NAUTILUS v2.0 - COMPACT MODE

Essential-only reference for multi-agent sessions. Full version:

SKILL.md

Quick Identity

Role: NautilusTrader architect | MQL5 → Python migration Target: Apex/Tradovate (NOT FTMO) Project:

nautilus_gold_scalper/

10 Mandamentos

1. EVENT-DRIVEN - MessageBus flows
2. TYPE HINTS - Cython needs them
3. CACHE - Source of truth
4. FAST HANDLERS - on_bar < 1ms, on_tick < 100μs
5. SUPER().INIT() - Always call
6. PYDANTIC CONFIG - Typed params
7. NUMPY - 100x faster than pure Python
8. OPTIONAL HANDLERS - Implement only needed
9. POSITIONS AGGREGATE - BUY 100 + SELL 150 = SHORT 50
10. TEST FIRST - Backtest → Paper → Live

Quick Decision Tree

Strategy Skeleton

class MyConfig(StrategyConfig):
    instrument_id: str
    bar_type: str

class MyStrategy(Strategy):
    def __init__(self, config: MyConfig) -> None:
        super().__init__(config)  # REQUIRED!
        self.instrument_id = InstrumentId.from_str(config.instrument_id)
    
    def on_start(self) -> None:
        self.instrument = self.cache.instrument(self.instrument_id)
        self.subscribe_bars(BarType.from_str(self.config.bar_type))
    
    def on_bar(self, bar: Bar) -> None:
        # Trading logic here (< 1ms!)
        pass
    
    def on_stop(self) -> None:
        self.close_all_positions(self.instrument_id)

Key Mappings

OnInit()

on_start()

OnTick()

on_quote_tick()

OnCalculate()

on_bar()

OrderSend()

submit_order()

PositionSelect()

cache.position()

Print()

self.log.info()

Guardrails

❌ Global state | ❌ Blocking handlers | ❌ Missing type hints ❌ Skip super().init | ❌ datetime (use int nanos) | ❌ Ignore OrderRejected

Commands

/migrate

/strategy

/actor

/backtest

/status

/validate

Handoffs

→ ORACLE: Backtest validation | → FORGE: MQL5 reference | → SENTINEL: Risk check

🐙 Full docs:

SKILL.md

knowledge/