Config

The config subpackage groups all configuration classes and factories.

All configurations inherit from msgspec.Struct .

Common

class NautilusConfig

Bases: Struct

The base class for all Nautilus configuration objects.

classmethod fully_qualified_name ( ) → str

Return the fully qualified name for the NautilusConfig class.

Returns :

str

References

https://www.python.org/dev/peps/pep-3155/

dict ( ) → dict [ str , Any ]

Return a dictionary representation of the configuration.

Returns :

dict[str, Any]

json ( ) → bytes

Return serialized JSON encoded bytes.

Returns :

bytes

classmethod parse ( raw : bytes ) → Any

Return a decoded object of the given cls .

Parameters :

  • cls ( type ) – The type to decode to.

  • raw ( bytes ) – The raw bytes to decode.

Returns :

Any

validate ( ) → bool

Return whether the configuration can be represented as valid JSON.

Returns :

bool

class CacheConfig ( tick_capacity : int = 10000 , bar_capacity : int = 10000 , snapshot_orders : bool = False , snapshot_positions : bool = False , snapshot_positions_interval : Optional [ float ] = None )

Bases: NautilusConfig

Configuration for Cache instances.

Parameters :

  • tick_capacity ( PositiveInt , default 10_000 ) – The maximum length for internal tick dequeues.

  • bar_capacity ( PositiveInt , default 10_000 ) – The maximum length for internal bar dequeues.

  • snapshot_orders ( bool , default False ) – If order state snapshot lists should be persisted. Snapshots will be taken at every order state update (when events are applied).

  • snapshot_positions ( bool , default False ) – If position state snapshot lists should be persisted. Snapshots will be taken at position opened, changed and closed (when events are applied). To include the unrealized PnL in the snapshot then quotes for the positions instrument must be available in the cache.

  • snapshot_positions_interval ( PositiveFloat , optional ) – The interval (seconds) at which additional position state snapshots are persisted. If None then no additional snapshots will be taken. To include the unrealized PnL in the snapshot then quotes for the positions instrument must be available in the cache.

dict ( ) → dict [ str , Any ]

Return a dictionary representation of the configuration.

Returns :

dict[str, Any]

classmethod fully_qualified_name ( ) → str

Return the fully qualified name for the NautilusConfig class.

Returns :

str

References

https://www.python.org/dev/peps/pep-3155/

json ( ) → bytes

Return serialized JSON encoded bytes.

Returns :

bytes

classmethod parse ( raw : bytes ) → Any

Return a decoded object of the given cls .

Parameters :

  • cls ( type ) – The type to decode to.

  • raw ( bytes ) – The raw bytes to decode.

Returns :

Any

validate ( ) → bool

Return whether the configuration can be represented as valid JSON.

Returns :

bool

class CacheDatabaseConfig ( type : str = 'in-memory' , host : str = 'localhost' , port : Optional [ int ] = None , username : Optional [ str ] = None , password : Optional [ str ] = None , ssl : bool = False , flush_on_start : bool = False , timestamps_as_iso8601 : bool = False )

Bases: NautilusConfig

Configuration for CacheDatabase instances.

Parameters :

  • type ( str , {'in-memory' , 'redis'} , default 'in-memory' ) – The database type.

  • host ( str , default 'localhost' ) – The database host address.

  • port ( int , optional ) – The database port.

  • username ( str , optional ) – The account username for the database connection.

  • password ( str , optional ) – The account password for the database connection.

  • ssl ( bool , default False ) – If database should use an SSL enabled connection.

  • flush_on_start ( bool , default False ) – If database should be flushed on start.

  • timestamps_as_iso8601 – If timestamps should be persisted as ISO 8601 strings. If False then will persit as UNIX nanoseconds.

  • False ( default ) – If timestamps should be persisted as ISO 8601 strings. If False then will persit as UNIX nanoseconds.

dict ( ) → dict [ str , Any ]

Return a dictionary representation of the configuration.

Returns :

dict[str, Any]

classmethod fully_qualified_name ( ) → str

Return the fully qualified name for the NautilusConfig class.

Returns :

str

References

https://www.python.org/dev/peps/pep-3155/

json ( ) → bytes

Return serialized JSON encoded bytes.

Returns :

bytes

classmethod parse ( raw : bytes ) → Any

Return a decoded object of the given cls .

Parameters :

  • cls ( type ) – The type to decode to.

  • raw ( bytes ) – The raw bytes to decode.

Returns :

Any

validate ( ) → bool

Return whether the configuration can be represented as valid JSON.

Returns :

bool

class InstrumentProviderConfig ( load_all : bool = False , load_ids : Optional [ frozenset [ str ] ] = None , filters : Optional [ dict [ str , Any ] ] = None , filter_callable : Optional [ str ] = None , log_warnings : bool = True )

Bases: NautilusConfig

Configuration for InstrumentProvider instances.

Parameters :

  • load_all ( bool , default False ) – If all venue instruments should be loaded on start.

  • load_ids ( FrozenSet [ str ] , optional ) – The list of instrument IDs to be loaded on start (if load_all_instruments is False).

  • filters ( frozendict , optional ) – The venue specific instrument loading filters to apply.

  • filter_callable ( str , optional ) – A fully qualified path to a callable that takes a single argument, instrument and returns a bool, indicating whether the instrument should be loaded

  • log_warnings ( bool , default True ) – If parser warnings should be logged.

dict ( ) → dict [ str , Any ]

Return a dictionary representation of the configuration.

Returns :

dict[str, Any]

classmethod fully_qualified_name ( ) → str

Return the fully qualified name for the NautilusConfig class.

Returns :

str

References

https://www.python.org/dev/peps/pep-3155/

json ( ) → bytes

Return serialized JSON encoded bytes.

Returns :

bytes

classmethod parse ( raw : bytes ) → Any

Return a decoded object of the given cls .

Parameters :

  • cls ( type ) – The type to decode to.

  • raw ( bytes ) – The raw bytes to decode.

Returns :

Any

validate ( ) → bool

Return whether the configuration can be represented as valid JSON.

Returns :

bool

class DataEngineConfig ( time_bars_build_with_no_updates : bool = True , time_bars_timestamp_on_close : bool = True , validate_data_sequence : bool = False , debug : bool = False )

Bases: NautilusConfig

Configuration for DataEngine instances.

Parameters :

  • time_bars_build_with_no_updates ( bool , default True ) – If time bar aggregators will build and emit bars with no new market updates.

  • time_bars_timestamp_on_close ( bool , default True ) – If time bar aggregators will timestamp ts_event on bar close. If False then will timestamp on bar open.

