enough to train AI trading agents (RL/ES)

Target Audience

• Quantitative trading researchers and developers
• Institutions who need high-performance, deterministic trading engines
• Developers interested in algorithmic trading and multi-asset strategies

Quick Start

1. Visit the official documentation
2. Install Python package via pip or build from source
3. Write strategies following the examples
4. Test in simulation before deploying to live trading

Core Advantages

• Rust-native implementation for high performance and memory safety
• Seamless research-to-production transition with zero code changes
• Multi-asset, multi-venue support
• Open-source, production-grade quality