Crate nautilus_interactive_brokers 

NautilusTrader adapter for Interactive Brokers.

The nautilus-interactive-brokers crate provides client bindings for the Interactive Brokers TWS API using the rust-ibapi library, with full integration into NautilusTrader’s data and execution infrastructure.

Platform

NautilusTrader is an open-source, high-performance, production-grade algorithmic trading platform, providing quantitative traders with the ability to backtest portfolios of automated trading strategies on historical data with an event-driven engine, and also deploy those same strategies live, with no code changes.

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 (used with python).

Modules

common

Common functionality shared across the Interactive Brokers adapter.

config

Configuration types for the Interactive Brokers adapter.

data

Interactive Brokers data client implementation.

error

Error types and classification for the Interactive Brokers adapter.

execution

Execution client implementation for Interactive Brokers.

gateway

Gateway management for Interactive Brokers Docker containers.

historical

Historical data client for Interactive Brokers.

providers

Instrument provider for Interactive Brokers.

python

Python bindings from pyo3.