Architectures / nautilustrader

NautilusTrader

A Rust-native, event-driven algorithmic trading platform whose backtest and live engines share identical execution semantics.

  • event-driven
  • backtesting
  • rust
  • multi-asset
  • live-trading

added 2026-08-15 · LGPL-3.0 · external

Use this

$ git clone https://github.com/nautechsystems/nautilus_trader

Prerequisites

tradingadvancedainoneprogrammingadvancedsetupmoderate

Details

authorsNautech Systems
originexternal
licenseLGPL-3.0
marketsmulti-asset

NautilusTrader pairs a Rust core engine with a Python control plane via PyO3 bindings, plus Cython infrastructure components. Its central design claim is research-to-live parity: the same deterministic time model and execution semantics run in both backtesting and production, so a strategy deploys without rewriting — the property that matters most when an AI agent’s backtest is the evidence for letting it trade.

It supports nanosecond-resolution historical tick data and multi-venue backtests across crypto spot and derivatives, FX, equities, futures, options, and prediction/sports-betting markets.

Categorized here as an architecture/framework rather than an agent: it is the engine an agent runs on, not a decision-making system itself.