DST

Deterministic simulation testing (DST) runs NautilusTrader under a seed-controlled runtime so that timing-sensitive execution behavior is bitwise reproducible from a single integer. This guide explains what DST is, how NautilusTrader supports it, what guarantees the support provides, and where those guarantees stop.

The goal is a published contract that external users and auditors can verify: the determinism NautilusTrader claims is backed by source-level evidence and enforced at commit time by a pre- commit hook that runs in continuous integration.

Introduction

What DST is

DST is a testing technique for concurrent systems. A single seed fully determines an execution, including task scheduling, timer firings, and random values. Two runs with the same seed, binary, and configuration produce identical observable behavior. When a property fails, the seed is the reproduction: the same seed replays the failure every time.

Scheduling decisions in an async runtime come from ambient process state: task wake order, timer resolution, thread scheduling, hash seeds. None of that is controlled by the test harness, which is why a race that surfaces once in CI is usually hard to reproduce on demand. DST replaces those ambient sources with a seeded pseudorandom sequence, so the interleaving is a function of the seed.

FoundationDB applied the pattern to a production distributed database starting around 2009; in the Rust ecosystem, madsim intercepts tokio primitives to provide a deterministic scheduler.

The bugs DST targets are the ones that escape unit, integration, property, and acceptance testing: channel wakeup ordering, drain races at shutdown, startup sequencing, reconciliation ordering, recovery-path correctness. All involve interleavings that other test layers cannot exhaustively cover but a deterministic scheduler can explore systematically.

What this guide covers

NautilusTrader's DST support has two halves:

The contract: what the runtime guarantees under seed-controlled execution, and under which conditions.
The enforcement: the source-level seams that implement the contract and the pre-commit hook that keeps them in place.

Goals

Seed-reproducible execution for the in-scope portion of the NautilusTrader runtime.
Honest scope. The contract lists what is covered and what is not. No silent fallbacks to real wall-clock time or unseeded RNG; conditions that weaken the guarantee are enumerated.
Enforcement in source. A pre-commit hook fails commits that add banned patterns to the DST path, so the contract stays true without relying on reviewer attention.
Minimum necessary instrumentation. The seams route time, task scheduling, and randomness through a deterministic source only where the contract requires it; everything else runs unchanged.

Approach

madsim determinizes only the tokio primitives that route through its aliased submodules (time, task, runtime, signal). Wall-clock reads, monotonic reads, RNG draws, hash iteration, and select! polling bypass tokio entirely and need their own seams. Layer 1 swaps the aliased submodules for madsim; Layer 2 supplies the seams.

Layer 1: runtime swap

Under the simulation Cargo feature on nautilus-common, four tokio submodules are routed through madsim when RUSTFLAGS="--cfg madsim" is set:

time (timers, intervals, monotonic Instant).
task (spawning and joining async tasks).
runtime (the runtime builder and handle).
signal (process signals such as ctrl_c; re-export is available, call-site adoption is partial as noted under scope boundaries).

These re-exports live in nautilus_common::live::dst. DST-path call sites for time, task, and runtime import from this module rather than directly from tokio, so toggling the feature switches the async runtime in one place for the primitives that are fully routed. Under normal builds, the re-exports resolve to real tokio. Under simulation + cfg(madsim), they resolve to madsim's deterministic counterparts.

Everything else that tokio provides (sync, io, select! as a macro, fs, net) uses real tokio unconditionally. Transitive crates (tokio-tungstenite, tokio-rustls, reqwest) are unaffected.

Layer 2: nondeterminism substitution

Nondeterminism outside the async runtime is redirected through explicit seams:

Wall-clock reads go through nautilus_core::time::duration_since_unix_epoch. Under simulation this routes to madsim::time::TimeHandle::try_current(), preserving Unix-epoch semantics for order and fill timestamps. When called outside a madsim runtime (plain #[rstest] test bodies), it falls back to SystemTime::now(), which under cfg(madsim) is libc-intercepted to the same real syscall a normal build would use. Production paths under simulation always run inside a runtime, so they continue to receive virtual time.
Monotonic reads go through nautilus_common::live::dst::time::Instant. The type resolves to tokio::time::Instant on normal builds (for compatibility with tokio::test(start_paused) test helpers) and madsim::time::Instant under simulation.
Network-local monotonic reads go through nautilus_network::dst::time. The crate sits below nautilus-common in the dependency graph and exposes a local re-export module with the same semantics.
Hash iteration order in the reconciliation manager and the order matching engine uses IndexMap and IndexSet rather than AHashMap and AHashSet. AHash randomizes its hasher per process; insertion-order iteration is needed where order drives downstream event publication or the sequence in which a seeded FillModel RNG is consumed.
tokio::select! polling order uses the biased; modifier at every production site on the DST path. Unbiased select! polls branches in an order chosen by an unintercepted RNG.

