Module 13: Adapters & ExtensionsIntegrating with new venues, data sources, and extending system capabilities

1. Adapter Architecture

Adapters serve as the bridge between the system core and external venues. Adhering to the Hexagonal Architecture (Module 03), the core engine remains agnostic to any specific exchange or market data source.

flowchart LR
                        subgraph core["🔷 NautilusTrader Core"]
                        direction TB
                        de["DataEngine"]
                        ee["ExecutionEngine"]
                        end

                        subgraph ports["📌 Ports & Adapters"]
                        direction LR
                        binance["Binance"]
                        ib["Interactive Brokers"]
                        custom["Custom Adapter"]
                        end

                        core ==> ports

                        style core fill:#0f1419,stroke:#4fc3f7,stroke-width:2px
                        style ports fill:#0f1419,stroke:#ab47bc,stroke-width:1px

2. Supported Integrations in the 2026-03-25 Snapshot (15 total)

3. Internal Adapter Architecture

Each adapter typically consists of the following components:

flowchart LR
                        subgraph clients["🔌 Client Implementations"]
                        direction TB
                        dc["DataClient<br />(WebSocket)"]
                        ec["ExecutionClient<br />(REST API)"]
                        end

                        subgraph internal["🧩 Internal Mechanisms"]
                        direction TB
                        config["Configuration Mapping"]
                        parsers["Data Parsers"]
                        end

                        clients ==> internal

                        style clients fill:#0f1419,stroke:#4fc3f7,stroke-width:1px
                        style internal fill:#0f1419,stroke:#ab47bc,stroke-width:1px

4. Custom Actor & System Extensions

In addition to trading strategies, you can use Actors to extend system functionality:

from nautilus_trader.common.actor import Actor
from nautilus_trader.config import ActorConfig


class AlertActorConfig(ActorConfig, frozen=True):
    """Configuration for the alert Actor"""
    instrument_id: InstrumentId
    price_threshold: float  # Price threshold to trigger the alert


class AlertActor(Actor):
    """Dispatches notifications when the price exceeds the threshold"""

    def __init__(self, config: AlertActorConfig):
        super().__init__(config)
        self.instrument_id = config.instrument_id
        self.threshold = config.price_threshold

    def on_start(self):
        # Subscribe to quote updates
        self.subscribe_quote_ticks(self.instrument_id)

    def on_quote_tick(self, tick):
        if tick.ask_price.as_double() > self.threshold:
            self.log.warning(f"⚠️ THRESHOLD BREACH: Price exceeded {self.threshold}!")
            # Add Telegram/Email notification logic here

5. Extension Points Overview

6. Interactive Exercises

7. Module Key Takeaways