NautilusTrader

https://nautilustrader.io/docs/nightly
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NautilusTrader is an open-source, high-performance algorithmic trading platform that enables...
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### Run Python example with uv (data_tester.py)

Source: https://nautilustrader.io/docs/nightly/getting_started/installation/

Run a Python example using the project environment. The script connects to Lighter Testnet and starts streaming market data; stop it with Ctrl+C.

```bash
uv run --project python --no-sync python examples/live/lighter/data_tester.py
```

--------------------------------

### Install platform tools on Ubuntu

Source: https://nautilustrader.io/docs/nightly/developer_guide/environment_setup/

Installs build-essential, clang, lld, curl, git, make, and pkg-config on Ubuntu. This is the first step in the quick setup path for Linux development machines.

```bash
sudo apt-get update
sudo apt-get install -y build-essential clang lld curl git make pkg-config
```

--------------------------------

### Clone repository and install pinned project tools

Source: https://nautilustrader.io/docs/nightly/developer_guide/environment_setup/

Clones the NautilusTrader repository from the develop branch, installs Rust and uv, installs cargo-binstall, runs make install-tools, installs Cap'n Proto, syncs dependencies, activates the virtual environment, sets environment variables for PyO3, and builds the debug version. This is the main quick setup sequence for Linux and macOS.

```bash
git clone --branch develop https://github.com/nautechsystems/nautilus_trader
cd nautilus_trader

curl https://sh.rustup.rs -sSf | sh
source "$HOME/.cargo/env"

curl -LsSf https://astral.sh/uv/install.sh | sh
export PATH="$HOME/.local/bin:$PATH"

cargo install cargo-binstall --locked
make install-tools
./scripts/install-capnp.sh

make sync
source python/.venv/bin/activate

export PYO3_PYTHON="$PWD/python/.venv/bin/python"

if [ "$(uname -s)" = "Linux" ]; then
  PYTHON_LIB_DIR="$("$PYO3_PYTHON" -c 'import sysconfig; print(sysconfig.get_config_var("LIBDIR"))')"
  export LD_LIBRARY_PATH="$PYTHON_LIB_DIR${LD_LIBRARY_PATH:+:$LD_LIBRARY_PATH}"
fi

export PYTHONHOME="$("$PYO3_PYTHON" -c 'import sys; print(sys.base_prefix)')"

prek install
make build-debug
```

--------------------------------

### Run the full example with cargo

Source: https://nautilustrader.io/docs/nightly/how_to/run_rust_backtest/

Runs the complete engine-ema-cross example from the nautilus-backtest crate with the examples feature enabled.

```bash
cargo run -p nautilus-backtest --features examples --example engine-ema-cross

```

--------------------------------

### Install Cap'n Proto via script (Linux/macOS)

Source: https://nautilustrader.io/docs/nightly/developer_guide/environment_setup/

Runs the install script to install the pinned Cap'n Proto version for Linux or macOS.

```bash
./scripts/install-capnp.sh
```

--------------------------------

### Install stable 1.x NautilusTrader with uv pip install

Source: https://nautilustrader.io/docs/nightly/getting_started/installation/

Installs the latest stable 1.x release by omitting --pre. A 1.x install cannot run the examples on these pages; see the migration guide for API differences.

```bash
uv pip install nautilus_trader
```

--------------------------------

### Copy and run the Lighter Rust quickstart

Source: https://nautilustrader.io/docs/nightly/how_to/get_started_lighter/

Copies the quickstart project into your workspace and runs it. This builds a LiveNode, registers the Lighter data client, adds a DataTester, and connects to testnet public streams. Stop it with Ctrl+C.

```bash
cp -R examples/quickstarts/lighter-rust-data-client ~/lighter-rust-data-client
cd ~/lighter-rust-data-client
cargo run
```

--------------------------------

### Sync development and test dependencies

Source: https://nautilustrader.io/docs/nightly/developer_guide/environment_setup/

Runs make sync from the repository root to sync development and test dependencies. This is part of the detailed setup after following the installation guide.

```bash
make sync
```

--------------------------------

### Build and run dYdX grid market maker example, then render panels

Source: https://nautilustrader.io/docs/nightly/tutorials/grid_market_maker_dydx/

Commands to sync dependencies, build the dYdX grid market maker example with the 'examples' feature, capture a 35-second mainnet run, and render the analysis panels. Set DYDX_NETWORK to DydxNetwork::Testnet before building to capture a testnet run instead.

```bash
make sync

cargo build --release --example dydx-grid-mm --package nautilus-dydx --features examples

# Capture a 35-second mainnet run.
timeout 35 ./target/release/examples/dydx-grid-mm > /tmp/dydx_main.log 2>&1

DYDX_LOG=/tmp/dydx_main.log \
    uv run --project python --no-sync \
        python docs/tutorials/assets/grid_market_maker_dydx/render_panels.py
```

