Concepts

Welcome to NautilusTrader!

Explore the foundational concepts of NautilusTrader through the following guides.

Overview

The Overview guide covers the main use cases for the platform.

Architecture

The Architecture guide dives deep into the foundational principles, structures, and designs that underpin the platform. Whether you’re a developer, system architect, or just curious about the inner workings of NautilusTrader.

Strategies

The heart of the NautilusTrader user experience is in writing and working with trading strategies. The Strategies guide covers how to implement trading strategies for the platform.

Instruments

The Instrument base class represents the core specification for any tradable asset/contract.

Orders

The Orders guide provides more details about the available order types for the platform, along with the execution instructions supported for each.

Execution

NautilusTrader can handle trade execution and order management for multiple strategies and venues simultaneously (per instance). Several interacting components are involved in execution, making it crucial to understand the possible flows of execution messages (commands and events).

Backtesting

Backtesting with NautilusTrader is a methodical simulation process that replicates trading activities using a specific system implementation.

Data

The NautilusTrader platform defines a range of built-in data types crafted specifically to represent a trading domain

Adapters

The NautilusTrader design allows for integrating data providers and/or trading venues through adapter implementations, these can be found in the top level adapters subpackage.

Logging

The platform provides logging for both backtesting and live trading using a high-performance logger implemented in Rust.

Message Bus

The heart of the communication channels between components, providing decoupled messaging patterns such as point-to-point, publish/subscribe and request/response.

Advanced

Here you will find more detailed documentation and examples covering the more advanced features and functionality of the platform.

Note

The API Reference documentation should be considered the source of truth for the platform. If there are any discrepancies between concepts described here and the API Reference, then the API Reference should be considered the correct information. We are working to ensure that concepts stay up-to-date with the API Reference and will be introducing doc tests in the near future to help with this.