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cjdsellers committed Dec 2, 2023
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5 changes: 2 additions & 3 deletions _sources/api_reference/common.md.txt
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:member-order: bysource
```

## Timer

## Message Bus
```{eval-rst}
.. automodule:: nautilus_trader.common.timer
.. automodule:: nautilus_trader.common.msgbus
:show-inheritance:
:inherited-members:
:members:
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1 change: 0 additions & 1 deletion _sources/api_reference/index.md.txt
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infrastructure.md
live.md
model/index.md
msgbus.md
persistence.md
portfolio.md
risk.md
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48 changes: 0 additions & 48 deletions _sources/api_reference/model/data.md.txt
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```{eval-rst}
.. automodule:: nautilus_trader.model.data
```

```{eval-rst}
.. automodule:: nautilus_trader.model.data.bar
:show-inheritance:
:inherited-members:
:members:
:member-order: bysource
```

```{eval-rst}
.. automodule:: nautilus_trader.model.data.book
:show-inheritance:
:inherited-members:
:members:
:member-order: bysource
```

```{eval-rst}
.. automodule:: nautilus_trader.model.data.status
:show-inheritance:
:inherited-members:
:members:
:member-order: bysource
```

```{eval-rst}
.. automodule:: nautilus_trader.model.data.tick
:show-inheritance:
:inherited-members:
:members:
:member-order: bysource
```

```{eval-rst}
.. automodule:: nautilus_trader.model.data.ticker
:show-inheritance:
:inherited-members:
:members:
:member-order: bysource
```

```{eval-rst}
.. automodule:: nautilus_trader.model.data.base
:show-inheritance:
:inherited-members:
:members:
:member-order: bysource
```
3 changes: 1 addition & 2 deletions _sources/api_reference/model/index.md.txt
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:titlesonly:
:hidden:

currency.md
book.md
data.md
events.md
identifiers.md
instruments.md
objects.md
orderbook.md
orders.md
position.md
tick_scheme.md
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```

```{eval-rst}
.. automodule:: nautilus_trader.serialization.msgpack.serializer
:show-inheritance:
:inherited-members:
:members:
:member-order: bysource
```

```{eval-rst}
.. automodule:: nautilus_trader.serialization.arrow.serializer
.. automodule:: nautilus_trader.serialization.serializer
:show-inheritance:
:inherited-members:
:members:
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2 changes: 1 addition & 1 deletion _sources/concepts/adapters.md.txt
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@@ -1,6 +1,6 @@
# Adapters

The NautilusTrader design allows for integrating data publishers and/or trading venues
The NautilusTrader design allows for integrating data providers and/or trading venues
through adapter implementations, these can be found in the top level `adapters` subpackage.

An integrations adapter is _typically_ comprised of the following main components:
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2 changes: 1 addition & 1 deletion _sources/concepts/architecture.md.txt
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Expand Up @@ -107,7 +107,7 @@ for each of these subpackages from the left nav menu.
### System implementations
- `backtest` - backtesting componentry as well as a backtest engine and node implementations
- `live` - live engine and client implementations as well as a node for live trading
- `system` - the core system kernel common between `backtest`, `sandbox`, `live` contexts
- `system` - the core system kernel common between `backtest`, `sandbox`, `live` environment contexts

## Code structure
The foundation of the codebase is the `nautilus_core` directory, containing a collection of core Rust crates including a C foreign function interface (FFI) generated by `cbindgen`.
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Expand Up @@ -20,7 +20,7 @@ Each of these data types inherits from `Data`, which defines two fields:

This inheritance ensures chronological data ordering (vital for backtesting), while also enhancing analytics.

Consistency is key; data flows through the platform in exactly the same way for all system contexts (`backtest`, `sandbox`, `live`)
Consistency is key; data flows through the platform in exactly the same way for all system environment contexts (`backtest`, `sandbox`, `live`)
primarily through the `MessageBus` to the `DataEngine` and onto subscribed or registered handlers.

For those seeking customization, the platform supports user-defined data types. Refer to the advanced [Custom/Generic data guide](advanced/custom_data.md) for more details.
Expand Down Expand Up @@ -170,7 +170,7 @@ be overwritten. To prevent data loss, ensure that the `basename_template` (or th
generates unique filenames for different data sets.
```

Rust Arrow schema implementations and available for the follow data types (enhanced performance):
Rust Arrow schema implementations are available for the follow data types (enhanced performance):
- `OrderBookDelta`
- `QuoteTick`
- `TradeTick`
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7 changes: 6 additions & 1 deletion _sources/concepts/index.md.txt
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Expand Up @@ -17,6 +17,7 @@
data.md
adapters.md
logging.md
message_bus.md
advanced/index.md
```

Expand Down Expand Up @@ -70,12 +71,16 @@ The NautilusTrader platform defines a range of built-in data types crafted speci
a trading domain

## [Adapters](adapters.md)
The NautilusTrader design allows for integrating data publishers and/or trading venues
The NautilusTrader design allows for integrating data providers and/or trading venues
through adapter implementations, these can be found in the top level `adapters` subpackage.