  • validate_data_sequence ( bool , default False ) – If data objects timestamp sequencing will be validated and handled.

  • debug ( bool , default False ) – If debug mode is active (will provide extra debug logging).

dict ( ) → dict [ str , Any ]

Return a dictionary representation of the configuration.

Returns :

dict[str, Any]

classmethod fully_qualified_name ( ) → str

Return the fully qualified name for the NautilusConfig class.

Returns :

str

References

https://www.python.org/dev/peps/pep-3155/

json ( ) → bytes

Return serialized JSON encoded bytes.

Returns :

bytes

classmethod parse ( raw : bytes ) → Any

Return a decoded object of the given cls .

Parameters :

  • cls ( type ) – The type to decode to.

  • raw ( bytes ) – The raw bytes to decode.

Returns :

Any

validate ( ) → bool

Return whether the configuration can be represented as valid JSON.

Returns :

bool

class RiskEngineConfig ( bypass: bool = False , max_order_submit_rate: str = '100/00:00:01' , max_order_modify_rate: str = '100/00:00:01' , max_notional_per_order: dict[str , int] = <factory> , debug: bool = False )

Bases: NautilusConfig

Configuration for RiskEngine instances.

Parameters :

  • bypass ( bool , default False ) – If True then will bypass all pre-trade risk checks and rate limits (will still check for duplicate IDs).

  • max_order_submit_rate ( str , default 100/00:00:01 ) – The maximum rate of submit order commands per timedelta.

  • max_order_modify_rate ( str , default 100/00:00:01 ) – The maximum rate of modify order commands per timedelta.

  • max_notional_per_order ( dict [ str , int ] , default empty dict ) – The maximum notional value of an order per instrument ID. The value should be a valid decimal format.

  • debug ( bool , default False ) – If debug mode is active (will provide extra debug logging).

dict ( ) → dict [ str , Any ]

Return a dictionary representation of the configuration.

Returns :

dict[str, Any]

classmethod fully_qualified_name ( ) → str

Return the fully qualified name for the NautilusConfig class.

Returns :

str

References

https://www.python.org/dev/peps/pep-3155/

json ( ) → bytes

Return serialized JSON encoded bytes.

Returns :

bytes

classmethod parse ( raw : bytes ) → Any

Return a decoded object of the given cls .

Parameters :

  • cls ( type ) – The type to decode to.

  • raw ( bytes ) – The raw bytes to decode.

Returns :

Any

validate ( ) → bool

Return whether the configuration can be represented as valid JSON.

Returns :

bool

class ExecEngineConfig ( load_cache : bool = True , allow_cash_positions : bool = True , debug : bool = False )

Bases: NautilusConfig

Configuration for ExecutionEngine instances.

Parameters :

  • load_cache ( bool , default True ) – If the cache should be loaded on initialization.

  • allow_cash_positions ( bool , default True ) – If unleveraged spot/cash assets should generate positions.

  • debug ( bool , default False ) – If debug mode is active (will provide extra debug logging).

dict ( ) → dict [ str , Any ]

Return a dictionary representation of the configuration.

Returns :

dict[str, Any]

classmethod fully_qualified_name ( ) → str

Return the fully qualified name for the NautilusConfig class.

Returns :

str

References

https://www.python.org/dev/peps/pep-3155/

json ( ) → bytes

Return serialized JSON encoded bytes.

Returns :

bytes

classmethod parse ( raw : bytes ) → Any

Return a decoded object of the given cls .

Parameters :

  • cls ( type ) – The type to decode to.

  • raw ( bytes ) – The raw bytes to decode.

Returns :

Any

validate ( ) → bool

Return whether the configuration can be represented as valid JSON.

Returns :

bool

class OrderEmulatorConfig ( debug : bool = False )

Bases: NautilusConfig

Configuration for OrderEmulator instances.

Parameters :

debug ( bool , default False ) – If debug mode is active (will provide extra debug logging).

dict ( ) → dict [ str , Any ]

Return a dictionary representation of the configuration.

Returns :

dict[str, Any]

classmethod fully_qualified_name ( ) → str

Return the fully qualified name for the NautilusConfig class.

Returns :

str

References

https://www.python.org/dev/peps/pep-3155/

json ( ) → bytes

Return serialized JSON encoded bytes.

Returns :

bytes

classmethod parse ( raw : bytes ) → Any

Return a decoded object of the given cls .

Parameters :

  • cls ( type ) – The type to decode to.

  • raw ( bytes ) – The raw bytes to decode.

Returns :

Any

validate ( ) → bool

Return whether the configuration can be represented as valid JSON.

Returns :

bool

class StreamingConfig ( catalog_path : str , fs_protocol : Optional [ str ] = None , fs_storage_options : Optional [ dict ] = None , flush_interval_ms : Optional [ int ] = None , replace_existing : bool = False , include_types : Optional [ list [ str ] ] = None )

Bases: NautilusConfig

Configuration for streaming live or backtest runs to the catalog in feather format.

Parameters :

  • catalog_path ( str ) – The path to the data catalog.

  • fs_protocol ( str , optional ) – The fsspec filesystem protocol for the catalog.

  • fs_storage_options ( dict , optional ) – The fsspec storage options.

  • flush_interval_ms ( int , optional ) – The flush interval (milliseconds) for writing chunks.

  • replace_existing ( bool , default False ) – If any existing feather files should be replaced.

dict ( ) → dict [ str , Any ]

Return a dictionary representation of the configuration.

Returns :

dict[str, Any]

classmethod fully_qualified_name ( ) → str

Return the fully qualified name for the NautilusConfig class.

Returns :

str

References

https://www.python.org/dev/peps/pep-3155/

json ( ) → bytes

Return serialized JSON encoded bytes.

Returns :

bytes

classmethod parse ( raw : bytes ) → Any

Return a decoded object of the given cls .

Parameters :

  • cls ( type ) – The type to decode to.

  • raw ( bytes ) – The raw bytes to decode.

Returns :

Any

validate ( ) → bool

Return whether the configuration can be represented as valid JSON.

Returns :

bool

class DataCatalogConfig ( path : str , fs_protocol : Optional [ str ] = None , fs_storage_options : Optional [ dict ] = None , use_rust : bool = False )

Bases: NautilusConfig

Configuration for a data catalog.

Parameters :

  • path ( str ) – The path to the data catalog.

  • fs_protocol ( str , optional ) – The fsspec file system protocol for the data catalog.

  • fs_storage_options ( dict , optional ) – The fsspec storage options for the data catalog.

  • use_rust ( bool , default False ) – If queries will be for Rust schema versions (when implemented).

dict ( ) → dict [ str , Any ]

Return a dictionary representation of the configuration.