--------------------------------

### Run the example binary

Source: https://nautilustrader.io/docs/nightly/tutorials/hurst_vpin_kraken/

Runs the example binary for the Hurst-VPIN backtest. By default it reads PF_XBTUSD_trades.csv.gz and PF_XBTUSD_quotes.csv.gz from /tmp/tardis_kraken/. To read other files, edit the TRADES_PATH and QUOTES_PATH constants in crates/adapters/kraken/examples/engine_hurst_vpin_backtest.rs.

```bash
cargo run -p nautilus-kraken --features examples \
  --example kraken-hurst-vpin-backtest --release
```

--------------------------------

### Run the Kraken Hurst-VPIN live example

Source: https://nautilustrader.io/docs/nightly/tutorials/hurst_vpin_kraken/

Command to run the live trading example for the Hurst-VPIN strategy on Kraken Futures. Requires the nautilus-kraken crate with the 'examples' feature. By default, it uses production credentials from KRAKEN_FUTURES_API_KEY and KRAKEN_FUTURES_API_SECRET.

```bash
cargo run -p nautilus-kraken --features examples \
  --example kraken-hurst-vpin-live
```

--------------------------------

### Install dated nightly toolchain for docs.rs compatibility check

Source: https://nautilustrader.io/docs/nightly/developer_guide/environment_setup/

Installs the dated nightly toolchain pinned in `tools.toml` for the docs.rs compatibility check. Uses `scripts/tool-version.sh nightly` to get the exact version.

```bash
rustup toolchain install "$(bash scripts/tool-version.sh nightly)" --profile minimal
```

--------------------------------

### Initialize development services with make init-services

Source: https://nautilustrader.io/docs/nightly/developer_guide/environment_setup/

Run from the repository root to start PostgreSQL, Redis, and pgAdmin containers and initialize the NautilusTrader database schema. Use `make start-services` to start containers without reinitializing the schema.

```bash
make init-services
```

--------------------------------

### Rust: Configure MessageBus and RedisMessageBusConfig

Source: https://nautilustrader.io/docs/nightly/how_to/configure_live_trading/

Rust example showing how to configure MessageBusConfig and RedisMessageBusConfig, then create the backing factory. Note that MessageBusConfig alone does not install a backing; it must be paired with a factory.

```rust
use nautilus_common::{
    enums::SerializationEncoding,
    msgbus::{MessageBusBackingFactory, MessageBusConfig},
};
use nautilus_infrastructure::redis::msgbus::RedisMessageBusConfig;

let config = MessageBusConfig {
    encoding: SerializationEncoding::Json,
    timestamps_as_iso8601: true,
    use_instance_id: false,
    types_filter: Some(vec!["QuoteTick".to_string(), "TradeTick".to_string()]),
    stream_per_topic: false,
    autotrim_mins: Some(30),
    heartbeat_interval_secs: Some(1),
    ..Default::default()
};

let redis_config = RedisMessageBusConfig {
    connection_timeout: 2,
    response_timeout: 2,
    ..Default::default()
};

let backing = redis_config.create(trader_id, instance_id, config.clone())?;
```

--------------------------------

### Create and run a BacktestEngine

Source: https://nautilustrader.io/docs/nightly/concepts/backtesting/apis-and-runs/

Shows the minimal setup for the low-level BacktestEngine API: create the engine with a BacktestEngineConfig, then add venues, instruments, strategies, and data before calling run().

```python
from nautilus_trader.backtest import BacktestEngine
from nautilus_trader.config import BacktestEngineConfig

engine = BacktestEngine(BacktestEngineConfig())
engine.add_venue(...)
engine.add_instrument(instrument)
engine.add_strategy(strategy)
engine.add_data(data)
engine.run()
```

--------------------------------

### Configure backtest venue with high-level API (CASH account)

Source: https://nautilustrader.io/docs/nightly/concepts/backtesting/accounts-and-margin/

Shows how to create a BacktestVenueConfig with a CASH account type using string starting balances. This is the high-level API equivalent to the low-level example.

```python
from decimal import Decimal

from nautilus_trader.config import BacktestVenueConfig
from nautilus_trader.execution import MakerTakerFeeModel
from nautilus_trader.model import AccountType
from nautilus_trader.model import BookType
from nautilus_trader.model import OmsType

venue = BacktestVenueConfig(
    name="SIM",
    oms_type=OmsType.NETTING,
    account_type=AccountType.CASH,
    book_type=BookType.L1_MBP,
    starting_balances=["10_000 USDT"],
    fee_model=MakerTakerFeeModel(
        maker_rate=Decimal("0"),
        taker_rate=Decimal("0"),
    ),
)
```

--------------------------------

### Run Betfair Backtest Example with Cargo

Source: https://nautilustrader.io/docs/nightly/tutorials/backtest_book_imbalance_betfair/

Commands to run the betfair-backtest example. Use the release build for better performance. You can specify a custom data file path or use the shipped sample file.

```bash
# Debug build
cargo run -p nautilus-betfair --features examples --example betfair-backtest

# Release build (recommended)
cargo run -p nautilus-betfair --features examples --release --example betfair-backtest

# Custom data file
cargo run -p nautilus-betfair --features examples --release --example betfair-backtest -- path/to/file.gz

# Shipped sample file
cargo run -p nautilus-betfair --features examples --release --example betfair-backtest -- test_data/betfair/1-166811431.bz2
```

