Crate nautilus_event_store 

Event store and authoritative log of state-affecting messages for NautilusTrader.

The nautilus-event-store crate provides an embedded, append-only event store that captures commands, events, venue reports, and correlations flowing across the message bus. Combined with cache snapshots, it provides stable restarts via tail-replay, deterministic incident replay, end-to-end audit of agent decisions, and counterfactual research.

See README.md for the high-level specification.

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.

Re-exports

pub use backend::AppendEntry;

pub use backend::EventStore;

pub use backend::IndexKey;

pub use backend::IndexKind;

pub use backend::MemoryBackend;

pub use backend::RedbBackend;

pub use backend::ScanDirection;

pub use capture::BusCaptureAdapter;

pub use capture::CaptureError;

pub use capture::Encode;

pub use capture::EncodeError;

pub use capture::EncodedPayload;

pub use capture::EncoderRegistry;

pub use capture::PAYLOAD_TYPE_ACCOUNT_STATE;

pub use capture::PAYLOAD_TYPE_FILL_REPORT;

pub use capture::PAYLOAD_TYPE_ORDER_FILLED;

pub use capture::PAYLOAD_TYPE_ORDER_STATUS_REPORT;

pub use capture::PAYLOAD_TYPE_POSITION_STATUS_REPORT;

pub use capture::PAYLOAD_TYPE_SUBMIT_ORDER;

pub use capture::TypedEncoder;

pub use capture::default_registry;

pub use capture::encode_account_state;

pub use capture::encode_fill_report;

pub use capture::encode_order_filled;

pub use capture::encode_order_status_report;

pub use capture::encode_position_status_report;

pub use capture::encode_submit_order;

pub use capture::register_default;

pub use entry::EventStoreEntry;

pub use entry::PayloadType;

pub use entry::Topic;

pub use error::EventStoreError;

pub use hash::EntryHash;

pub use hash::compute_entry_hash;

pub use headers::Headers;

pub use kernel::BootError;

pub use kernel::EventStoreLifecycle;

pub use kernel::EventStoreLifecycleOptions;

pub use kernel::EventStoreSession;

pub use kernel::HaltSignal;

pub use kernel::KernelError;

pub use kernel::RecoveredRun;

pub use kernel::RecoveryOutcome;

pub use kernel::build_run_id;

pub use kernel::open_run;

pub use kernel::open_run_with_options;

pub use kernel::recover_predecessors;

pub use manifest::RunManifest;

pub use manifest::RunStatus;

pub use markers::CursorState;

pub use markers::DEFAULT_MARKER_CHANNEL_CAPACITY;

pub use markers::DEFAULT_MARKER_MAX_BATCH;

pub use markers::DEFAULT_MARKER_MAX_LATENCY;

pub use markers::DataClass;

pub use markers::DataCursorSnapshot;

pub use markers::DataMarkerCapture;

pub use markers::DataMarkerExtractor;

pub use markers::DataMarkerExtractorRegistry;

pub use markers::HiFiMarker;

pub use markers::MarkerBackend;

pub use markers::MarkerCountKind;

pub use markers::MarkerFinding;

pub use markers::MarkerGap;

pub use markers::MarkerGapReason;

pub use markers::MarkerManifest;

pub use markers::MarkerMsg;

pub use markers::MarkerReader;

pub use markers::MarkerRecordKind;

pub use markers::MarkerVerifier;

pub use markers::MarkerVerifyReport;

pub use markers::MarkerWriter;

pub use markers::MarkerWriterConfig;

pub use markers::MemoryMarkerBackend;

pub use markers::RedbMarkerBackend;

pub use markers::StoredMarkerRecord;

pub use markers::StreamCursor;

pub use markers::StreamDictEntry;

pub use markers::StreamSlot;

pub use markers::compute_dict_hash;

pub use markers::compute_gap_hash;

pub use markers::compute_hifi_hash;

pub use markers::compute_marker_hash;

pub use markers::JoinedStream;

pub use markers::join_at_entry;

pub use reader::DEFAULT_SCAN_CHUNK_SIZE;

pub use reader::EventStoreReader;

pub use reader::RangeScan;

pub use reader::SnapshotReplayPlan;

