Expand description
NautilusTrader adapter for Coinbase Advanced Trade.
The nautilus-coinbase crate provides integration with the Coinbase Advanced Trade API for
trading spot, futures, and perpetuals on the Coinbase exchange.
§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, i.e. whether to provide Python bindings for the nautilus_trader Python package, or as part of a Rust only build.
python: Enables Python bindings from PyO3.extension-module: Builds as a Python extension module.
High-precision mode (128-bit value types) is enabled by default.
Re-exports§
pub use crate::config::CoinbaseDataClientConfig;pub use crate::config::CoinbaseExecClientConfig;pub use crate::data::CoinbaseDataClient;pub use crate::execution::CoinbaseExecutionClient;pub use crate::factories::CoinbaseDataClientFactory;pub use crate::factories::CoinbaseExecutionClientFactory;pub use crate::http::client::CoinbaseHttpClient;pub use crate::http::client::CoinbaseRawHttpClient;pub use crate::provider::CoinbaseInstrumentProvider;
Modules§
- common
- config
- Configuration structures for the Coinbase adapter.
- data
- Coinbase Advanced Trade data client for NautilusTrader.
- execution
- Live execution client implementation for the Coinbase Advanced Trade adapter.
- factories
- Factory functions for creating Coinbase clients and components.
- http
- provider
- Instrument provider for loading and caching Coinbase instruments.
- python
- Python bindings from
pyo3. - websocket