--------------------------------

### Pure Rust strategy setup and run

Source: https://nautilustrader.io/docs/nightly/concepts/rust/

Use this snippet to create a standalone Rust binary with cargo build. It requires no Python runtime. The example uses GridMarketMaker and calls node.add_strategy and node.run.

```rust
let strategy = GridMarketMaker::new(config);
node.add_strategy(strategy)?;
node.run().await?;
```

--------------------------------

### Check sync-dex and analyze-pools command help

Source: https://nautilustrader.io/docs/nightly/integrations/blockchain/

Use these commands to view help for `sync-dex` and `analyze-pools` before starting a sync. The help output confirms supported chain and DEX combinations, as unsupported combinations are rejected before querying events.

```bash
./target/debug/nautilus blockchain sync-dex --help
./target/debug/nautilus blockchain analyze-pools --help
```

--------------------------------

### Request cost quote for AAPL trades from Databento

Source: https://nautilustrader.io/docs/nightly/how_to/data_catalog_databento/

Calls client.metadata.get_cost to get a USD cost quote for the XNAS.ITCH dataset, AAPL symbol, trades schema, and January 2024 start. This endpoint is free.

```python
# Request cost quote (USD) - this endpoint is 'free'
client.metadata.get_cost(
    dataset="XNAS.ITCH",
    symbols=["AAPL"],
    schema="trades",
    start="2024-01",
)
```

--------------------------------

### Reuse loaded data and venue setup with BacktestEngine.reset()

Source: https://nautilustrader.io/docs/nightly/concepts/backtesting/apis-and-runs/

Use reset() to share loaded data and venue setup across parameter runs. Call clear_strategies() before replacing a strategy instance, and use clear_data() only when the next run should load a different dataset. The example shows adding venue, instrument, data, and strategies, then running, resetting, and running again with a different strategy.

```python
engine = BacktestEngine(BacktestEngineConfig())
engine.add_venue(...)
engine.add_instrument(instrument)
engine.add_data(data)

engine.add_strategy(strategy1)
engine.run()

engine.reset()
engine.run()

engine.reset()
engine.clear_strategies()
engine.add_strategy(strategy2)
engine.run()
```

--------------------------------

### Run the dYdX grid market maker example

Source: https://nautilustrader.io/docs/nightly/tutorials/grid_market_maker_dydx/

Runs the example with cargo, placing real orders on dYdX mainnet by default. The DYDX_NETWORK constant in crates/adapters/dydx/examples/node_grid_mm.rs is set to DydxNetwork::Mainnet. To use testnet, change it to DydxNetwork::Testnet and rebuild; the example then reads DYDX_TESTNET_PRIVATE_KEY and DYDX_TESTNET_WALLET_ADDRESS.

```bash
cargo run --example dydx-grid-mm --package nautilus-dydx --features examples
```

--------------------------------

### Rust node setup with DataTester

Source: https://nautilustrader.io/docs/nightly/developer_guide/spec_data_testing/

Builds a DataTesterConfig with client_id, instrument_ids, and subscribe_quotes, creates a DataTester actor, adds it to the node, and runs the node. Requires client_id and instrument_id variables. Reference example: crates/adapters/{adapter}/examples/node_data_tester.rs.

```rust
use nautilus_testkit::testers::{DataTester, DataTesterConfig};

let tester_config = DataTesterConfig::builder()
    .client_id(client_id)
    .instrument_ids(vec![instrument_id])
    .subscribe_quotes(true)
    .build()?;
let tester = DataTester::new(tester_config);
node.add_actor(tester)?;
node.run().await?;
```

--------------------------------

### Configure BacktestRunConfig with data configurations

Source: https://nautilustrader.io/docs/nightly/concepts/data/catalog/

Creates a BacktestDataConfig for quote ticks and a BacktestRunConfig with a SIM venue, specifying data, start, and end times. The example uses a catalog path and instrument ID, and sets maker/taker fees to zero.

```python
from decimal import Decimal

from nautilus_trader.config import BacktestDataConfig
from nautilus_trader.config import BacktestRunConfig
from nautilus_trader.config import BacktestVenueConfig
from nautilus_trader.execution import MakerTakerFeeModel
from nautilus_trader.model import AccountType
from nautilus_trader.model import BookType
from nautilus_trader.model import InstrumentId
from nautilus_trader.model import NautilusDataType
from nautilus_trader.model import OmsType

data_configs = [
    BacktestDataConfig(
        data_type=NautilusDataType.QuoteTick,
        catalog_path="/path/to/catalog",
        instrument_id=InstrumentId.from_str("EUR/USD.SIM"),
    ),
]

run_config = BacktestRunConfig(
    venues=[
        BacktestVenueConfig(
            name="SIM",
            oms_type=OmsType.HEDGING,
            account_type=AccountType.MARGIN,
            book_type=BookType.L1_MBP,
            starting_balances=["1_000_000 USD"],
            fee_model=MakerTakerFeeModel(
                maker_rate=Decimal("0"),
                taker_rate=Decimal("0"),
            ),
        ),
    ],
    data=data_configs,
    start=1704067200000000000,
    end=1704153600000000000,
)
```
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