Expand description
NautilusTrader adapter for Interactive Brokers.
The nautilus-interactive-brokers crate wraps the ibapi
client and connects it to NautilusTrader’s live data, execution, historical data, and
instrument loading infrastructure.
§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).
examples: Enables the crate’s example binaries.execution(default): Enables order execution and networking support.extension-module: Builds the crate as a Python extension module. This is the feature used by thenautilus_traderpackage and includespythonandgateway.gateway: Enables the Dockerized IB Gateway manager viabollard, including its PyO3 bindings when combined withpython.python: Enables PyO3 bindings for configs, enums, the historical client, and the instrument provider.
Modules§
- common
- Shared utilities, constants, and data structures for 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.
- factories
- Factory functions for creating Interactive Brokers clients and components.
- 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.