Determinism contract

Under the conditions below, a run identified by (seed, binary hash, configuration hash) on the same platform produces bitwise-identical:

Scheduling order of async tasks.
Timer firings (virtual monotonic and virtual wall-clock).
RNG output from madsim::rand.
Channel delivery order on tokio primitives.

Required conditions

The contract holds only when all of the following are true:

The simulation Cargo feature is active and RUSTFLAGS="--cfg madsim" is set. Both are required. The feature activates the deterministic runtime; the cfg flag activates madsim's libc-level clock_gettime and getrandom intercepts. One without the other silently falls back to real tokio and breaks determinism without an error.
Every tokio::select! call site on the DST path uses the biased; modifier.
Monotonic time reads route through the DST seam (either nautilus_common::live::dst::time or nautilus_network::dst::time), not std::time::Instant::now directly.
Wall-clock time reads route through nautilus_core::time::duration_since_unix_epoch.
Randomness routes through madsim::rand. rand::thread_rng, rand::rng(), fastrand, getrandom, and OsRng are not intercepted.
Iteration-order-sensitive collections use IndexMap or IndexSet, not AHashMap or AHashSet.
tokio::task::LocalSet construction is cfg-gated out under simulation. madsim does not provide LocalSet; spawn_local works without it.
tokio::task::spawn_blocking call sites are cfg-gated or removed. A blocking call escapes the deterministic scheduler.

Static enforcement

A pre-commit hook named check-dst-conventions enforces the structural conditions in source. The hook lives at .pre-commit-hooks/check_dst_conventions.sh, runs as part of the standard pre-commit suite, and runs in continuous integration. It covers the 16 in-scope workspace crates and fails the commit when it detects any of:

Raw std::time::Instant::now() or SystemTime::now() reads, including bare forms when the enclosing file imports the type from std::time.
Raw RNG usage (rand::thread_rng, rand::rng(), fastrand::, getrandom::, OsRng) without cfg gating.
tokio::select! blocks missing biased; within the first three lines.
std::thread::spawn, std::thread::Builder::new, or tokio::task::spawn_blocking calls that lack a preceding #[cfg(test)], #[cfg(not(madsim))], or #[cfg(not(all(feature = "simulation", madsim)))] attribute.
AHashMap or AHashSet in iteration-order-sensitive files on the DST path. The full set of files is under audit; enforcement currently covers crates/live/src/manager.rs and crates/execution/src/matching_engine/engine.rs, and expands as further files are reviewed.
Direct tokio::net::TcpStream::connect / tokio::net::TcpListener::bind reaches that bypass nautilus_network::net. The seam re-exports tokio::net types under normal builds and swaps to turmoil::net under the turmoil feature, so all TCP entry points share a single cfg-gated swap point.

The hook supports two exception forms:

An inline // dst-ok marker on a specific line, typically accompanied by a short reason (for example, log-only wall-clock timing that does not affect state).
A small file-level allowlist in the hook script itself for sites classified as leave-alone in the codebase audit (log timing in the cache module, progress reporting in the DeFi module).

Test files, files under tests/, python/, and ffi/ directories, and lines inside an inline #[cfg(test)] module are excluded because they are not part of the DST path.

In-scope crates

The hook applies to the 16 workspace crates in the transitive closure of nautilus-live:

analysis, common, core, cryptography, data, execution, indicators, live, model, network, persistence, portfolio, risk, serialization, system, trading.

Adapter crates and infrastructure crates (Redis, Postgres) are out of scope. Their DST suitability requires a separate audit before they enter the DST path.

Implementation notes

Concrete changes the DST audit produced in this repository. Use this as the starting point when investigating whether a code path is on the DST path and how it routes today.

