Pinned
Production-grade trading engine.
Rust-native. Open source.
Deterministic event-driven core.
Research-to-live parity.
NautilusTrader
29 posts
NautilusTrader
@NautilusTrader
Production-grade trading engine • Rust-native • Open source • Deterministic event-driven core • Research-to-live parity
Joined March 2024
- New tutorial: grid market making on @BitMEX XBTUSD. Backtest the shipped strategy on free Tardis quote data, then run the same config live in Rust. Built around the deadman's switch: a server-side cancel-all timer the engine refreshes on a schedule, so a dropped connectionThe same backtest config runs live with no rewrite: backtest the GridMarketMaker on Tardis data, then point the same parameters at a Rust LiveNode with the deadman's switch armed. The adapter also fans order submits across parallel connections for redundancy.
- Replying to @NautilusTraderWhen we add a venue adapter, we look for primitives that make live trading safer to run. BitMEX gives the engine two it uses directly: a server-side cancel-all timer that clears your orders if the client goes dark, and redundant order submission across parallel connections.
- NautilusTrader just crossed 1.5M downloads. 269k in the last 30 days alone. Thank you to everyone building with us. The best is ahead. pepy.tech/projects/nauti…
- NautilusTrader reposted
The industry is waking up to the sustainability of options yield. Unlike traditional yield farming, it's more nuanced; selling vol, managing delta, hedging. If you've wanted to run options yield strategies onchain, our partners at @NautilusTrader just put together a guide that
- NautilusTrader repostedDerive is integrating with @NautilusTrader. Systematic traders can now access Derive markets through an open-source trading engine built for research, backtesting and live execution. Spot, perps and options are supported from the initial integration.
- On-chain volume attributed to NautilusTrader across @HyperliquidX and @Polymarket now over $100 million. $56 million in the past two weeks. These are 2 of the 15 venues we support. Two more DEX venues land soon. Live stats: nautilustrader.io/resources/stats
- The engine is open source by design. You and your auditors can read its logic and trace what it does, rather than trust a black box. The higher the stakes, the more transparency matters. github.com/nautechsystems…
GIF - When an engine touches live capital, you should be able to prove what you're running, not take it on trust. NautilusTrader ships reproducible, signed builds with SLSA Build Level 3 provenance. Verify any release yourself. nautilustrader.io/security/suppl…
GIF - Information-driven De Prado bars, VPIN, and Hurst on Kraken. End-to-end out of the box available now, and the same code runs in backtest and live:Information-driven bars sample by content rather than clock time. A quiet hour might generate no new bars; a burst at the London open can generate many. @lopezdeprado spent chapters on why it gives better-behaved inputs for systematic work.
- NautilusTrader reposted
Open-source algo trading on Kraken Futures keeps leveling up 🚀 @NautilusTrader just dropped a full Rust walkthrough: Hurst/VPIN on our BTC perp, from sim to live 👀Information-driven De Prado bars, VPIN, and Hurst on Kraken. End-to-end out of the box available now, and the same code runs in backtest and live: nautilustrader.io/docs/nightly/t… - Replying to @NautilusTraderThe @krakenpro adapter used in the tutorial is first-class in the engine and implemented in @rustlang, same interface as every other venue adapter:
- The clock in NautilusTrader does more than return timestamps. It defines how time enters the engine: as monotonic nanosecond timestamps, as scheduled events, and as a dependency shared across backtesting and live trading. This allows timer-driven logic to run against historical
