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191 dokumentov
This guide explains how to implement a custom live adapter for a trading platform using Python clients and optional Rust/PyO3 extensions. It covers data and execution client roles, factory registration, adapter-specific configuration, serialization, startup,…
This document explains how fill models shape simulated execution in NautilusTrader. With L2 or L3 data, fills use recorded price levels and sizes; with L1 data, configurable probabilities can govern fills when limit prices are touched and adverse one-tick…
A market-to-limit order begins by taking liquidity like a market order. After its first execution, any remaining quantity becomes a limit order at the price of that fill. This lets a trader pursue an immediate fill while preventing the remainder from…
The document proposes screening Chinese stocks in the metaverse theme by recent trading activity and company size, then adds a net-profit growth condition. Its final stated rules require the prior day’s turnover to exceed 8%, market capitalization to be at…
This guide explains how historical data drives a backtest and how venue book configuration affects simulated matching. It ranks inputs by detail: market-by-order depth, market-by-price depth, top-of-book quotes, trade ticks, and interval bars. More detailed…
This guide explains how a local order emulator provides stop, touched, trailing, and limit order behavior when a venue does not support those order types. Traders select quotes or trades as the trigger data; when the condition is met, the emulator converts…
This plotting script illustrates a composite quoting framework for NVDA equity-linked perpetual trading. It uses an external equity mid-price as a directional signal and the perpetual market mid-price as the quote anchor. The quote center shifts with the…
This example configures a live data node to connect to Bybit’s mainnet for linear products and stream data for a BTCUSDT instrument. A built-in data-testing actor subscribes to quotes, trades, mark prices, index prices, and funding rates, while managing the…
This Python example configures a built-in execution-testing strategy for an OKX ETH-USDT swap account. It connects live market-data and execution clients, subscribes to quotes and trades, and can open a minimum-size position with an IOC order. The strategy…
This reference maps selected runtime behaviors to implementation locations and representative Rust tests. It covers how a live execution manager handles orders that remain unacknowledged after retries, when unresolved submissions may be retained, and how…
This design document sets out policies for building a trading system around data integrity, controlled failure, and verifiable behavior. It prioritizes reliability, then performance, modularity, testability, maintainability, and deployability. Invalid…
This tutorial demonstrates replaying Bybit’s depth-500 order book deltas in a NautilusTrader backtest. It loads a daily archive or a small sample, converts the records into instrument-specific order book events, writes them to a Parquet catalog, and…
This technical guide explains how NautilusTrader connects to Polymarket’s central limit order book for binary outcome tokens. It outlines market data and execution components, wallet signature types, pUSD collateral, allowance setup, session keys, and…
This reference explains how a crypto perpetual futures instrument is represented in a trading system. A perpetual swap has no expiration and tracks a crypto asset, while its metadata records identifiers, base, quote, and settlement currencies, inverse…
This example demonstrates how signal delivery behaves when an actor publishes another signal from inside its own signal callback. A backtest engine runs a publishing actor, an optional second subscriber, and an initial publisher. The first actor prints…
A trailing stop-limit order moves its stop trigger with favorable price changes, maintaining a set offset from a chosen market reference. Once triggered, it releases a limit order; the limit price can also adjust with the market before activation. The…
The document explains how a continuous futures series joins expiring contracts by applying cumulative price adjustments at caller-supplied roll transitions. It compares backward and forward additive spread adjustments with multiplicative ratio adjustments,…
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…
This reference explains a data structure for representing a self-contained order book snapshot with variable numbers of bid and ask levels. Each side stores orders and a corresponding count for every level, alongside the instrument identifier, event flags,…
This document explains a data model for reference indexes such as equity benchmarks and volatility indexes. An index instrument stores identifiers, its native symbol, quote currency, price and size precision, valid increments, timestamps, and optional…
A market-if-touched order waits for a specified trigger price, then submits a market order. Traders may use it to enter after a pullback or to exit a position when a target is reached. The order direction is typically opposite that of a stop trigger: for…
This document explains the event emitted when a fill establishes a position and the opening state it makes available to a strategy handler. The event captures the entry order side, current position direction, signed and open quantities, details of the…
This tutorial demonstrates a simulated USD/JPY strategy that compares 10-period and 20-period exponential moving averages on internally aggregated five-minute bid bars. A cross upward closes shorts and opens a long; a cross downward closes longs and opens a…
The document gives a brief description of the i_Trend indicator, which represents trend conditions as a colored cloud. Cloud color signals the indicated trend direction, while cloud width is presented as a measure of trend strength. The text also notes that…