nautilus-risk

Risk engine for NautilusTrader.

The nautilus-risk crate provides risk management capabilities including pre-trade order validation, position sizing calculations, and trading controls. This system ensures trading operations remain within defined risk parameters and regulatory constraints:

• Risk engine: Central risk management orchestration with configurable trading states.
• Order validation: Pre-trade checks for price, quantity, notional limits, and market conditions.
• Position sizing: Fixed-risk position sizing calculations with commission and exchange rate support.
• Trading controls: Rate limiting, balance validation, and exposure management.
• Account protection: Multi-currency balance checks and margin requirement validation.

NautilusTrader

NautilusTrader is an open-source, production-grade, Rust-native engine for multi-asset, multi-venue trading systems.

The system spans research, deterministic simulation, and live execution within a single event-driven architecture, providing research-to-live semantic parity.

Feature flags

This crate provides feature flags to control source code inclusion during compilation:

• python: Enables Python bindings from PyO3.
• extension-module: Builds as a Python extension module.

Documentation

See the docs for more detailed usage.

License

The source code for NautilusTrader is available on GitHub under the GNU Lesser General Public License v3.0.

NautilusTrader™ is developed and maintained by Nautech Systems, a technology company specializing in the development of high-performance trading systems. For more information, visit https://nautilustrader.io.

Use of this software is subject to the Disclaimer.

© 2015-2026 Nautech Systems Pty Ltd. All rights reserved.