## [Logging](logging.md)
The platform provides logging for both backtesting and live trading using a high-performance logger implemented in Rust.

## [Message Bus](message_bus.md)
The heart of the communication channels between components, providing decoupled messaging patterns such as
point-to-point, publish/subscribe and request/response.

## [Advanced](advanced/index.md)
Here you will find more detailed documentation and examples covering the more advanced
features and functionality of the platform.
11 changes: 11 additions & 0 deletions _sources/concepts/logging.md.txt
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Expand Up @@ -84,3 +84,14 @@ config_node = TradingNodeConfig(
```

For backtesting, the `BacktestEngineConfig` class can be used instead of `TradingNodeConfig`, as the same options are available.

### Log Colors

ANSI color codes are utilized to enhance the readability of logs when viewed in a terminal.
These color codes can make it easier to distinguish different parts of log messages.
However, in environments that do not support ANSI color rendering (such as some cloud environments or text editors),
these color codes may not be appropriate as they can appear as raw text.

To accommodate for such scenarios, the `LoggingConfig.log_colors` option can be set to `false`.
Disabling `log_colors` will prevent the addition of ANSI color codes to the log messages, ensuring
compatibility across different environments where color rendering is not supported.
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4 changes: 2 additions & 2 deletions _sources/concepts/overview.md.txt
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Expand Up @@ -74,7 +74,7 @@ The platform is designed to be easily integrated into a larger distributed syste
To facilitate this, nearly all configuration and domain objects can be serialized using JSON, MessagePack or Apache Arrow (Feather) for communication over the network.

## Common core
The common system core is utilized by all node contexts `backtest`, `sandbox`, and `live`.
The common system core is utilized by all node environment contexts (`backtest`, `sandbox`, and `live`).
User-defined Actor, Strategy and ExecAlgorithm components are managed consistently across these environment contexts.

## Backtesting
Expand All @@ -100,7 +100,7 @@ The platform features a comprehensive trading domain model that includes various
which are used to aggregate multiple events to determine state.

### Data Types
The following market data types can be requested historically, and also subscribed to as live streams when available from a data publisher, and implemented in an integrations adapter.
The following market data types can be requested historically, and also subscribed to as live streams when available from a venue / data provider, and implemented in an integrations adapter.
- `OrderBookDelta` (L1/L2/L3)
- `Ticker`
- `QuoteTick`
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14 changes: 7 additions & 7 deletions _sources/concepts/strategies.md.txt
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Expand Up @@ -78,16 +78,16 @@ You can use these handlers to define actions upon receiving new market data.

```python
from nautilus_trader.core.data import Data
from nautilus_trader.model.book import OrderBook
from nautilus_trader.model.data import Bar
from nautilus_trader.model.data import QuoteTick
from nautilus_trader.model.data import TradeTick
from nautilus_trader.model.data.book import OrderBookDeltas
from nautilus_trader.model.data.status import InstrumentClose
from nautilus_trader.model.data.status import InstrumentStatus
from nautilus_trader.model.data.status import VenueStatus
from nautilus_trader.model.data.ticker import Ticker
from nautilus_trader.model.data import OrderBookDeltas
from nautilus_trader.model.data import InstrumentClose
from nautilus_trader.model.data import InstrumentStatus
from nautilus_trader.model.data import VenueStatus
from nautilus_trader.model.data import Ticker
from nautilus_trader.model.instruments import Instrument
from nautilus_trader.model.orderbook import OrderBook

def on_order_book_deltas(self, deltas: OrderBookDeltas) -> None:
def on_order_book(self, order_book: OrderBook) -> None:
Expand Down Expand Up @@ -305,7 +305,7 @@ import decimal

from nautilus_trader.model.identifiers import Venue
from nautilus_trader.accounting.accounts.base import Account
from nautilus_trader.model.currency import Currency
from nautilus_trader.model.objects import Currency
from nautilus_trader.model.objects import Money
from nautilus_trader.model.identifiers import InstrumentId

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2 changes: 1 addition & 1 deletion _sources/getting_started/quickstart.md.txt
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Expand Up @@ -207,7 +207,7 @@ venue = BacktestVenueConfig(
Second, we need to know about the instruments that we would like to load data for, we can use the `ParquetDataCatalog` for this:

```python
instruments = catalog.instruments(as_nautilus=True)
instruments = catalog.instruments()
instruments
```

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2 changes: 1 addition & 1 deletion _sources/integrations/betfair.md.txt
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Expand Up @@ -5,7 +5,7 @@ Exchange Streaming API.

## Overview

The following integration classes are available:
The following adapter classes are available:
- `BetfairInstrumentProvider` which allows querying the Betfair market catalogue for betting markets, which are then converted into Nautilus "instruments".
- `BetfairDataClient` which connects to the Exchange Stream API and streams market data.
- `BetfairExecutionClient` which allows the retrieval of account information and execution and updates for orders (or bets).
Expand Down
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