Implementation:Nautechsystems Nautilus trader BacktestEngine Add Venue

Field	Value
sources	https://github.com/nautechsystems/nautilus_trader , https://nautilustrader.io/docs/
domains	backtesting, venue simulation, exchange modeling
last_updated	2026-02-10 12:00 GMT

Overview

Concrete tool for adding a simulated exchange venue to the backtest engine provided by NautilusTrader.

Description

The add_venue method on BacktestEngine constructs a SimulatedExchange with full parameterization of order management, account type, fill/fee/latency/margin models, order book depth, and a rich set of execution behavior flags. It then creates and registers a BacktestExecClient bound to that exchange, wires the client into the kernel's execution engine, and ensures a market-data client exists for the venue. This is the required second step in the backtest setup workflow, after engine construction and before instrument/data addition.

Usage

Call engine.add_venue(...) once per exchange you wish to simulate, before adding instruments or data that belong to that venue.

Code Reference

• Source location: nautilus_trader/backtest/engine.pyx, lines 490--700
• Signature:

def add_venue(
    self,
    venue: Venue,
    oms_type: OmsType,
    account_type: AccountType,
    starting_balances: list[Money],
    base_currency: Currency | None = None,
    default_leverage: Decimal | None = None,
    leverages: dict[InstrumentId, Decimal] | None = None,
    margin_model: MarginModel = None,
    modules: list[SimulationModule] | None = None,
    fill_model: FillModel | None = None,
    fee_model: FeeModel | None = None,
    latency_model: LatencyModel | None = None,
    book_type: BookType = BookType.L1_MBP,
    routing: bool = False,
    reject_stop_orders: bool = True,
    support_gtd_orders: bool = True,
    support_contingent_orders: bool = True,
    oto_trigger_mode: OtoTriggerMode = OtoTriggerMode.PARTIAL,
    use_position_ids: bool = True,
    use_random_ids: bool = False,
    use_reduce_only: bool = True,
    use_message_queue: bool = True,
    use_market_order_acks: bool = False,
    bar_execution: bool = True,
    bar_adaptive_high_low_ordering: bool = False,
    trade_execution: bool = True,
    liquidity_consumption: bool = False,
    queue_position: bool = False,
    allow_cash_borrowing: bool = False,
    frozen_account: bool = False,
    price_protection_points=None,
    settlement_prices: dict[InstrumentId, float] | None = None,
) -> None

• Import:

from nautilus_trader.backtest.engine import BacktestEngine
from nautilus_trader.model.identifiers import Venue
from nautilus_trader.model.enums import OmsType, AccountType
from nautilus_trader.model.objects import Money

I/O Contract

Inputs:

Parameter	Type	Required	Description
venue	Venue	Yes	The venue identifier (must be unique across the engine).
oms_type	OmsType	Yes	Order management system type: HEDGING or NETTING.
account_type	AccountType	Yes	Account type: CASH or MARGIN.
starting_balances	list[Money]	Yes	Non-empty list of starting balances (one per currency).
base_currency	None	No	Base currency for single-currency accounts; None for multi-currency.
default_leverage	None	No	Default leverage; defaults to 10 for MARGIN, 1 for CASH.
fill_model	None	No	Fill model; defaults to FillModel().
fee_model	None	No	Fee model; defaults to MakerTakerFeeModel().
latency_model	None	No	Latency model; None means zero latency.
book_type	BookType	No	Order book depth: L1_MBP (default), L2_MBP, or L3_MBO.
bar_execution	bool	No	Whether bars drive market movement (default True).
trade_execution	bool	No	Whether trades drive market movement (default True).

Outputs / Side Effects:

Output	Type	Description
None (return)	None	Method mutates engine state in place.
SimulatedExchange	side effect	A new SimulatedExchange is stored in engine._venues[venue].
BacktestExecClient	side effect	Execution client registered with the kernel's execution engine.
BacktestMarketDataClient	side effect	Market data client created for the venue if not already present.

Usage Examples

Adding a simple cash equity venue:

from nautilus_trader.backtest.engine import BacktestEngine
from nautilus_trader.model.identifiers import Venue
from nautilus_trader.model.enums import AccountType, OmsType
from nautilus_trader.model.objects import Money
from nautilus_trader.model.currencies import USD

engine = BacktestEngine()

engine.add_venue(
    venue=Venue("SIM"),
    oms_type=OmsType.HEDGING,
    account_type=AccountType.CASH,
    starting_balances=[Money(1_000_000, USD)],
)

Adding a margin venue with custom leverage and fee model:

from decimal import Decimal
from nautilus_trader.backtest.models import MakerTakerFeeModel

engine.add_venue(
    venue=Venue("BINANCE"),
    oms_type=OmsType.NETTING,
    account_type=AccountType.MARGIN,
    starting_balances=[Money(100_000, USD)],
    default_leverage=Decimal(20),
    fee_model=MakerTakerFeeModel(),
    bar_execution=True,
    trade_execution=False,
)

Related Pages

• Principle:Nautechsystems_Nautilus_trader_Simulated_Venue_Setup