pub use replay::ParquetReplayCatalog;

pub use replay::CacheReplayError;

pub use replay::CacheReplayReport;

pub use replay::CatalogReplayData;

pub use replay::CatalogReplayRecord;

pub use replay::CatalogReplaySlice;

pub use replay::CatalogSliceCoverage;

pub use replay::CatalogSlicePlan;

pub use replay::CatalogSliceQuery;

pub use replay::CatalogSliceSelector;

pub use replay::EventStoreReplayReport;

pub use replay::ReplayCatalog;

pub use replay::ReplayInputError;

pub use replay::ReplayInputPlan;

pub use replay::ReplayInputs;

pub use replay::ReplaySeqRange;

pub use replay::ReplayTimeRange;

pub use replay::apply_cache_replay_entry;

pub use replay::load_catalog_replay_inputs;

pub use replay::load_forensics_replay_inputs;

pub use replay::open_event_store_replay_source;

pub use replay::plan_catalog_replay_inputs;

pub use replay::plan_forensics_replay_inputs;

pub use replay::replay_cache_snapshot_tail;

pub use replay::restore_cache_from_sealed_run;

pub use replay::restore_cache_snapshot_and_replay_tail;

pub use replay::restore_cache_snapshot_blob;

pub use replay::validate_event_store_replay_source;

pub use retention::RetentionPlan;

pub use retention::RetentionRun;

pub use retention::SnapshotAnchorStatus;

pub use retention::list_redb_sealed_runs;

pub use retention::plan_redb_retention;

pub use retention::plan_retention;

pub use snapshot::SnapshotAnchor;

pub use snapshot::compute_snapshot_content_hash;

pub use verifier::GapRange;

pub use verifier::IndexDrift;

pub use verifier::ManifestField;

pub use verifier::Verifier;

pub use verifier::VerifyError;

pub use verifier::VerifyFinding;

pub use verifier::VerifyReport;

pub use writer::DEFAULT_CHANNEL_CAPACITY;

pub use writer::DEFAULT_HALT_THRESHOLD;

pub use writer::DEFAULT_MAX_BATCH_ENTRIES;

pub use writer::DEFAULT_MAX_BATCH_LATENCY;

pub use writer::EntryDraft;

pub use writer::EventStoreWriter;

pub use writer::HaltCallback;

pub use writer::HaltReason;

pub use writer::SubmitError;

pub use writer::WriterConfig;

pub use writer::noop_halt;

Modules

backend

Backend abstraction for the event store.

capture

Bus capture adapter: the seam that converts dispatched bus messages into event store entries.

entry

The captured event store entry.

error

Error types for the event store.

hash

Canonical entry hashing for the event store.

headers

First-class correlation headers propagated end-to-end across the system.

kernel

Run lifecycle and kernel boot integration for the event store.

manifest

The per-run manifest stored alongside captured entries.

markers

Data marker sidecar capture, schema types, canonical content hashes, and writer lane.

reader

Reader for the event store.

replay

Bootstrap replay for restoring cache state after a cache-owned snapshot.

retention

Non-destructive retention planning for sealed event-store run files.

snapshot

Snapshot anchors recorded by the event store.

verifier

Off-trader verifier that proves a run file’s integrity before the trader opens it.

writer

Dedicated writer for the event store.

Structs

DataMarkerConfig

Opt-in data-marker sidecar settings for an event-store run.

EventStoreConfig

Configuration for the kernel-managed event store run lifecycle.

RegisteredComponents

The component manifest captured into the event-store RunStarted entry.

RunIdentity

Per-run identification data the kernel populates from build metadata.

Enums

DataMarkerClass

Market-data class enabled for data-marker capture.

RetentionMode

How the supervisor prunes sealed run files.

Constants

DEFAULT_DATA_MARKER_CHANNEL_CAPACITY

Default capacity of the data-marker writer’s bounded submit channel.

DEFAULT_DATA_MARKER_SAFETY_FLUSH_INTERVAL

Default maximum interval between data-marker cursor snapshots when no entry boundary occurs.

Type Aliases

RunId

The id of a captured run: <start_ts_init>-<short_uuid>, sortable by start time.