Returns :

dict[str, Any]

classmethod fully_qualified_name ( ) → str

Return the fully qualified name for the NautilusConfig class.

Returns :

str

References

https://www.python.org/dev/peps/pep-3155/

json ( ) → bytes

Return serialized JSON encoded bytes.

Returns :

bytes

classmethod parse ( raw : bytes ) → Any

Return a decoded object of the given cls .

Parameters :

  • cls ( type ) – The type to decode to.

  • raw ( bytes ) – The raw bytes to decode.

Returns :

Any

validate ( ) → bool

Return whether the configuration can be represented as valid JSON.

Returns :

bool

class ActorConfig ( * , component_id : Optional [ str ] = None )

Bases: NautilusConfig

The base model for all actor configurations.

Parameters :

component_id ( str , optional ) – The component ID. If None then the identifier will be taken from type(self).__name__ .

dict ( ) → dict [ str , Any ]

Return a dictionary representation of the configuration.

Returns :

dict[str, Any]

classmethod fully_qualified_name ( ) → str

Return the fully qualified name for the NautilusConfig class.

Returns :

str

References

https://www.python.org/dev/peps/pep-3155/

json ( ) → bytes

Return serialized JSON encoded bytes.

Returns :

bytes

classmethod parse ( raw : bytes ) → Any

Return a decoded object of the given cls .

Parameters :

  • cls ( type ) – The type to decode to.

  • raw ( bytes ) – The raw bytes to decode.

Returns :

Any

validate ( ) → bool

Return whether the configuration can be represented as valid JSON.

Returns :

bool

class ImportableActorConfig ( actor_path : str , config_path : str , config : dict )

Bases: NautilusConfig

Configuration for an actor instance.

Parameters :

  • actor_path ( str ) – The fully qualified name of the Actor class.

  • config_path ( str ) – The fully qualified name of the Actor Config class.

  • config ( dict ) – The actor configuration.

dict ( ) → dict [ str , Any ]

Return a dictionary representation of the configuration.

Returns :

dict[str, Any]

classmethod fully_qualified_name ( ) → str

Return the fully qualified name for the NautilusConfig class.

Returns :

str

References

https://www.python.org/dev/peps/pep-3155/

json ( ) → bytes

Return serialized JSON encoded bytes.

Returns :

bytes

classmethod parse ( raw : bytes ) → Any

Return a decoded object of the given cls .

Parameters :

  • cls ( type ) – The type to decode to.

  • raw ( bytes ) – The raw bytes to decode.

Returns :

Any

validate ( ) → bool

Return whether the configuration can be represented as valid JSON.

Returns :

bool

class ActorFactory

Bases: object

Provides actor creation from importable configurations.

static create ( config : ImportableActorConfig )

Create an actor from the given configuration.

Parameters :

config ( ImportableActorConfig ) – The configuration for the building step.

Returns :

Actor

Raises :

TypeError – If config is not of type ImportableActorConfig .

class StrategyConfig ( * , strategy_id : Optional [ str ] = None , order_id_tag : Optional [ str ] = None , oms_type : Optional [ str ] = None , external_order_claims : Optional [ list [ str ] ] = None )

Bases: NautilusConfig

The base model for all trading strategy configurations.

Parameters :

  • strategy_id ( str , optional ) – The unique ID for the strategy. Will become the strategy ID if not None.

  • order_id_tag ( str , optional ) – The unique order ID tag for the strategy. Must be unique amongst all running strategies for a particular trader ID.

  • oms_type ( OmsType , optional ) – The order management system type for the strategy. This will determine how the ExecutionEngine handles position IDs (see docs).

  • external_order_claims ( list [ str ] , optional ) – The external order claim instrument IDs. External orders for matching instrument IDs will be associated with (claimed by) the strategy.

dict ( ) → dict [ str , Any ]

Return a dictionary representation of the configuration.

Returns :

dict[str, Any]

classmethod fully_qualified_name ( ) → str

Return the fully qualified name for the NautilusConfig class.

Returns :

str

References

https://www.python.org/dev/peps/pep-3155/

json ( ) → bytes

Return serialized JSON encoded bytes.

Returns :

bytes

classmethod parse ( raw : bytes ) → Any

Return a decoded object of the given cls .

Parameters :

  • cls ( type ) – The type to decode to.

  • raw ( bytes ) – The raw bytes to decode.

Returns :

Any

validate ( ) → bool

Return whether the configuration can be represented as valid JSON.

Returns :

bool

class ImportableStrategyConfig ( strategy_path : str , config_path : str , config : dict [ str , Any ] )

Bases: NautilusConfig

Configuration for a trading strategy instance.

Parameters :

  • strategy_path ( str ) – The fully qualified name of the strategy class.

  • config_path ( str ) – The fully qualified name of the config class.

  • config ( dict [ str , Any ] ) – The strategy configuration.

dict ( ) → dict [ str , Any ]

Return a dictionary representation of the configuration.

Returns :

dict[str, Any]

classmethod fully_qualified_name ( ) → str

Return the fully qualified name for the NautilusConfig class.

Returns :

str

References

https://www.python.org/dev/peps/pep-3155/

json ( ) → bytes

Return serialized JSON encoded bytes.

Returns :

bytes

classmethod parse ( raw : bytes ) → Any

Return a decoded object of the given cls .

Parameters :

  • cls ( type ) – The type to decode to.

  • raw ( bytes ) – The raw bytes to decode.

Returns :

Any

validate ( ) → bool

Return whether the configuration can be represented as valid JSON.

Returns :

bool

class StrategyFactory

Bases: object

Provides strategy creation from importable configurations.

static create ( config : ImportableStrategyConfig )

Create a trading strategy from the given configuration.

Parameters :

config ( ImportableStrategyConfig ) – The configuration for the building step.

Returns :

Strategy

Raises :

TypeError – If config is not of type ImportableStrategyConfig .

class ExecAlgorithmConfig ( * , exec_algorithm_id : Optional [ str ] = None )

Bases: NautilusConfig

The base model for all execution algorithm configurations.

Parameters :

exec_algorithm_id ( str , optional ) – The unique ID for the execution algorithm. If not None then will become the execution algorithm ID.

dict ( ) → dict [ str , Any ]

Return a dictionary representation of the configuration.

Returns :

dict[str, Any]

classmethod fully_qualified_name ( ) → str

Return the fully qualified name for the NautilusConfig class.

Returns :

str

References

https://www.python.org/dev/peps/pep-3155/

json ( ) → bytes

Return serialized JSON encoded bytes.

