nautilus-twelvedata 0.1.2

TwelveData adapter for NautilusTrader

nautilus-twelvedata

NautilusTrader adapter for TwelveData.

The nautilus-twelvedata crate provides a integration with the TwelveData API for accessing historical market data for US stocks.

NautilusTrader

NautilusTrader is an open-source, production-grade, Rust-native engine for multi-asset, multi-venue trading systems.

Features

• Fetch historical OHLCV bar data from TwelveData
• Support for multiple intervals (1min, 5min, 15min, 1hour, 4hour, 1day)
• Parse data into NautilusTrader Bar objects
• Python bindings via PyO3
• High-precision mode support (128-bit values)

Installation

Add this to your Cargo.toml:

[dependencies]
nautilus-twelvedata = "0.1.0"

Usage

Rust

use nautilus_twelvedata::{
    config::TwelveDataConfig,
    http::client::TwelveDataHttpClient,
};

#[tokio::main]
async fn main() -> Result<(), Box<dyn std::error::Error>> {
    let config = TwelveDataConfig::builder()
        .api_key("your_api_key")
        .build();
    
    let client = TwelveDataHttpClient::new(config)?;
    
    let response = client
        .fetch_time_series("AAPL", "1hour", Some(100))
        .await?;
    
    println!("Fetched {} bars", response.values.len());
    
    Ok(())
}

Python

from nautilus_trader.core.nautilus_pyo3 import TwelveDataHttpClient

client = TwelveDataHttpClient(api_key="your_api_key")
bars = await client.fetch_time_series("AAPL", "1hour", start_ns, end_ns)
print(f"Fetched {len(bars)} bars")

Feature flags

• python: Enables Python bindings from PyO3.
• high-precision: Enables high-precision mode (128-bit value types).

Limitations

• Free tier: 800 API calls per day, 8 calls per minute
• No WebSocket support on free tier
• Historical data only (no real-time streaming)

License

The source code for NautilusTrader is available on GitHub under the GNU Lesser General Public License v3.0.

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NautilusTrader™ is developed and maintained by Nautech Systems. TwelveData adapter is a community contribution.

Use of this software is subject to the Disclaimer.