---
id: nautilus-trader
version: "1.231.0"
license: LGPL-3.0-or-later
license_treatment: copyleft
maintenance: active
---

# nautilus_trader — Production-grade Rust-native trading engine with deterministic event-driven architecture

License: copyleft · Maintenance: active · Downloads: 253.6K/mo

## What it is and what it does

NautilusTrader bridges research and production trading by providing a single Rust-native event-driven runtime that executes strategies identically in both backtesting and live environments. Python serves as the control plane for strategy logic, configuration, and orchestration, while the Rust core handles deterministic execution, order management, and multi-venue coordination. The system supports research workflows using historical tick, bar, and order-book data at nanosecond resolution, then deploys the same strategy code to live trading without reimplementation.

The engine is asset-class-agnostic and connects to any venue via modular REST or WebSocket adapters. It includes advanced order types (IOC, FOK, GTC, GTD, DAY, AT_THE_OPEN, AT_THE_CLOSE), contingency orders (OCO, OUO, OTO), execution instructions (post-only, reduce-only, icebergs), and multi-venue market-making. The Rust core provides type and thread safety, optional Redis-backed persistence, and performance sufficient for AI agent training. Python bindings are provided via PyO3; the legacy Cython v1 core remains supported during the v2 release-candidate phase.

Use it for:

- Backtest multi-venue strategies on historical tick and bar data, then deploy the same code live without code changes
- Build market-making or cross-venue arbitrage strategies that coordinate orders across multiple exchanges simultaneously
- Train reinforcement learning or evolutionary strategy agents using the engine's fast deterministic runtime
- Integrate custom adapters for new venues or data providers via the modular adapter interface
- Run production trading systems with Redis-backed state persistence and type-safe Rust execution

## Worth the install?

AI-flagged interpretation of the facts above — verify before relying.

NautilusTrader is a Rust-native event-driven trading engine that runs research backtests and live trading strategies using the same deterministic code, with Python as the control plane for strategy logic.

Yes, with conditions. NautilusTrader is worth installing if you need research-to-production parity in algorithmic trading and are comfortable with Python 3.12–3.14 and LGPL-3.0-or-later licensing. Active maintenance, no known vulnerabilities, and broad platform support make it production-ready. The medium install friction (11 dependencies, compiled wheels) is typical for data-heavy trading systems. Not suitable if you require Python <3.12 or cannot accept copyleft licensing on library modifications.

## Install

pip install nautilus-trader
uv add nautilus-trader
poetry add nautilus-trader

## Installing nautilus_trader

Before you install: Medium install friction: compiled wheels available for Python 3.12–3.14 across Linux (x86_64, ARM64), macOS (ARM64), and Windows (x86_64). Active maintenance with latest release 12 days old and 25494 repository stars. Requires 11 runtime dependencies including numpy, pandas, pyarrow, and uvloop.

License in practice: Licensed under LGPL-3.0-or-later (copyleft). Any modifications to the library itself must be shared under the same license; applications using it as a dependency are not restricted, but redistribution of modified library code requires source disclosure.

Quickstart:

pip install nautilus-trader

from nautilus_trader.trading.strategy import Strategy
from nautilus_trader.core.data import Bar

# Define strategy logic in Python; engine handles execution deterministically

Requires Python 3.12–3.14; Rust 1.97.1 is used internally but not required at install time. PyO3 bindings wrap the Rust v2 runtime.

Verify before relying:

- Specific performance benchmarks (latency, throughput) for live execution vs. backtesting
- Details on supported order types beyond IOC, FOK, GTC, GTD, DAY, AT_THE_OPEN, AT_THE_CLOSE
- Current list of production-ready venue adapters and their stability status
- Persistence and recovery semantics when using optional Redis-backed state

## Package facts

- License: LGPL-3.0-or-later (copyleft)
- Python support: supports_current
- Install friction: medium
- Maintenance: active
- Downloads: 253.6K/month (top 15,000 on PyPI)
- Known vulnerabilities: none known

## Tags

algorithmic trading engine, backtesting framework, multi-venue trading system, rust trading platform, event-driven trading, research to production trading, quantitative trading framework, trading-engine, backtesting, rust-native

[View on SkillFed](https://skillfed.io/packages/nautilus-trader) · [View on PyPI](https://pypi.org/project/nautilus-trader/)