Returns :

bytes

classmethod parse ( raw : bytes ) → Any

Return a decoded object of the given cls .

Parameters :

  • cls ( type ) – The type to decode to.

  • raw ( bytes ) – The raw bytes to decode.

Returns :

Any

validate ( ) → bool

Return whether the configuration can be represented as valid JSON.

Returns :

bool

class ImportableExecAlgorithmConfig ( exec_algorithm_path : str , config_path : str , config : dict [ str , Any ] )

Bases: NautilusConfig

Configuration for an execution algorithm instance.

Parameters :

  • exec_algorithm_path ( str ) – The fully qualified name of the execution algorithm class.

  • config_path ( str ) – The fully qualified name of the config class.

  • config ( dict [ str , Any ] ) – The execution algorithm configuration.

dict ( ) → dict [ str , Any ]

Return a dictionary representation of the configuration.

Returns :

dict[str, Any]

classmethod fully_qualified_name ( ) → str

Return the fully qualified name for the NautilusConfig class.

Returns :

str

References

https://www.python.org/dev/peps/pep-3155/

json ( ) → bytes

Return serialized JSON encoded bytes.

Returns :

bytes

classmethod parse ( raw : bytes ) → Any

Return a decoded object of the given cls .

Parameters :

  • cls ( type ) – The type to decode to.

  • raw ( bytes ) – The raw bytes to decode.

Returns :

Any

validate ( ) → bool

Return whether the configuration can be represented as valid JSON.

Returns :

bool

class ExecAlgorithmFactory

Bases: object

Provides execution algorithm creation from importable configurations.

static create ( config : ImportableExecAlgorithmConfig )

Create an execution algorithm from the given configuration.

Parameters :

config ( ImportableExecAlgorithmConfig ) – The configuration for the building step.

Returns :

ExecAlgorithm

Raises :

TypeError – If config is not of type ImportableExecAlgorithmConfig .

class TracingConfig ( stdout_level : Optional [ str ] = None , stderr_level : Optional [ str ] = None , file_level : Optional [ tuple [ str , str , str ] ] = None )

Bases: NautilusConfig

Configuration for standard output and file logging for Rust tracing statements for a NautilusKernel instance.

Parameters :

  • stdout_level ( str , optional ) – The minimum log level to write to stdout. Possible options are “debug”, “info”, “warn”, “error”. Setting it None means no logs are written to stdout.

  • stderr_level ( str , optional ) – The minimum log level to write to stderr. Possible options are “debug”, “info”, “warn”, “error”. Setting it None means no logs are written to stderr.

  • file_config ( tuple [ str , str , str ] , optional ) – The minimum log level to write to log file. Possible options are “debug”, “info”, “warn”, “error”. Setting it None means no logs are written to the log file. The second str is the prefix name of the log file and the third str is the name of the directory.

dict ( ) → dict [ str , Any ]

Return a dictionary representation of the configuration.

Returns :

dict[str, Any]

classmethod fully_qualified_name ( ) → str

Return the fully qualified name for the NautilusConfig class.

Returns :

str

References

https://www.python.org/dev/peps/pep-3155/

json ( ) → bytes

Return serialized JSON encoded bytes.

Returns :

bytes

classmethod parse ( raw : bytes ) → Any

Return a decoded object of the given cls .

Parameters :

  • cls ( type ) – The type to decode to.

  • raw ( bytes ) – The raw bytes to decode.

Returns :

Any

validate ( ) → bool

Return whether the configuration can be represented as valid JSON.

Returns :

bool

class LoggingConfig ( log_level : str = 'INFO' , log_level_file : Optional [ str ] = None , log_directory : Optional [ str ] = None , log_file_name : Optional [ str ] = None , log_file_format : Optional [ str ] = None , log_component_levels : Optional [ dict [ str , str ] ] = None , bypass_logging : bool = False )

Bases: NautilusConfig

Configuration for standard output and file logging for a NautilusKernel instance.

Parameters :

  • log_level ( str , default "INFO" ) – The minimum log level to write to stdout. Will always write ERROR level logs to stderr (unless bypass_logging is True).

  • log_level_file ( str , optional ) – The minimum log level to write to a log file. If None then no file logging will occur.

  • log_directory ( str , optional ) – The path to the log file directory. If None then will write to the current working directory.

  • log_file_name ( str , optional ) – The custom log file name (will use a ‘.log’ suffix for plain text or ‘.json’ for JSON). This will override automatic naming, and no daily file rotation will occur.

  • log_file_format ( str { 'JSON' } , optional ) – The log file format. If None (default) then will log in plain text.

  • log_component_levels ( dict [ str , LogLevel ] ) – The additional per component log level filters, where keys are component IDs (e.g. actor/strategy IDs) and values are log levels.

  • bypass_logging ( bool , default False ) – If all logging should be bypassed.

dict ( ) → dict [ str , Any ]

Return a dictionary representation of the configuration.

Returns :

dict[str, Any]

classmethod fully_qualified_name ( ) → str

Return the fully qualified name for the NautilusConfig class.

Returns :

str

References

https://www.python.org/dev/peps/pep-3155/

json ( ) → bytes

Return serialized JSON encoded bytes.

Returns :

bytes

classmethod parse ( raw : bytes ) → Any

Return a decoded object of the given cls .

Parameters :

  • cls ( type ) – The type to decode to.

  • raw ( bytes ) – The raw bytes to decode.

Returns :

Any

validate ( ) → bool

Return whether the configuration can be represented as valid JSON.

Returns :

bool

class NautilusKernelConfig ( environment: ~nautilus_trader.common.Environment , trader_id: str , instance_id: ~typing.Optional[str] = None , cache: ~typing.Optional[~nautilus_trader.config.common.CacheConfig] = None , cache_database: ~typing.Optional[~nautilus_trader.config.common.CacheDatabaseConfig] = None , data_engine: ~typing.Optional[~nautilus_trader.config.common.DataEngineConfig] = None , risk_engine: ~typing.Optional[~nautilus_trader.config.common.RiskEngineConfig] = None , exec_engine: ~typing.Optional[~nautilus_trader.config.common.ExecEngineConfig] = None , emulator: ~typing.Optional[~nautilus_trader.config.common.OrderEmulatorConfig] = None , streaming: ~typing.Optional[~nautilus_trader.config.common.StreamingConfig] = None , catalog: ~typing.Optional[~nautilus_trader.config.common.DataCatalogConfig] = None , actors: list[nautilus_trader.config.common.ImportableActorConfig] = <factory> , strategies: list[nautilus_trader.config.common.ImportableStrategyConfig] = <factory> , exec_algorithms: list[nautilus_trader.config.common.ImportableExecAlgorithmConfig] = <factory> , load_state: bool = False , save_state: bool = False , loop_debug: bool = False , logging: ~typing.Optional[~nautilus_trader.config.common.LoggingConfig] = None , tracing: ~typing.Optional[~nautilus_trader.config.common.TracingConfig] = None , timeout_connection: float = 10.0 , timeout_reconciliation: float = 10.0 , timeout_portfolio: float = 10.0 , timeout_disconnection: float = 10.0 , timeout_post_stop: float = 10.0 )

Bases: NautilusConfig

Configuration for a NautilusKernel core system instance.