Iteration-order seams

Production sites where AHashMap / AHashSet flipped to IndexMap / IndexSet because the iteration order is observable on the DST path:

Matching engine (crates/execution/src/matching_engine/engine.rs): nine fields (execution_bar_types, execution_bar_deltas, account_ids, cached_filled_qty, bid_consumption, ask_consumption, queue_ahead, queue_excess, queue_pending). Iterated removes use .shift_remove(). Closes #3914.
Reconciliation manager (crates/live/src/manager.rs): hook-enforced, plus ReconciliationResult.orders and ReconciliationResult.fills.
Account trait (crates/model/src/accounts/): balances, balances_total, balances_free, balances_locked, starting_balances returns. Storage fields on BaseAccount and MarginAccount are IndexMap.
Position events (crates/model/src/position.rs): Position::commissions flipped to IndexMap (consumed via .values() in events/position/snapshot.rs).
Portfolio aggregation (crates/portfolio/src/portfolio.rs): unrealized_pnls, realized_pnls, net_positions storage; accumulate_mark_values builds IndexMap<Currency, f64>.
Data engine (crates/data/src/engine/): book_snapshot_counts, bar_aggregators, BookSnapshotInfos. Iterated removes use .shift_remove().
Execution engine (crates/execution/src/engine/): ExecutionEngine.clients, plus the client_ids / venues accumulators in get_clients_for_orders().
Trading algorithm (crates/trading/src/algorithm/core.rs): strategy_event_handlers (drives ordered msgbus::unsubscribe_* fan-out).
Analyzer (crates/analysis/src/analyzer.rs): account_balances, account_balances_starting.
Cache API (crates/common/src/cache/mod.rs): get_orders_for_ids and get_positions_for_ids sort their Vec returns by client_order_id / position_id before returning. Storage stays on AHashSet (set semantics).

Remaining AHashMap / AHashSet sites in the in-scope crates are lookup-only, behind concurrent shared-ownership wrappers (Arc<DashMap>, AtomicMap), or feed into commutative aggregation. Any new in-scope site that drives observable iteration order is a regression that the per-area audit guards against.

Time seams

Instant::now / SystemTime::now call sites that remain on the DST path are either inside #[cfg(test)], file-allowlisted in the hook, or carry an inline // dst-ok marker with a reason:

crates/common/src/testing.rs:81,108 wait_until / wait_until_async
crates/execution/src/engine/mod.rs:822,847 init log timing
crates/common/src/cache/mod.rs:569,904,3895 log and audit timing (file-allowlisted)
crates/model/src/defi/reporting.rs:59,123 progress logging (file-allowlisted)
crates/core/src/time.rs seam definition site (file-allowlisted)

chrono::Utc::now is hook-banned in the in-scope crates. The remaining call sites are the logging bridge and writer (scoped out under "Logging runs on real OS threads"). The crates/core/src/datetime.rs::is_within_last_24_hours helper used to reach chrono::Utc::now from non-logging paths; it now routes through nautilus_core::time::nanos_since_unix_epoch() and compares in u64 nanos directly.

Randomness seams

Production RNG sites on the DST path:

crates/core/src/uuid.rs::UUID4::new() routes through madsim::rand::thread_rng() when called inside a madsim runtime under simulation, falling back to rand::rng() outside one (and on normal builds). Production paths under simulation always run inside a runtime, so they consume seeded bytes; plain #[rstest] tests under cfg(madsim) use the host RNG. Reachable from order and event factories in nautilus-common and nautilus-risk.
crates/execution/src/models/fill.rs::default_std_rng() routes the same way. Called from ProbabilisticFillState::new() when no seed is provided. With a seed, StdRng::seed_from_u64 is deterministic by construction.
crates/execution/src/matching_engine/ids_generator.rs:167,179 uses nautilus_core::UUID4::new() for the use_random_ids path. The default ID scheme ({venue}-{raw_id}-{count}) is deterministic without it.

Allowed-with-marker: crates/network/src/backoff.rs:105 for reconnect jitter, // dst-ok (transport layer).

Tokio submodule split

madsim aliases time, task, runtime, and signal. Other tokio submodules (sync, io, select!, fs, net) stay on real tokio under simulation. Extending the swap further would require rebuilding tokio-tungstenite, tokio-rustls, and reqwest against shimmed tokio::net::TcpStream, which the audit ruled out as too invasive.

