nautechsystems/nautilus_trader
Feb 2025 – Feb 2026
12 Months active
Languages Used
PythonRustMakefileMarkdownSQLTOMLShellSolidity
Technical Skills
Backend DevelopmentBenchmarkingCacheFinancial SystemsOrder ManagementOrder Matching Engine
Filip Macek
PROFILE
Filip Macek
Filip Macek developed core trading and analytics infrastructure for the nautechsystems/nautilus_trader repository, focusing on blockchain data pipelines, DEX analytics, and cross-exchange integration. He engineered robust real-time data flows and order management systems using Rust and Python, implementing features such as AMM pool profiling, live blockchain event streaming, and unified option instrument parsing. His work included optimizing PostgreSQL-backed data synchronization, enhancing error handling, and improving concurrency with asynchronous programming. By modernizing backtesting, integrating DeFi protocols, and strengthening risk controls, Filip delivered scalable, maintainable systems that improved data accuracy, execution reliability, and analytics capabilities for institutional trading workflows.
Overall Statistics
Feature vs Bugs
81%Features
Repository Contributions
98Total
Bugs
16
Commits
98
Features
70
Lines of code
102,362
Activity Months12
Your Network
57 people
Work History
February 2026
6 Commits • 4 Features
Feb 1, 2026February 2026 monthly summary for nautechsystems/nautilus_trader focusing on delivering business value through cross-exchange instrument parsing improvements, real-time data pipeline enhancements, execution reliability, and API data accessibility. The work delivered enhances data accuracy, trading reliability, and platform scalability for institutional and professional traders.
6 Commits • 4 Features
Feb 1, 2026February 2026 monthly summary for nautechsystems/nautilus_trader focusing on delivering business value through cross-exchange instrument parsing improvements, real-time data pipeline enhancements, execution reliability, and API data accessibility. The work delivered enhances data accuracy, trading reliability, and platform scalability for institutional and professional traders.
February 2026
January 2026
26 Commits • 18 Features
Jan 1, 2026January 2026 (Month: 2026-01) focused on strengthening Deribit integration, stabilizing the core cache and LiveNode startup path, and hardening risk controls. The team delivered several high-impact features, closed a number of reliability bugs, and improved configurability and performance across the Deribit integration stack. The net effect is more reliable data delivery, safer order routing, and faster reconciliation, directly supporting trading accuracy and uptime for customers. Key features delivered and capabilities added: - Finish Deribit data client (commit 0bff521fbf4ba8e058d5094ed36f68a61009b5bd) - Add support for setting cache database adapter in cache and LiveNode (commit 72305189518eb39b8e85ba940c2cb3b5ea2c9c7e) - Deribit order submission implementation (commit cebad7428fc578bbb0b14990e20abfd6ee2cd28f) - Deribit live reconciliation support (commit 7217204bbb7aa7a963e0e54af4e1a1eb6559f4f2) - Deribit rate limiting for HTTP and WebSocket clients (commit 8de442f194a9d9792346b10469588c6b2288ab34) Major bugs fixed: - Fix instrument cache race condition during LiveNode startup (#3385) — c11083a3db74497779f4052a9066be9aa77b5ada - Fix OKX order rejection handling in execution client (#3399) — c137fd0e14b5df35e7a51c422ce3131f50b9a412 - Fix missing currency registration when adding instruments to cache (#3400) — 83f9c079b278356e38d7fdf27d9f75ed4cd5154b - Fix Deribit auth token refresh race condition (#3402) — 3a6f8ad9838962d3b2280ad96e64d13b5cddd830 - Fix Deribit race condition between response and subscription (#3436) — 8ed4293364b960f20f01c7babb0c669b78de687e Overall impact and accomplishments: - Improved data integrity and pricing accuracy through a completed Deribit data client and enhanced live reconciliation support. - Increased system reliability by addressing cache startup races, token refresh races, and risk engine balance checks. - Enhanced configurability and scalability with cache DB adapter support, enabling easier deployment and operational tuning. - Strengthened execution and risk workflows with API refactors and performance improvements across Deribit integration. Technologies/skills demonstrated: - Rust and Python testing approaches for risk engine validation (inverse instrument order handling). - High-performance data deserialization improvements for Deribit data paths. - Refactoring of WebSocket client and execution clients to standard patterns for maintainability. - System-level reliability work (race condition mitigation, startup ordering, token refresh sequencing).
