Crate nautilus_model 

Trading domain model for NautilusTrader.

The nautilus-model crate provides a type-safe domain model that forms the backbone of the framework and can serve as the foundation for building algorithmic trading systems.

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, depending on the intended use case, i.e. whether to provide Python bindings for the nautilus_trader Python package, or as part of a Rust only build.

• ffi: Enables the C foreign function interface (FFI) from cbindgen.
• python: Enables Python bindings from PyO3.
• stubs: Enables type stubs for use in testing scenarios.
• high-precision: Enables high-precision mode to use 128-bit value types.
• defi: Enables the DeFi (Decentralized Finance) domain model.
• extension-module: Builds the crate as a Python extension module.

Modules

accounts

Account types such as CashAccount and MarginAccount.

currencies

Common Currency constants.

data

Data types for the trading domain model.

defi

DeFi (Decentralized Finance) domain model.

enums

Enumerations for the trading domain model.

events

Events for the trading domain model.

ffi

C foreign function interface (FFI) from cbindgen.

identifiers

Identifiers for the trading domain model.

instruments

Instrument definitions for the trading domain model.

macros

Model specific macros.

orderbook

Order book components which can handle L1/L2/L3 data.

orders

Order types for the trading domain model.

position

A Position for the trading domain model.

python

Python bindings from PyO3.

reports

Status report types for trading operations.

stubs

Type stubs to facilitate testing.

types

Value types for the trading domain model.

venues

Common Venue constants.

Macros

enum_strum_serde

identifier_for_python

impl_catalog_path_prefix

Macro for implementing CatalogPathPrefix for data types.