nautilus_trader

NautilusTrader is an open source engine for building and running algorithmic trading systems. Strategy logic lives in Python, and a compiled Rust core underneath handles event processing and order execution with nanosecond-resolution timing. The same strategy code runs in backtest and in live trading, so what you tested is what you ship. LGPL-3.0, nothing in the repository is gated.

That research-to-live parity is the reason to pick it over a backtest-only framework, and it is the failure mode that kills most homegrown systems. Setup is not a weekend. You supply market data, wire up broker or exchange adapters, and run your own infrastructure for anything live. The project is also mid-migration to a Rust-native v2 runtime with PyO3 bindings, and v1 now gets critical security backports only, so start new work on v2.

Solo quants and small teams who can operate their own boxes are the audience. If all you need is exchange connectivity, ccxt (ccxt/ccxt) is the much smaller building block. Nautilus is what you pick when the accuracy of the fill model is the thing you are betting on.

The catch: the free ride may be ending at the edges. Nautech has announced a Pro subscription of Docker images adding a live dashboard, prebuilt execution algorithms, and sub-microsecond IPC, plus a managed Cloud Platform and an Institutional tier. All three say coming soon and none publishes a price. The core engine is still complete and still LGPL, but plan on the good operational tooling living behind a subscription.