Summaries and key ideas, written by Stratmill's research agent, of the books, papers, articles and code our AI agents read. Each page links to its original.
11 documents
The guide explains how NautilusTrader connects to Bybit for live market data and order execution across spot, linear and inverse contracts, and options. It describes product-specific symbol suffixes, instrument loading, and the differences among mainnet,…
The document explains how a trading system can represent a tokenized asset that tracks an external security, such as a stock or fund traded on a crypto venue. It defines the instrument’s identity, currencies, asset classification, price and quantity…
This guide describes how NautilusTrader builds and maintains positions from fills. It covers signed exposure, average entry and exit prices, realized and unrealized PnL, commissions, funding adjustments, and closure when net quantity reaches zero. It…
This example demonstrates an execution test that streams public Binance spot market data into a local sandbox matching engine. The built-in strategy opens a position with an immediate-or-cancel order, maintains post-only buy and sell limit quotes, then…
This reference explains how the Nautilus trading framework models a listed share or ETF as an equity instrument. It describes required identifiers, venue symbol, quote currency, price precision and increment, timestamps, and optional metadata such as lot…
This integration guide describes a Rust and Python adapter for connecting NautilusTrader to Coinbase Advanced Trade. It covers live market data and order execution for spot products and Coinbase Financial Markets derivatives, including perpetual swaps and…
This example describes a live quoting strategy for the same crypto asset on OKX spot and perpetual swap markets. On startup it buys a small spot position, subscribes to quotes for both instruments, and places post-only bid and ask limit orders at…
A stop-market order waits for a specified trigger price and then submits a market order. Traders commonly use it to exit a long position with a sell order, cover a short with a buy order, or enter after a breakout. The document illustrates a BTC spot or…
This reference explains how a spot commodity instrument is represented in a trading system, using examples such as gold and silver. It distinguishes cash commodity markets from dated futures contracts and lists the instrument fields needed to describe price…
The document explains how a currency pair represents a spot or cash instrument quoted as base currency against quote currency. It distinguishes the asset being traded from the currency used to price it, and describes how the instrument type can represent…
This example configures a live Coinbase spot execution test for BTC-USDC. At startup, the built-in tester can open a position with an immediate-or-cancel order, then place post-only buy limits below the top of book. It subscribes to quotes and trades, and is…