January 2026
26 Commits • 18 Features
Jan 1, 2026January 2026 (Month: 2026-01) focused on strengthening Deribit integration, stabilizing the core cache and LiveNode startup path, and hardening risk controls. The team delivered several high-impact features, closed a number of reliability bugs, and improved configurability and performance across the Deribit integration stack. The net effect is more reliable data delivery, safer order routing, and faster reconciliation, directly supporting trading accuracy and uptime for customers. Key features delivered and capabilities added: - Finish Deribit data client (commit 0bff521fbf4ba8e058d5094ed36f68a61009b5bd) - Add support for setting cache database adapter in cache and LiveNode (commit 72305189518eb39b8e85ba940c2cb3b5ea2c9c7e) - Deribit order submission implementation (commit cebad7428fc578bbb0b14990e20abfd6ee2cd28f) - Deribit live reconciliation support (commit 7217204bbb7aa7a963e0e54af4e1a1eb6559f4f2) - Deribit rate limiting for HTTP and WebSocket clients (commit 8de442f194a9d9792346b10469588c6b2288ab34) Major bugs fixed: - Fix instrument cache race condition during LiveNode startup (#3385) — c11083a3db74497779f4052a9066be9aa77b5ada - Fix OKX order rejection handling in execution client (#3399) — c137fd0e14b5df35e7a51c422ce3131f50b9a412 - Fix missing currency registration when adding instruments to cache (#3400) — 83f9c079b278356e38d7fdf27d9f75ed4cd5154b - Fix Deribit auth token refresh race condition (#3402) — 3a6f8ad9838962d3b2280ad96e64d13b5cddd830 - Fix Deribit race condition between response and subscription (#3436) — 8ed4293364b960f20f01c7babb0c669b78de687e Overall impact and accomplishments: - Improved data integrity and pricing accuracy through a completed Deribit data client and enhanced live reconciliation support. - Increased system reliability by addressing cache startup races, token refresh races, and risk engine balance checks. - Enhanced configurability and scalability with cache DB adapter support, enabling easier deployment and operational tuning. - Strengthened execution and risk workflows with API refactors and performance improvements across Deribit integration. Technologies/skills demonstrated: - Rust and Python testing approaches for risk engine validation (inverse instrument order handling). - High-performance data deserialization improvements for Deribit data paths. - Refactoring of WebSocket client and execution clients to standard patterns for maintainability. - System-level reliability work (race condition mitigation, startup ordering, token refresh sequencing).
December 2025
5 Commits • 4 Features
Dec 1, 2025Monthly summary for 2025-12 focused on nautilus_trader development. Delivered features to unify Tokio runtime usage across adapters, enhanced Deribit data capabilities (instruments, trade ticks, WebSocket streaming) and scaffolded Deribit execution client for integration testing. Implemented instrument callback deduplication across Kraken, Deribit, and OKX adapters. Achieved improved runtime management, reliability in concurrent operations, and richer market data access with robust parsing and error handling. Test stability improvements include Delays in BitMEX submitter tests to improve synchronization.
5 Commits • 4 Features
Dec 1, 2025Monthly summary for 2025-12 focused on nautilus_trader development. Delivered features to unify Tokio runtime usage across adapters, enhanced Deribit data capabilities (instruments, trade ticks, WebSocket streaming) and scaffolded Deribit execution client for integration testing. Implemented instrument callback deduplication across Kraken, Deribit, and OKX adapters. Achieved improved runtime management, reliability in concurrent operations, and richer market data access with robust parsing and error handling. Test stability improvements include Delays in BitMEX submitter tests to improve synchronization.