Parameters :

  • environment (Environment { BACKTEST , SANDBOX , LIVE }) – The kernel environment context.

  • trader_id ( str ) – The trader ID for the kernel (must be a name and ID tag separated by a hyphen).

  • cache ( CacheConfig , optional ) – The cache configuration.

  • cache_database ( CacheDatabaseConfig , optional ) – The cache database configuration.

  • data_engine ( DataEngineConfig , optional ) – The live data engine configuration.

  • risk_engine ( RiskEngineConfig , optional ) – The live risk engine configuration.

  • exec_engine ( ExecEngineConfig , optional ) – The live execution engine configuration.

  • emulator ( OrderEmulatorConfig , optional ) – The order emulator configuration.

  • streaming ( StreamingConfig , optional ) – The configuration for streaming to feather files.

  • catalog ( DataCatalogConfig , optional ) – The data catalog config.

  • actors ( list [ ImportableActorConfig ] ) – The actor configurations for the kernel.

  • strategies ( list [ ImportableStrategyConfig ] ) – The strategy configurations for the kernel.

  • load_state ( bool , default True ) – If trading strategy state should be loaded from the database on start.

  • save_state ( bool , default True ) – If trading strategy state should be saved to the database on stop.

  • loop_debug ( bool , default False ) – If the asyncio event loop should be in debug mode.

  • timeout_connection ( PositiveFloat ( seconds ) ) – The timeout for all clients to connect and initialize.

  • timeout_reconciliation ( PositiveFloat ( seconds ) ) – The timeout for execution state to reconcile.

  • timeout_portfolio ( PositiveFloat ( seconds ) ) – The timeout for portfolio to initialize margins and unrealized PnLs.

  • timeout_disconnection ( PositiveFloat ( seconds ) ) – The timeout for all engine clients to disconnect.

  • timeout_post_stop ( PositiveFloat ( seconds ) ) – The timeout after stopping the node to await residual events before final shutdown.

dict ( ) → dict [ str , Any ]

Return a dictionary representation of the configuration.

Returns :

dict[str, Any]

classmethod fully_qualified_name ( ) → str

Return the fully qualified name for the NautilusConfig class.

Returns :

str

References

https://www.python.org/dev/peps/pep-3155/

json ( ) → bytes

Return serialized JSON encoded bytes.

Returns :

bytes

classmethod parse ( raw : bytes ) → Any

Return a decoded object of the given cls .

Parameters :

  • cls ( type ) – The type to decode to.

  • raw ( bytes ) – The raw bytes to decode.

Returns :

Any

validate ( ) → bool

Return whether the configuration can be represented as valid JSON.

Returns :

bool

class ImportableFactoryConfig ( path : str )

Bases: NautilusConfig

Represents an importable (JSON) factory config.

dict ( ) → dict [ str , Any ]

Return a dictionary representation of the configuration.

Returns :

dict[str, Any]

classmethod fully_qualified_name ( ) → str

Return the fully qualified name for the NautilusConfig class.

Returns :

str

References

https://www.python.org/dev/peps/pep-3155/

json ( ) → bytes

Return serialized JSON encoded bytes.

Returns :

bytes

classmethod parse ( raw : bytes ) → Any

Return a decoded object of the given cls .

Parameters :

  • cls ( type ) – The type to decode to.

  • raw ( bytes ) – The raw bytes to decode.

Returns :

Any

validate ( ) → bool

Return whether the configuration can be represented as valid JSON.

Returns :

bool

class ImportableConfig ( path: str , config: dict = <factory> , factory: ~typing.Optional[~nautilus_trader.config.common.ImportableFactoryConfig] = None )

Bases: NautilusConfig

Represents an importable configuration (typically live data client or live execution client).

dict ( ) → dict [ str , Any ]

Return a dictionary representation of the configuration.

Returns :

dict[str, Any]

classmethod fully_qualified_name ( ) → str

Return the fully qualified name for the NautilusConfig class.

Returns :

str

References

https://www.python.org/dev/peps/pep-3155/

json ( ) → bytes

Return serialized JSON encoded bytes.

Returns :

bytes

classmethod parse ( raw : bytes ) → Any

Return a decoded object of the given cls .

Parameters :

  • cls ( type ) – The type to decode to.

  • raw ( bytes ) – The raw bytes to decode.

Returns :

Any

validate ( ) → bool

Return whether the configuration can be represented as valid JSON.

Returns :

bool

Backtest

class BacktestVenueConfig ( name : str , oms_type : str , account_type : str , starting_balances : list [ str ] , base_currency : Optional [ str ] = None , default_leverage : float = 1.0 , leverages : Optional [ dict [ str , float ] ] = None , book_type : str = 'L1_TBBO' , routing : bool = False , frozen_account : bool = False , bar_execution : bool = True , reject_stop_orders : bool = True , support_gtd_orders : bool = True , use_position_ids : bool = True , use_random_ids : bool = False , use_reduce_only : bool = True , modules : Optional [ list [ nautilus_trader.config.common.ImportableConfig ] ] = None )

Bases: NautilusConfig

Represents a venue configuration for one specific backtest engine.

dict ( ) → dict [ str , Any ]

Return a dictionary representation of the configuration.

Returns :

dict[str, Any]

classmethod fully_qualified_name ( ) → str

Return the fully qualified name for the NautilusConfig class.

Returns :

str

References

https://www.python.org/dev/peps/pep-3155/

json ( ) → bytes

Return serialized JSON encoded bytes.

Returns :

bytes

classmethod parse ( raw : bytes ) → Any

Return a decoded object of the given cls .

Parameters :

  • cls ( type ) – The type to decode to.

  • raw ( bytes ) – The raw bytes to decode.

Returns :

Any

validate ( ) → bool

Return whether the configuration can be represented as valid JSON.

