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