Expand description
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, 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.
python: Enables Python bindings from PyO3.extension-module: Builds the crate as a Python extension module.
Re-exports§
pub use engine::RiskEngine;