In-scope sites that touch real tokio::net / tokio::io directly:

crates/network/src/net.rs:37 re-exports tokio::net::{TcpListener, TcpStream}
crates/network/src/socket/client.rs:46,356 tokio::io::{AsyncReadExt, AsyncWriteExt}
crates/network/src/tls.rs:22 tokio::io::{AsyncRead, AsyncWrite}
crates/network/src/websocket/types.rs:26,29 aliases MaybeTlsStream<tokio::net::TcpStream>

These run on real sockets even under simulation. Channel delivery order on tokio::sync stays deterministic because the sender and receiver tasks are scheduled by the madsim executor even though the channel implementation is real.

Raw thread escape rules

Rule 4 of the hook bans raw thread spawning outside three escape cases:

#[cfg(test)] test modules.
#[cfg(not(madsim))] or #[cfg(not(all(feature = "simulation", madsim)))] production sites (e.g. the logging writer thread).
An inline // dst-ok marker.

tokio::task::LocalSet and tokio::task::spawn_blocking are not supported under madsim. The codebase audit found no production sites for either inside the in-scope crates; new sites must carry a cfg gate or // dst-ok marker.

Logging tests under simulation

The logging writer thread is cfg-gated out under simulation; under cfg(madsim) log events are dropped. Tests that init the file-logging writer would either hang or assert against an empty log file, so the affected submodules are gated out at the module boundary:

crates/common/src/logging/logger.rs::tests::serial_tests (eight tests).
crates/common/src/logging/macros.rs::tests (two tests).

logger.rs::tests::sim_tests::test_init_under_madsim_skips_writer_thread_and_forces_bypass runs under simulation and pins the gated behaviour.

Scope boundaries

The contract is deliberately narrow. The following weakenings are explicit, not oversights.

Python is not in DST scope

DST runs under a native Rust test harness. No Python interpreter starts during a DST run. The PyO3 bindings under crates/*/src/python/, the ffi/ directories, and the Python packages under nautilus_trader/ are excluded from the contract as a policy, not as a weakness. Any code reachable only from Python call paths is out of scope; any Rust path reachable from the native DST harness must satisfy the contract even if the same type is also exported to Python.

The check-dst-conventions hook encodes this policy by skipping /python/ and /ffi/ paths in the in-scope crates. Clock, RNG, and threading call sites behind those paths do not apply to the contract.

The primary objective of DST is reliability of the Rust engine itself: the order lifecycle, reconciliation, matching, risk, and execution state machines. Deterministic replay of user strategies is a later, secondary goal that becomes available once strategies are authored in Rust or run through a Rust-native test harness. In the meantime, a Python strategy that calls time.time(), issues arbitrary network requests, or relies on thread scheduling can vary its command stream between runs; the Rust core will process the varying stream deterministically, but end-to-end replay from a Python entry point is not guaranteed.

Platform-scoped

madsim's libc overrides for clock_gettime and getrandom are platform-specific. Cross-platform bitwise reproducibility is not claimed. A seed that reproduces a failure on Linux x86_64 may not reproduce on macOS aarch64.

Non-aliased dependencies escape silently

Any dependency that reaches the OS through a non-aliased path (direct libc calls, std::net bypass, crates using fastrand or OsRng) escapes the simulator without raising an error. The in-scope crates have been audited; adapter crates and infrastructure crates require their own audits before entering the DST path.

Transport-layer I/O is not simulated

tokio-tungstenite, tokio-rustls, reqwest, redis, and sqlx use real tokio internally. Under simulation, WebSocket and HTTP I/O run on real networking. This is intentional: the initial target is order lifecycle determinism, not transport fault injection. Transport-layer determinism would require per-crate madsim shims that do not exist at this time.

Test modules that drive real localhost sockets (crates/network/src/socket/client.rs::tests, ::rust_tests; crates/network/src/websocket/client.rs::tests, ::rust_tests; crates/network/tests/websocket_proxy.rs) are cfg-gated out under all(feature = "simulation", madsim) because their production code paths reach dst::time::* (madsim time primitives), which panic when called from a #[tokio::test] runtime. The retry test modules (crates/network/src/retry.rs::tests, ::proptest_tests) run under simulation: each test attribute is cfg_attr-swapped between #[tokio::test(start_paused = true)] and #[madsim::test], time reads and sleeps route through crate::dst::time, and explicit virtual-time advances go through a cfg-gated advance_clock helper so the same body covers both runtimes.

