NautilusTrader Python API

NautilusTrader is an open-source, production-grade, Rust-native trading engine infrastructure for multi-asset, multi-venue trading systems.

Its Rust-native core spans research, deterministic simulation, portfolio and risk modeling, and live execution under one event-driven architecture. Python serves as the control plane for strategy logic, configuration, and orchestration, while entire systems can also be built in Rust.

NautilusTrader is engineered to minimize the gap between research and production. The same execution semantics and time model apply in both backtests and live systems, reducing deployment risk and unexpected behavior.

Modular adapters keep venue integration neutral. Current integrations span crypto venues, traditional markets, betting exchanges, and data providers, with custom adapters available for REST, WebSocket, and provider-specific APIs.

This reference covers every public module, class, method, and function in the Python framework.

Modules

Module	Description
Accounting	Account management and balance tracking
Adapters	Exchange and broker integrations
Analysis	Performance analysis and statistics
Backtest	Historical backtesting engine
Cache	In-memory data and state caching
Common	Shared components, clocks, loggers, and factories
Config	Configuration objects for system components
Core	Core primitives, datetime utilities, and UUID types
Data	Data engine, clients, and aggregation
Execution	Execution engine, clients, and algorithms
Indicators	Technical analysis indicators
Live	Live trading engine and execution
Model	Domain model: instruments, orders, events, and data
Persistence	Data persistence and catalog
Portfolio	Portfolio management
Risk	Risk engine and management
Serialization	Message serialization
System	System kernel and process management
Trading	Trading strategies and controllers