NautilusTrader
This document describes an adapter for collecting DeFi data from EVM blockchains and making it available through a trading system’s data model. It covers historical and live block feeds, DEX pool discovery, pool event replay, snapshots, and an experimental…
CryptoDeFiExecutionMarket microstructure
NautilusTrader
This reference explains how an engine represents cash, margin, betting, and wallet accounts across backtests and live trading. It defines total, locked, and free balances and requires them to reconcile at currency precision. It also describes how pending…
Risk managementPosition sizingPortfolio constructionDerivatives pricing