nautilus_live/python/
mod.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//! Python bindings from [PyO3](https://pyo3.rs).
17
18pub mod client;
19pub mod config;
20pub mod node;
21pub mod runtime;
22
23use nautilus_common::messages::{
24    data::{
25        SubscribeBars, SubscribeBookDeltas, SubscribeBookDepth, SubscribeCustomData,
26        SubscribeFundingRates, SubscribeIndexPrices, SubscribeInstrument, SubscribeInstrumentClose,
27        SubscribeInstrumentStatus, SubscribeInstruments, SubscribeMarkPrices,
28        SubscribeOptionGreeks, SubscribeQuotes, SubscribeTrades, UnsubscribeBars,
29        UnsubscribeBookDeltas, UnsubscribeBookDepth, UnsubscribeCustomData,
30        UnsubscribeFundingRates, UnsubscribeIndexPrices, UnsubscribeInstrument,
31        UnsubscribeInstrumentClose, UnsubscribeInstrumentStatus, UnsubscribeInstruments,
32        UnsubscribeMarkPrices, UnsubscribeOptionGreeks, UnsubscribeQuotes, UnsubscribeTrades,
33    },
34    execution::{
35        BatchCancelOrders, BatchModifyOrders, CancelAllOrders, CancelOrder, GenerateFillReports,
36        GenerateOrderStatusReport, GenerateOrderStatusReports, GeneratePositionStatusReports,
37        ModifyOrder, QueryAccount, QueryOrder, SubmitOrder, SubmitOrderList,
38    },
39};
40use nautilus_portfolio::config::PortfolioConfig;
41use pyo3::prelude::*;
42
43pyo3_stub_gen::reexport_module_members!(
44    "nautilus_trader.live",
45    "nautilus_trader.portfolio",
46    "PortfolioConfig"
47);
48
49/// Exposed through `nautilus_trader.live`.
50///
51/// # Errors
52///
53/// Returns a `PyErr` if registering any module components fails.
54#[pymodule]
55pub fn live(_: Python<'_>, m: &Bound<'_, PyModule>) -> PyResult<()> {
56    m.add_class::<runtime::ClientRuntime>()?;
57    m.add_class::<SubscribeCustomData>()?;
58    m.add_class::<SubscribeInstruments>()?;
59    m.add_class::<SubscribeInstrument>()?;
60    m.add_class::<SubscribeBookDeltas>()?;
61    m.add_class::<SubscribeBookDepth>()?;
62    m.add_class::<SubscribeQuotes>()?;
63    m.add_class::<SubscribeTrades>()?;
64    m.add_class::<SubscribeMarkPrices>()?;
65    m.add_class::<SubscribeIndexPrices>()?;
66    m.add_class::<SubscribeFundingRates>()?;
67    m.add_class::<SubscribeBars>()?;
68    m.add_class::<SubscribeInstrumentStatus>()?;
69    m.add_class::<SubscribeInstrumentClose>()?;
70    m.add_class::<SubscribeOptionGreeks>()?;
71    m.add_class::<UnsubscribeCustomData>()?;
72    m.add_class::<UnsubscribeInstruments>()?;
73    m.add_class::<UnsubscribeInstrument>()?;
74    m.add_class::<UnsubscribeBookDeltas>()?;
75    m.add_class::<UnsubscribeBookDepth>()?;
76    m.add_class::<UnsubscribeQuotes>()?;
77    m.add_class::<UnsubscribeTrades>()?;
78    m.add_class::<UnsubscribeMarkPrices>()?;
79    m.add_class::<UnsubscribeIndexPrices>()?;
80    m.add_class::<UnsubscribeFundingRates>()?;
81    m.add_class::<UnsubscribeBars>()?;
82    m.add_class::<UnsubscribeInstrumentStatus>()?;
83    m.add_class::<UnsubscribeInstrumentClose>()?;
84    m.add_class::<UnsubscribeOptionGreeks>()?;
85    m.add_class::<SubmitOrder>()?;
86    m.add_class::<SubmitOrderList>()?;
87    m.add_class::<ModifyOrder>()?;
88    m.add_class::<BatchModifyOrders>()?;
89    m.add_class::<CancelOrder>()?;
90    m.add_class::<CancelAllOrders>()?;
91    m.add_class::<BatchCancelOrders>()?;
92    m.add_class::<QueryAccount>()?;
93    m.add_class::<QueryOrder>()?;
94    m.add_class::<GenerateOrderStatusReport>()?;
95    m.add_class::<GenerateOrderStatusReports>()?;
96    m.add_class::<GenerateFillReports>()?;
97    m.add_class::<GeneratePositionStatusReports>()?;
98    client::requests::register(m)?;
99    client::responses::register(m)?;
100    m.add_class::<client::PyClientCache>()?;
101    m.add_class::<client::ClientOutput>()?;
102    m.add_class::<node::PyLiveNode>()?;
103    m.add_class::<node::PyLiveNodeHandle>()?;
104    m.add_class::<node::PyLiveNodeBuilder>()?;
105    m.add_class::<node::NodeState>()?;
106    m.add_class::<crate::config::LiveNodeConfig>()?;
107    m.add_class::<crate::config::LiveDataEngineConfig>()?;
108    m.add_class::<crate::config::LiveRiskEngineConfig>()?;
109    m.add_class::<crate::config::LiveExecutionEngineConfig>()?;
110    m.add_class::<crate::config::SubmissionRecoveryPolicy>()?;
111    m.add_class::<crate::config::PluginConfig>()?;
112    m.add_class::<crate::config::QueueMonitorConfig>()?;
113    m.add_class::<crate::config::RoutingConfig>()?;
114    m.add_class::<crate::config::InstrumentProviderConfig>()?;
115    m.add_class::<crate::config::DataClientConfig>()?;
116    m.add_class::<crate::config::ExecutionClientConfig>()?;
117    m.add_class::<PortfolioConfig>()?;
118    Ok(())
119}
nautilus_live/python/mod.rs

nautilus_live/python/
mod.rs
