nautilus-sandbox

NautilusTrader sandbox execution adapter for paper trading.

The nautilus-sandbox crate provides a simulated execution client that uses the OrderMatchingEngine to simulate order execution against live market data. This enables paper trading and strategy testing in real-time without actual order execution on exchanges.

Features

Paper trading against live market data from any data source.
Full order matching simulation using the production-grade OrderMatchingEngine.
Support for all order types (market, limit, stop, etc.).
Configurable fill models and fee models.
Account balance and position tracking.
Support for both cash and margin account types.

NautilusTrader

NautilusTrader is an open-source, production-grade, Rust-native engine for multi-asset, multi-venue trading systems.

The system spans research, deterministic simulation, and live execution within a single event-driven architecture, providing research-to-live semantic parity.

Feature flags

This crate provides feature flags to control source code inclusion during compilation:

python: Enables Python bindings from PyO3.
extension-module: Builds as a Python extension module.

High-precision mode (128-bit value types) is enabled by default.

Documentation

See the docs for more detailed usage.

License

The source code for NautilusTrader is available on GitHub under the GNU Lesser General Public License v3.0.

NautilusTrader™ is developed and maintained by Nautech Systems, a technology company specializing in the development of high-performance trading systems. For more information, visit https://nautilustrader.io.

Use of this software is subject to the Disclaimer.