Backend · Software Engineering · Trading Systems
QMT Adapter for NautilusTrader
A Python adapter connecting MiniQMT / XtQuant to a NautilusTrader-style workflow
Role
Independent project.
When
Personal project
Tech
- Python
- XtQuant
- NautilusTrader
- Pytest
A Python-first adapter with provider, data, execution, config and factory modules that map venue-specific models onto framework models, backed by unit and integration tests.
What I did
- Implemented provider, data, execution, config and factory modules and mapped venue-specific and framework-specific models onto each other.
- Supported instrument loading, quote and bar requests, account-state queries, and guarded order submission / cancellation.
- Added unit and integration tests around the adapter boundary with Pytest.
Honest limitations
- The validation environment is not documented yet, so no live-trading track record is claimed.
- Test coverage and the number of supported instruments / data types have not been measured.