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Crate nautilus_sandbox

Crate nautilus_sandbox 

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Expand description

NautilusTrader sandbox execution adapter.

The nautilus-sandbox crate provides a simulated execution client that uses the OrderMatchingEngine to simulate order execution against live market data. This enables paper trading and strategy testing in real-time without actual order execution on exchanges.

§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 as a Python extension module.

High-precision mode (128-bit value types) is enabled by default.

Re-exports§

pub use crate::config::SandboxExecutionClientConfig;
pub use crate::execution::SandboxExecutionClient;
pub use crate::factory::SandboxExecutionClientFactory;

Modules§

config
Configuration for sandbox execution client.
execution
Sandbox execution client implementation.
factory
Factory for creating sandbox execution clients.
python
Python bindings from pyo3.