Returns :

bool

class BacktestDataConfig ( catalog_path : str , data_cls : str , catalog_fs_protocol : Optional [ str ] = None , catalog_fs_storage_options : Optional [ dict ] = None , instrument_id : Optional [ str ] = None , start_time : Optional [ Union [ str , int ] ] = None , end_time : Optional [ Union [ str , int ] ] = None , filter_expr : Optional [ str ] = None , client_id : Optional [ str ] = None , metadata : Optional [ dict ] = None , bar_spec : Optional [ str ] = None , use_rust : Optional [ bool ] = False , batch_size : Optional [ int ] = 10000 )

Bases: NautilusConfig

Represents the data configuration for one specific backtest run.

dict ( ) → dict [ str , Any ]

Return a dictionary representation of the configuration.

Returns :

dict[str, Any]

classmethod fully_qualified_name ( ) → str

Return the fully qualified name for the NautilusConfig class.

Returns :

str

References

https://www.python.org/dev/peps/pep-3155/

json ( ) → bytes

Return serialized JSON encoded bytes.

Returns :

bytes

classmethod parse ( raw : bytes ) → Any

Return a decoded object of the given cls .

Parameters :

  • cls ( type ) – The type to decode to.

  • raw ( bytes ) – The raw bytes to decode.

Returns :

Any

validate ( ) → bool

Return whether the configuration can be represented as valid JSON.

Returns :

bool

class BacktestEngineConfig ( environment: ~nautilus_trader.common.Environment = Environment.BACKTEST , trader_id: str = 'BACKTESTER-001' , instance_id: ~typing.Optional[str] = None , cache: ~typing.Optional[~nautilus_trader.config.common.CacheConfig] = None , cache_database: ~typing.Optional[~nautilus_trader.config.common.CacheDatabaseConfig] = None , data_engine: ~nautilus_trader.config.common.DataEngineConfig = DataEngineConfig(time_bars_build_with_no_updates=True , time_bars_timestamp_on_close=True , validate_data_sequence=False , debug=False) , risk_engine: ~nautilus_trader.config.common.RiskEngineConfig = RiskEngineConfig(bypass=False , max_order_submit_rate='100/00:00:01' , max_order_modify_rate='100/00:00:01' , max_notional_per_order={} , debug=False) , exec_engine: ~nautilus_trader.config.common.ExecEngineConfig = ExecEngineConfig(load_cache=True , allow_cash_positions=True , debug=False) , emulator: ~typing.Optional[~nautilus_trader.config.common.OrderEmulatorConfig] = None , streaming: ~typing.Optional[~nautilus_trader.config.common.StreamingConfig] = None , catalog: ~typing.Optional[~nautilus_trader.config.common.DataCatalogConfig] = None , actors: list[nautilus_trader.config.common.ImportableActorConfig] = <factory> , strategies: list[nautilus_trader.config.common.ImportableStrategyConfig] = <factory> , exec_algorithms: list[nautilus_trader.config.common.ImportableExecAlgorithmConfig] = <factory> , load_state: bool = False , save_state: bool = False , loop_debug: bool = False , logging: ~typing.Optional[~nautilus_trader.config.common.LoggingConfig] = None , tracing: ~typing.Optional[~nautilus_trader.config.common.TracingConfig] = None , timeout_connection: float = 10.0 , timeout_reconciliation: float = 10.0 , timeout_portfolio: float = 10.0 , timeout_disconnection: float = 10.0 , timeout_post_stop: float = 10.0 , run_analysis: bool = True )

Bases: NautilusKernelConfig

Configuration for BacktestEngine instances.

Parameters :

  • trader_id ( str ) – The trader ID for the node (must be a name and ID tag separated by a hyphen).

  • log_level ( str , default "INFO" ) – The stdout log level for the node.

  • loop_debug ( bool , default False ) – If the asyncio event loop should be in debug mode.

  • cache ( CacheConfig , optional ) – The cache configuration.

  • cache_database ( CacheDatabaseConfig , optional ) – The cache database configuration.

  • data_engine ( DataEngineConfig , optional ) – The live data engine configuration.

  • risk_engine ( RiskEngineConfig , optional ) – The live risk engine configuration.

  • exec_engine ( ExecEngineConfig , optional ) – The live execution engine configuration.

  • streaming ( StreamingConfig , optional ) – The configuration for streaming to feather files.

  • strategies ( list [ ImportableStrategyConfig ] ) – The strategy configurations for the node.

  • actors ( list [ ImportableActorConfig ] ) – The actor configurations for the node.

  • load_state ( bool , default True ) – If trading strategy state should be loaded from the database on start.

  • save_state ( bool , default True ) – If trading strategy state should be saved to the database on stop.

  • bypass_logging ( bool , default False ) – If logging should be bypassed.

  • run_analysis ( bool , default True ) – If post backtest performance analysis should be run.

dict ( ) → dict [ str , Any ]

Return a dictionary representation of the configuration.

Returns :

dict[str, Any]

classmethod fully_qualified_name ( ) → str

Return the fully qualified name for the NautilusConfig class.

Returns :

str

References

https://www.python.org/dev/peps/pep-3155/

json ( ) → bytes

Return serialized JSON encoded bytes.

Returns :

bytes

classmethod parse ( raw : bytes ) → Any

Return a decoded object of the given cls .

Parameters :

  • cls ( type ) – The type to decode to.

  • raw ( bytes ) – The raw bytes to decode.

Returns :

Any

validate ( ) → bool

Return whether the configuration can be represented as valid JSON.

Returns :

bool

class BacktestRunConfig ( engine : Optional [ BacktestEngineConfig ] = None , venues : Optional [ list [ nautilus_trader.config.backtest.BacktestVenueConfig ] ] = None , data : Optional [ list [ nautilus_trader.config.backtest.BacktestDataConfig ] ] = None , batch_size_bytes : Optional [ int ] = None )

Bases: NautilusConfig

Represents the configuration for one specific backtest run.

This includes a backtest engine with its actors and strategies, with the external inputs of venues and data.

Parameters :

  • engine ( BacktestEngineConfig , optional ) – The backtest engine configuration (represents the core system kernel).

  • venues ( list [ BacktestVenueConfig ] ) – The venue configurations for the backtest run.

  • data ( list [ BacktestDataConfig ] ) – The data configurations for the backtest run.

  • batch_size_bytes ( optional ) – The batch block size in bytes (will then run in streaming mode).

dict ( ) → dict [ str , Any ]

Return a dictionary representation of the configuration.

Returns :

dict[str, Any]

classmethod fully_qualified_name ( ) → str

Return the fully qualified name for the NautilusConfig class.

Returns :

str

References

https://www.python.org/dev/peps/pep-3155/

json ( ) → bytes

Return serialized JSON encoded bytes.

Returns :

bytes

classmethod parse ( raw : bytes ) → Any

Return a decoded object of the given cls .

