nautilus_databento/lib.rs
1// -------------------------------------------------------------------------------------------------
2// Copyright (C) 2015-2026 Nautech Systems Pty Ltd. All rights reserved.
3// https://nautechsystems.io
4//
5// Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
6// You may not use this file except in compliance with the License.
7// You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
8//
9// Unless required by applicable law or agreed to in writing, software
10// distributed under the License is distributed on an "AS IS" BASIS,
11// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
12// See the License for the specific language governing permissions and
13// limitations under the License.
14// -------------------------------------------------------------------------------------------------
15
16//! [NautilusTrader](https://nautilustrader.io) adapter for [Databento](https://databento.com).
17//!
18//! The `nautilus-databento` crate provides a complete integration with the Databento API for
19//! accessing institutional-grade market data feeds across multiple venues and asset classes.
20//!
21//! # NautilusTrader
22//!
23//! [NautilusTrader](https://nautilustrader.io) is an open-source, production-grade, Rust-native
24//! engine for multi-asset, multi-venue trading systems.
25//!
26//! The system spans research, deterministic simulation, and live execution within a single
27//! event-driven architecture, providing research-to-live semantic parity.
28//!
29//! # Feature Flags
30//!
31//! This crate provides feature flags to control source code inclusion during compilation,
32//! depending on the intended use case:
33//!
34//! - `live` (default): Enables live data functionality including the `data`, `factories`, and `live` modules.
35//! - `python`: Enables Python bindings from [PyO3](https://pyo3.rs).
36//! - `extension-module`: Builds as a Python extension module.
37//! - `high-precision`: Enables [high-precision mode](https://nautilustrader.io/docs/nightly/getting_started/installation#precision-mode) to use 128-bit value types.
38
39#![warn(rustc::all)]
40#![deny(unsafe_code)]
41#![deny(nonstandard_style)]
42#![deny(missing_debug_implementations)]
43#![deny(clippy::missing_errors_doc)]
44#![deny(clippy::missing_panics_doc)]
45#![deny(rustdoc::broken_intra_doc_links)]
46
47pub mod common;
48pub mod decode;
49pub mod enums;
50pub mod historical;
51pub mod loader;
52pub mod symbology;
53pub mod types;
54
55#[cfg(feature = "arrow")]
56pub mod arrow;
57
58#[cfg(feature = "python")]
59pub mod python;
60
61#[cfg(feature = "live")]
62pub mod data;
63
64#[cfg(feature = "live")]
65pub mod factories;
66
67#[cfg(feature = "live")]
68pub mod live;