28.6k stars · LGPL-3.0 · v1.231.0 (2026-08-02)
Production-grade Rust-native event-driven trading engine with a Python API — the same code backtests and trades live.
▶Repo detailsthe review · specs · pros & cons · install
What it is
A trading platform with its core written in Rust and its strategies written in Python. It processes events in a strict order and can replay historical data at the tick level, which is the most detailed record of what actually happened.What it is good for. Anybody who intends to run a strategy with real money. The usual failure is not a bad idea; it is a test that was kinder than reality. This engine models order queues, partial fills and delays, so the test hurts in the same places the market will.For ScalpingMate the connection is exact. Scalping lives on small margins, which is where a flattering backtest does the most damage, and this is one of the few open engines built to stop that.
- The same strategy code backtests and trades live, so the two cannot drift apart.
- Rust underneath means it is fast enough for tick-level work.
- Many venues are supported, and adding another is a documented job rather than a rewrite.
- LGPL-3.0. You may use it in a closed product, but if you modify the library itself you must publish those modifications. Read the terms before you change its internals.
- The learning curve is real. Expect weeks before your first honest result, and expect to read the source.
- It is still marked Beta, and the interfaces do change between versions. Pin the version you use.
source venv/bin/activate pip install -U nautilus_trader # Documentation: https://nautilustrader.io/docs/