Crate nautilus_binance 

NautilusTrader adapter for the Binance cryptocurrency exchange.

The nautilus-binance crate provides client bindings (HTTP & WebSocket), data models, and helper utilities that wrap the official Binance API. Live data and execution clients are available for:

• Spot markets, including Binance US (api.binance.com)
• USD-M Futures (fapi.binance.com)
• COIN-M Futures (dapi.binance.com)

The crate also includes shared enums, endpoint constants, URL routing, and credential plumbing for adjacent Binance surfaces such as Margin and European Options. Those surfaces do not have live data or execution clients in this crate.

The official Binance API reference can be found at https://binance-docs.github.io/apidocs/.

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 (Rust-only builds vs. Python bindings through PyO3).

• python: Enables Python bindings via PyO3.
• extension-module: Builds as a Python extension module (used together with python).

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

Documentation

See https://docs.rs/nautilus-binance for the latest API documentation.

Modules

arrow

Arrow serialization for Binance adapter types.

common

Common types, constants, and utilities for the Binance adapter.

config

Binance adapter configuration structures.

data_types

Binance-specific custom data types.

factories

Factory functions for creating Binance clients and components.

futures

Binance Futures adapter components.

python

Python bindings for the Binance adapter.

spot

Binance Spot market adapter with full SBE (Simple Binary Encoding) support.