Parameters :

  • cls ( type ) – The type to decode to.

  • raw ( bytes ) – The raw bytes to decode.

Returns :

Any

validate ( ) → bool

Return whether the configuration can be represented as valid JSON.

Returns :

bool

parse_filters_expr ( s : Optional [ str ] )

Parse a pyarrow.dataset filter expression from a string. 

>>> parse_filters_expr('field("Currency") == "CHF"')
<pyarrow.dataset.Expression (Currency == "CHF")>

>>> parse_filters_expr("print('hello')")

>>> parse_filters_expr("None")

Live

class LiveDataEngineConfig ( time_bars_build_with_no_updates : bool = True , time_bars_timestamp_on_close : bool = True , validate_data_sequence : bool = False , debug : bool = False , qsize : int = 100000 )

Bases: DataEngineConfig

Configuration for LiveDataEngine instances.

Parameters :

qsize ( PositiveInt , default 100_000 ) – The queue size for the engines internal queue buffers.

dict ( ) → dict [ str , Any ]

Return a dictionary representation of the configuration.

Returns :

dict[str, Any]

classmethod fully_qualified_name ( ) → str

Return the fully qualified name for the NautilusConfig class.

Returns :

str

References

https://www.python.org/dev/peps/pep-3155/

json ( ) → bytes

Return serialized JSON encoded bytes.

Returns :

bytes

classmethod parse ( raw : bytes ) → Any

Return a decoded object of the given cls .

Parameters :

  • cls ( type ) – The type to decode to.

  • raw ( bytes ) – The raw bytes to decode.

Returns :

Any

validate ( ) → bool

Return whether the configuration can be represented as valid JSON.

Returns :

bool

class LiveRiskEngineConfig ( bypass: bool = False , max_order_submit_rate: str = '100/00:00:01' , max_order_modify_rate: str = '100/00:00:01' , max_notional_per_order: dict[str , int] = <factory> , debug: bool = False , qsize: int = 100000 )

Bases: RiskEngineConfig

Configuration for LiveRiskEngine instances.

Parameters :

qsize ( PositiveInt , default 100_000 ) – The queue size for the engines internal queue buffers.

dict ( ) → dict [ str , Any ]

Return a dictionary representation of the configuration.

Returns :

dict[str, Any]

classmethod fully_qualified_name ( ) → str

Return the fully qualified name for the NautilusConfig class.

Returns :

str

References

https://www.python.org/dev/peps/pep-3155/

json ( ) → bytes

Return serialized JSON encoded bytes.

Returns :

bytes

classmethod parse ( raw : bytes ) → Any

Return a decoded object of the given cls .

Parameters :

  • cls ( type ) – The type to decode to.

  • raw ( bytes ) – The raw bytes to decode.

Returns :

Any

validate ( ) → bool

Return whether the configuration can be represented as valid JSON.

Returns :

bool

class LiveExecEngineConfig ( load_cache : bool = True , allow_cash_positions : bool = True , debug : bool = False , reconciliation : bool = True , reconciliation_lookback_mins : Optional [ int ] = None , filter_unclaimed_external_orders : bool = False , filter_position_reports : bool = False , inflight_check_interval_ms : int = 2000 , inflight_check_threshold_ms : int = 5000 , qsize : int = 100000 )

Bases: ExecEngineConfig

Configuration for LiveExecEngine instances.

The purpose of the in-flight order check is for live reconciliation, events emitted from the exchange may have been lost at some point - leaving an order in an intermediate state, the check can recover these events via status reports.

Parameters :

  • reconciliation ( bool , default True ) – If reconciliation is active at start-up.

  • reconciliation_lookback_mins ( NonNegativeInt , optional ) – The maximum lookback minutes to reconcile state for. If None or 0 then will use the maximum lookback available from the venues.

  • filter_unclaimed_external_orders ( bool , default False ) – If unclaimed order events with an EXTERNAL strategy ID should be filtered/dropped.

  • filter_position_reports ( bool , default False ) – If ` PositionStatusReport`s are filtered from reconciliation. This may be applicable when other nodes are trading the same instrument(s), on the same account - which could cause conflicts in position status.

  • inflight_check_interval_ms ( NonNegativeInt , default 2_000 ) – The interval (milliseconds) between checking whether in-flight orders have exceeded their time-in-flight threshold. This should not be set less than the inflight_check_interval_ms .

  • inflight_check_threshold_ms ( NonNegativeInt , default 5_000 ) – The threshold (milliseconds) beyond which an in-flight orders status is checked with the venue. As a rule of thumb, you shouldn’t consider reducing this setting unless you are colocated with the venue (to avoid the potential for race conditions).

  • qsize ( PositiveInt , default 100_000 ) – The queue size for the engines internal queue buffers.

dict ( ) → dict [ str , Any ]

Return a dictionary representation of the configuration.

Returns :

dict[str, Any]

classmethod fully_qualified_name ( ) → str

Return the fully qualified name for the NautilusConfig class.

Returns :

str

References

https://www.python.org/dev/peps/pep-3155/

json ( ) → bytes

Return serialized JSON encoded bytes.

Returns :

bytes

classmethod parse ( raw : bytes ) → Any

Return a decoded object of the given cls .

Parameters :

  • cls ( type ) – The type to decode to.

  • raw ( bytes ) – The raw bytes to decode.

Returns :

Any

validate ( ) → bool

Return whether the configuration can be represented as valid JSON.

Returns :

bool

class RoutingConfig ( default : bool = False , venues : Optional [ frozenset [ str ] ] = None )

Bases: NautilusConfig

Configuration for live client message routing.

Parameters :

  • default ( bool ) – If the client should be registered as the default routing client (when a specific venue routing cannot be found).

  • venues ( list [ str ] , optional ) – The venues to register for routing.

dict ( ) → dict [ str , Any ]

Return a dictionary representation of the configuration.

Returns :

dict[str, Any]

classmethod fully_qualified_name ( ) → str

Return the fully qualified name for the NautilusConfig class.

Returns :

str

References

https://www.python.org/dev/peps/pep-3155/

json ( ) → bytes

Return serialized JSON encoded bytes.

Returns :

bytes

classmethod parse ( raw : bytes ) → Any

Return a decoded object of the given cls .

Parameters :

  • cls ( type ) – The type to decode to.

  • raw ( bytes ) – The raw bytes to decode.

Returns :

Any

validate ( ) → bool

Return whether the configuration can be represented as valid JSON.

