Implementation:Nautechsystems Nautilus trader TestInstrumentProvider Factory

Field	Value
Sources	GitHub: test_kit/providers.py, NautilusTrader Documentation
Domains	Financial Instruments, Test Fixtures, Backtesting Setup
Last Updated	2026-02-10 12:00 GMT

Overview

Concrete factory for pre-configured financial instrument objects provided by NautilusTrader's test kit.

Description

The TestInstrumentProvider class is a static factory that produces fully specified instrument objects for use in backtesting, unit testing, and development. Each static method returns a single instrument with all metadata fields (price precision, size precision, tick increments, lot sizes, fees, margin rates, and notional limits) pre-populated with values that match real exchange specifications. The class covers a broad range of instrument types including cryptocurrency spot pairs, perpetual swaps, futures contracts, equities, FX currency pairs, CFDs, options, betting instruments, and synthetic instruments. This eliminates the need for developers to manually construct instrument objects or connect to live exchange APIs during testing.

Usage

Import and call TestInstrumentProvider static methods whenever you need realistic instrument definitions for:

Unit and integration tests that require instrument metadata.
Backtesting configuration where instrument definitions are needed before loading market data.
Strategy prototyping where correct precision and fee parameters matter for P&L accuracy.
Example notebooks and documentation code samples.

Code Reference

Source Location

Item	Value
File	`nautilus_trader/test_kit/providers.py`
Lines	L86-917
Class	`TestInstrumentProvider`

Key Method Signatures

class TestInstrumentProvider:
    @staticmethod
    def btcusdt_binance() -> CurrencyPair: ...

    @staticmethod
    def ethusdt_binance() -> CurrencyPair: ...

    @staticmethod
    def btcusdt_perp_binance() -> CryptoPerpetual: ...

    @staticmethod
    def ethusdt_perp_binance() -> CryptoPerpetual: ...

    @staticmethod
    def default_fx_ccy(symbol: str, venue: Venue | None = None) -> CurrencyPair: ...

    @staticmethod
    def equity(symbol: str = "AAPL", venue: str = "XNAS") -> Equity: ...

    @staticmethod
    def es_future(expiry_year: int, expiry_month: int, venue: Venue | None = None) -> FuturesContract: ...

    @staticmethod
    def aapl_option() -> OptionContract: ...

    @staticmethod
    def synthetic_instrument() -> SyntheticInstrument: ...

    @staticmethod
    def betting_instrument(venue: str | None = None) -> BettingInstrument: ...

Import

from nautilus_trader.test_kit.providers import TestInstrumentProvider

I/O Contract

Inputs

Method	Parameter	Type	Description
`btcusdt_binance()`	(none)	--	Returns pre-configured BTC/USDT Binance spot pair
`ethusdt_binance()`	(none)	--	Returns pre-configured ETH/USDT Binance spot pair
`default_fx_ccy()`	`symbol`	`str`	Currency pair symbol string (6-7 chars, e.g. "EURUSD")
`default_fx_ccy()`	`venue`	`Venue ¦ None`	Optional venue; defaults to Venue("SIM")
`equity()`	`symbol`	`str`	Ticker symbol; defaults to "AAPL"
`equity()`	`venue`	`str`	Venue name; defaults to "XNAS"
`es_future()`	`expiry_year`	`int`	Contract expiry year
`es_future()`	`expiry_month`	`int`	Contract expiry month

Outputs

Method	Return Type	Description
`btcusdt_binance()`	`CurrencyPair`	BTC/USDT with price_precision=2, size_precision=6, maker/taker fee 0.1%
`ethusdt_binance()`	`CurrencyPair`	ETH/USDT with price_precision=2, size_precision=5, maker/taker fee 0.01%
`btcusdt_perp_binance()`	`CryptoPerpetual`	BTCUSDT-PERP with margin_init=5%, margin_maint=2.5%
`default_fx_ccy()`	`CurrencyPair`	FX pair with JPY=3dp or other=5dp, lot_size=1000, margin=3%
`equity()`	`Equity`	Equity with price_precision=2, lot_size=100, ISIN="US0378331005"
`es_future()`	`FuturesContract`	E-mini S&P 500 future with price_increment=0.25
`aapl_option()`	`OptionContract`	AAPL CALL option with strike=149.00, multiplier=100

Usage Examples

Creating a Crypto Spot Instrument

from nautilus_trader.test_kit.providers import TestInstrumentProvider

# Get a fully specified BTC/USDT instrument for Binance
instrument = TestInstrumentProvider.btcusdt_binance()

print(instrument.id)               # BTCUSDT.BINANCE
print(instrument.price_precision)   # 2
print(instrument.size_precision)    # 6
print(instrument.maker_fee)         # 0.001
print(instrument.min_notional)      # 10.00000000 USDT

Creating an FX Currency Pair

from nautilus_trader.test_kit.providers import TestInstrumentProvider

# Generate a default EUR/USD instrument for the SIM venue
eurusd = TestInstrumentProvider.default_fx_ccy("EURUSD")

print(eurusd.id)                # EURUSD.SIM
print(eurusd.price_precision)   # 5
print(eurusd.lot_size)          # 1000

# Generate a JPY pair (uses 3-decimal pricing)
usdjpy = TestInstrumentProvider.default_fx_ccy("USDJPY")
print(usdjpy.price_precision)   # 3

Creating an Equity Instrument

from nautilus_trader.test_kit.providers import TestInstrumentProvider

# Default AAPL equity
aapl = TestInstrumentProvider.equity()
print(aapl.id)              # AAPL.XNAS
print(aapl.lot_size)        # 100

# Custom equity
msft = TestInstrumentProvider.equity(symbol="MSFT", venue="XNAS")
print(msft.id)              # MSFT.XNAS

Using Instruments in Backtest Configuration

from nautilus_trader.test_kit.providers import TestInstrumentProvider
from nautilus_trader.backtest.engine import BacktestEngine

engine = BacktestEngine()

# Add instruments to the engine
btcusdt = TestInstrumentProvider.btcusdt_binance()
engine.add_instrument(btcusdt)

ethusdt = TestInstrumentProvider.ethusdt_binance()
engine.add_instrument(ethusdt)

Related Pages

Principle:Nautechsystems_Nautilus_trader_Instrument_Specification

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