Signal handling

nautilus_common::live::dst::signal exposes a routed ctrl_c re-export. The crates/live/src/node.rs run loop routes through it, so node shutdown driven by ctrl_c is injectable from test code under cfg(madsim) via madsim::runtime::Handle::send_ctrl_c. Adapter-bin entry points still call tokio::signal::ctrl_c directly and remain scoped out.

Logging runs on real OS threads

The logging subsystem spawns a writer thread via std::thread::Builder and uses std::sync::mpsc. Under simulation, the thread is not spawned and log events are dropped. Log output is outside the determinism contract: the writer only writes, never reads or mutates simulation state.

Adapters

Adapter crates are out of scope for the initial DST contract. Each adapter has its own set of chrono::Utc::now, SystemTime::now, Uuid::new_v4, and transport-layer call sites. An adapter that enters the DST path must be audited for direct clock, RNG, and transport usage before its behavior can be covered by the contract.

Relationship to other testing layers

DST complements existing testing; it does not replace any of it.

Layer	Covers	DST relationship
Unit tests	Pure logic, calculations, parsers, transformers.	Unchanged.
Integration tests	Component interaction, I/O boundaries.	Unchanged. DST runs alongside, not in place of.
Property‑based tests	Invariants over input domains (parsers, roundtrips).	Unchanged.
Acceptance tests	End‑to‑end backtest and live scenarios.	Unchanged.
Deterministic sim (DST)	Async timing, scheduling, recovery correctness.	Adds seed‑replayable exploration.

DST's unique value is in the intersection of async concurrency and state-machine correctness. Bugs such as "a message at shutdown is dropped under a specific wakeup ordering" or "a reconciliation event is lost when iteration order reverses" are the target class. For anything else, the pre-existing test layers are the right tool.

Status

As of the current state of this repository:

Layer 1 (runtime swap) is implemented. nautilus_common::live::dst exposes routed re-exports for time, task, runtime, and signal. Production call sites for time, task, and runtime route through the seam; signal call-site adoption is partial (see "Signal handling" under "Scope boundaries").
Layer 2 (nondeterminism substitution) is implemented across the 16 in-scope crates. Seams exist for wall-clock time, monotonic time, randomness, and iteration order. The audit closures and remaining allowed call sites are enumerated under "Implementation notes".
Static enforcement via check-dst-conventions is active in pre-commit and CI. The hook covers the load-bearing conditions; the // dst-ok marker convention permits per-line exceptions when justified.
Build-and-test smoke gate under cfg(madsim) runs via the dst workflow (.github/workflows/dst.yml, invokes make cargo-test-sim). It compiles the in-scope crates with --features simulation and runs every test that is sim-compatible today. Crates that consume nautilus-model types (nautilus-common, nautilus-execution) also run a second leg with --features "simulation,high-precision" so the seam-routed code paths are exercised under both fixed-point widths (QuantityRaw / PriceRaw as u64 vs u128).
- All of nautilus-common. This leg compiles with nautilus-core/simulation propagated, so the explicit wall_clock_now cfg branch is selected for every test in the suite. Plain #[rstest] tests run outside a madsim runtime and route through the seam's SystemTime::now() fallback (the same path madsim's libc shim takes outside a runtime). The live::dst::tests::test_dst_wall_clock_advances_with_virtual_time test in this leg uses #[madsim::test] and asserts that nanos_since_unix_epoch advances with madsim::time::sleep, so virtual wall-clock behavior is validated end-to-end on the common leg.
- All of nautilus-network (transport-bound test modules are gated out at the source). Includes the seam pinning tests for sleep / timeout virtual time and the rate-limiter, plus the retry suites that exercise backoff timing under virtual time.
- All of nautilus-execution. The matching engine, fill model, and execution-engine state machines run under the deterministic scheduler with the seeded RNG.
- The cross-crate seam pinning tests in nautilus-core (wall_clock_now virtual time). Each leg runs with its own crate's --features simulation and uses #[madsim::test] where applicable, so the explicit cfg branches and virtual time are both validated.
Together this catches drift in the cfg-gated DST seams and exercises the in-scope state machines under the deterministic scheduler; it does not yet exercise determinism end-to-end.
End-to-end runtime verification (same-seed diff over an in-scope code path) is out of scope for this repository. The structural conditions (Rule 1 to Rule 6) are enforced; the claim that a seed reproduces identical observable behavior across runs is plausible from the seam design but is not yet verified by a regression gate.

DST

DST