Returns :

bool

class LiveDataClientConfig ( handle_revised_bars : bool = False , instrument_provider : InstrumentProviderConfig = InstrumentProviderConfig(load_all=False, load_ids=None, filters=None, filter_callable=None, log_warnings=True) , routing : RoutingConfig = RoutingConfig(default=False, venues=None) )

Bases: NautilusConfig

Configuration for LiveDataClient instances.

Parameters :

  • handle_revised_bars ( bool ) – If DataClient will emit bar updates as soon new bar opens.

  • instrument_provider ( InstrumentProviderConfig ) – The clients instrument provider configuration.

  • routing ( RoutingConfig ) – The clients message routing config.

dict ( ) → dict [ str , Any ]

Return a dictionary representation of the configuration.

Returns :

dict[str, Any]

classmethod fully_qualified_name ( ) → str

Return the fully qualified name for the NautilusConfig class.

Returns :

str

References

https://www.python.org/dev/peps/pep-3155/

json ( ) → bytes

Return serialized JSON encoded bytes.

Returns :

bytes

classmethod parse ( raw : bytes ) → Any

Return a decoded object of the given cls .

Parameters :

  • cls ( type ) – The type to decode to.

  • raw ( bytes ) – The raw bytes to decode.

Returns :

Any

validate ( ) → bool

Return whether the configuration can be represented as valid JSON.

Returns :

bool

class LiveExecClientConfig ( instrument_provider : InstrumentProviderConfig = InstrumentProviderConfig(load_all=False, load_ids=None, filters=None, filter_callable=None, log_warnings=True) , routing : RoutingConfig = RoutingConfig(default=False, venues=None) )

Bases: NautilusConfig

Configuration for LiveExecutionClient instances.

Parameters :
dict ( ) → dict [ str , Any ]

Return a dictionary representation of the configuration.

Returns :

dict[str, Any]

classmethod fully_qualified_name ( ) → str

Return the fully qualified name for the NautilusConfig class.

Returns :

str

References

https://www.python.org/dev/peps/pep-3155/

json ( ) → bytes

Return serialized JSON encoded bytes.

Returns :

bytes

classmethod parse ( raw : bytes ) → Any

Return a decoded object of the given cls .

Parameters :

  • cls ( type ) – The type to decode to.

  • raw ( bytes ) – The raw bytes to decode.

Returns :

Any

validate ( ) → bool

Return whether the configuration can be represented as valid JSON.

Returns :

bool

class TradingNodeConfig ( environment: ~nautilus_trader.common.Environment = Environment.LIVE , trader_id: str = 'TRADER-001' , instance_id: ~typing.Optional[str] = None , cache: ~typing.Optional[~nautilus_trader.config.common.CacheConfig] = None , cache_database: ~typing.Optional[~nautilus_trader.config.common.CacheDatabaseConfig] = None , data_engine: ~nautilus_trader.config.live.LiveDataEngineConfig = LiveDataEngineConfig(time_bars_build_with_no_updates=True , time_bars_timestamp_on_close=True , validate_data_sequence=False , debug=False , qsize=100000) , risk_engine: ~nautilus_trader.config.live.LiveRiskEngineConfig = LiveRiskEngineConfig(bypass=False , max_order_submit_rate='100/00:00:01' , max_order_modify_rate='100/00:00:01' , max_notional_per_order={} , debug=False , qsize=100000) , exec_engine: ~nautilus_trader.config.live.LiveExecEngineConfig = LiveExecEngineConfig(load_cache=True , allow_cash_positions=True , debug=False , reconciliation=True , reconciliation_lookback_mins=None , filter_unclaimed_external_orders=False , filter_position_reports=False , inflight_check_interval_ms=2000 , inflight_check_threshold_ms=5000 , qsize=100000) , emulator: ~typing.Optional[~nautilus_trader.config.common.OrderEmulatorConfig] = None , streaming: ~typing.Optional[~nautilus_trader.config.common.StreamingConfig] = None , catalog: ~typing.Optional[~nautilus_trader.config.common.DataCatalogConfig] = None , actors: list[nautilus_trader.config.common.ImportableActorConfig] = <factory> , strategies: list[nautilus_trader.config.common.ImportableStrategyConfig] = <factory> , exec_algorithms: list[nautilus_trader.config.common.ImportableExecAlgorithmConfig] = <factory> , load_state: bool = False , save_state: bool = False , loop_debug: bool = False , logging: ~typing.Optional[~nautilus_trader.config.common.LoggingConfig] = None , tracing: ~typing.Optional[~nautilus_trader.config.common.TracingConfig] = None , timeout_connection: float = 10.0 , timeout_reconciliation: float = 10.0 , timeout_portfolio: float = 10.0 , timeout_disconnection: float = 10.0 , timeout_post_stop: float = 10.0 , data_clients: dict[str , nautilus_trader.config.live.LiveDataClientConfig] = <factory> , exec_clients: dict[str , nautilus_trader.config.live.LiveExecClientConfig] = <factory> , heartbeat_interval: ~typing.Optional[float] = None )

Bases: NautilusKernelConfig

Configuration for TradingNode instances.

Parameters :

  • trader_id ( str , default "TRADER-000" ) – The trader ID for the node (must be a name and ID tag separated by a hyphen).

  • cache ( CacheConfig , optional ) – The cache configuration.

  • cache_database ( CacheDatabaseConfig , optional ) – The cache database configuration.

  • data_engine ( LiveDataEngineConfig , optional ) – The live data engine configuration.

  • risk_engine ( LiveRiskEngineConfig , optional ) – The live risk engine configuration.

  • exec_engine ( LiveExecEngineConfig , optional ) – The live execution engine configuration.

  • streaming ( StreamingConfig , optional ) – The configuration for streaming to feather files.

  • data_clients ( dict [ str , ImportableConfig | LiveDataClientConfig ] , optional ) – The data client configurations.

  • exec_clients ( dict [ str , ImportableConfig | LiveExecClientConfig ] , optional ) – The execution client configurations.

  • heartbeat_interval ( PositiveFloat , optional ) – The heartbeat interval (seconds) to use for trading node health.

dict ( ) → dict [ str , Any ]

Return a dictionary representation of the configuration.

Returns :

dict[str, Any]

classmethod fully_qualified_name ( ) → str

Return the fully qualified name for the NautilusConfig class.

Returns :

str

References

https://www.python.org/dev/peps/pep-3155/

json ( ) → bytes

Return serialized JSON encoded bytes.

Returns :

bytes

classmethod parse ( raw : bytes ) → Any

Return a decoded object of the given cls .

Parameters :

  • cls ( type ) – The type to decode to.

  • raw ( bytes ) – The raw bytes to decode.

Returns :

Any

validate ( ) → bool

Return whether the configuration can be represented as valid JSON.

Returns :

bool