NautilusTrader Skill

High-performance algorithmic trading platform with event-driven architecture. Identical code for backtesting and live trading. Rust/Cython core with Python bindings.

Always consult official docs for current API - the API evolves frequently with breaking changes before v2.x.

• Docs: https://nautilustrader.io/docs/latest/

• API Reference: https://nautilustrader.io/docs/latest/api_reference/

• Source: https://github.com/nautechsystems/nautilus_trader

File Guide

Core Development

• strategy-development.md - Strategy class, lifecycle, event handlers, order submission

• backtesting.md - BacktestNode/Engine setup, fill models, data catalog

• live-trading.md - TradingNode deployment, Redis, production safety

Data & Orders

• data-models.md - QuoteTick, TradeTick, Bar, InstrumentId, BarType

• orders.md - Order types, OrderFactory, bracket orders, emulation

• cache.md - Query instruments, orders, positions, market data

Components

• actors.md - Actor base class for non-trading components

• indicators.md - Built-in indicators, registration, custom indicators

• portfolio.md - Account balances, positions, PnL calculations

• execution.md - Execution flow, risk engine, execution algorithms

Integration

• integrations.md - Binance, Bybit, Interactive Brokers status

• adapters.md - Custom adapter implementation

• architecture.md - NautilusKernel, MessageBus, engines

Reference

• examples.md - Complete working strategies

• best-practices.md - Testing, optimization, safety

• troubleshooting.md - Common issues

• installation.md - Setup, precision modes

Critical Patterns

Register indicators BEFORE subscribing:

self.register_indicator_for_bars(self.bar_type, self.ema) self.subscribe_bars(self.bar_type) # Must be after registration

Use strategy's order_factory:

order = self.order_factory.market( instrument_id=instrument_id, order_side=OrderSide.BUY, quantity=Quantity.from_str("1.0"), ) self.submit_order(order)

BarType string format:

Format: {instrument_id}-{step}-{aggregation}-{price_type}-{source}

bar_type = BarType.from_str("BTCUSDT.BINANCE-1-MINUTE-LAST-EXTERNAL")

InstrumentId format:

Format: {symbol}.{venue}

instrument_id = InstrumentId.from_str("BTCUSDT.BINANCE")

Quantity/Price from strings (avoids precision issues):

quantity = Quantity.from_str("1.5") price = Price.from_str("50000.00")

Check indicator initialization:

def on_bar(self, bar: Bar): if not self.ema.initialized: return # Safe to use self.ema.value

OMS Types

• OmsType.NETTING

• Single position per instrument (crypto-style)

• OmsType.HEDGING

• Multiple positions per instrument (traditional futures)

Account Types

• AccountType.CASH

• Spot trading

• AccountType.MARGIN

• Margin/leverage trading