nautechsystems/nautilus_trader - CodSpeed

nautilus_trader

Blog Docs Changelog

Performance History

Latest Results

Add Derive delta-neutral options strategy - Add Derive delta-neutral tutorial, plots, and env-driven runner - Add premium entry mode with quote and Greeks fallback pricing - Fix Derive trigger report mapping for take-profit stop shapes - Cover premium readiness and trigger report cases in tests

nightly

4 hours ago

Harden Kraken Spot L2 books - Emit `Clear` and snapshot flags for Kraken Spot L2 snapshots - Track L2 shadow books to prune beyond subscribed depth - Validate, default, and roll back Spot book depth state - Add Rust and PyO3 coverage for L2 snapshot and depth flows

nightly

1 day ago

Fix Lighter position snapshot reconciliation - Treat empty Lighter position snapshots as authoritative - Emit flat reports when snapshots drop cached instruments - Cover steady-state and reconnect empty snapshot handling - Document complete-snapshot position cache semantics

nightly

2 days ago

Add backtest funding settlements in Rust - Add `FundingSettlement` and backtest settlement timers - Settle open perp positions into `PositionAdjusted` events - Replay funding rates through catalogs and `DataEngine` - Document funding flow and cover settlement paths with tests

nightly

3 days ago

Upgrade Rust - Bump rust-toolchain and workspace rust-version to 1.96.0 - Update README, docs, and RELEASES.md for the MSRV bump - Box the PostgresCacheDatabase task futures to satisfy clippy large_futures on 1.96

nightly

4 days ago

Add OKX spread market data streaming - Stream spread quotes, trades, and book snapshots over the business WS - Route spread channels by sprdId, keeping non-spread on instId - Model instCategory as an enum, fixing event-contract WS parsing - Log duplicate book subscriptions at debug instead of warn

nightly

5 days ago

Add Derive initial adapter - Add Derive data and execution clients for spot, perps, and options - Add EIP-712 signing, HTTP models, WS parsing, and referrer support - Add adapter tests, fixtures, tester examples, and docs - Add Python bindings and tester configs for Derive live nodes

nightly

6 days ago

Standardize Hyperliquid cancel command outcomes in Rust - Limit cancel rejections to structured per-order venue errors - Log local and ambiguous cancel failures for reconciliation - Cover single, batch, and cancel-all Rust paths

nightly

7 days ago

Latest Branches

-1%

[WIP] Refine sccache for CI#2172

1 year ago

ab51de3

sunlei/ci-sccache

-45%

Data migration script and guide#2173

1 year ago

75ff3be

data-migration

-42%

Port OrderEmulator to Rust#2171

1 year ago

3a4ff61

Pushkarm029:order_emulator

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