December 2025
October 2025
17 Commits • 12 Features
Oct 1, 2025October 2025 focused on delivering core PoolProfiler capabilities with improved accuracy, reliability, and analytics in Nautilus Trader. Key features delivered include improved active liquidity calculation for the AMM pool profiler, unified swap simulation logic, a snapshot/analytics/PSQL schema for PoolProfiler, PoolFlash event integration into the blockchain adapter and live subscription flow, and the introduction of a liquidity utilization rate metric to quantify pool efficiency. Notable reliability improvements were achieved through targeted bug fixes on overflow in fee calculations, out-of-gas Multicall handling, and blockchain client busy-loop stability. These workstreams collectively enhance data-driven decision making, risk assessment, and scalable analytics for pool dynamics.
October 2025
17 Commits • 12 Features
Oct 1, 2025October 2025 focused on delivering core PoolProfiler capabilities with improved accuracy, reliability, and analytics in Nautilus Trader. Key features delivered include improved active liquidity calculation for the AMM pool profiler, unified swap simulation logic, a snapshot/analytics/PSQL schema for PoolProfiler, PoolFlash event integration into the blockchain adapter and live subscription flow, and the introduction of a liquidity utilization rate metric to quantify pool efficiency. Notable reliability improvements were achieved through targeted bug fixes on overflow in fee calculations, out-of-gas Multicall handling, and blockchain client busy-loop stability. These workstreams collectively enhance data-driven decision making, risk assessment, and scalable analytics for pool dynamics.
September 2025
3 Commits • 3 Features
Sep 1, 2025September 2025 monthly summary for nautilus_trader. Delivered three high-impact features across DEX data synchronization, RPC efficiency, and AMM analytics, driving data accuracy, throughput, and actionable insights for trading analytics and risk monitoring. Focused on robust data processing, scalability and developer tooling.
3 Commits • 3 Features
Sep 1, 2025September 2025 monthly summary for nautilus_trader. Delivered three high-impact features across DEX data synchronization, RPC efficiency, and AMM analytics, driving data accuracy, throughput, and actionable insights for trading analytics and risk monitoring. Focused on robust data processing, scalability and developer tooling.
September 2025
August 2025
15 Commits • 14 Features
Aug 1, 2025August 2025 highlights Nautilus Trader’s data layer and CLI performance improvements, expanding DEX coverage while strengthening data quality and reliability. Delivered real-time data via live subscriptions for the blockchain data client, accelerated synchronization with efficient block syncing and CLI pool syncing, and extended parsing for PancakeSwapV3 pools. Standardized InstrumentId chain name validation and DEX pool symbol validation to reduce data integrity issues and improve downstream signal quality. Business impact: faster time-to-value for new pools, more reliable trading signals, and improved developer productivity through clearer CLI commands (sync-dex). Technologies/skills: Rust, async streaming, high-performance CLI tooling, robust data validation, and cross-chain pool parsing (including Arbitrum ecosystems).
August 2025
15 Commits • 14 Features
Aug 1, 2025August 2025 highlights Nautilus Trader’s data layer and CLI performance improvements, expanding DEX coverage while strengthening data quality and reliability. Delivered real-time data via live subscriptions for the blockchain data client, accelerated synchronization with efficient block syncing and CLI pool syncing, and extended parsing for PancakeSwapV3 pools. Standardized InstrumentId chain name validation and DEX pool symbol validation to reduce data integrity issues and improve downstream signal quality. Business impact: faster time-to-value for new pools, more reliable trading signals, and improved developer productivity through clearer CLI commands (sync-dex). Technologies/skills: Rust, async streaming, high-performance CLI tooling, robust data validation, and cross-chain pool parsing (including Arbitrum ecosystems).
July 2025
4 Commits • 2 Features
Jul 1, 2025In July 2025, delivered substantial enhancements to nautilus_trader's blockchain data pipeline and DEX pool synchronization, focusing on data integrity, performance, and reliability. Key changes include PostgreSQL caching and optimized synchronization in the Blockchain Data Client, a refactor of DEX configuration, factory deployment block numbers for data correctness, and improved database loading, caching, error handling, and logging for DEX pool synchronization in the blockchain adapter. These improvements reduce data latency, increase resilience of data pipelines, and provide a solid foundation for scalable deployment and analytics-driven decision making.
4 Commits • 2 Features
Jul 1, 2025In July 2025, delivered substantial enhancements to nautilus_trader's blockchain data pipeline and DEX pool synchronization, focusing on data integrity, performance, and reliability. Key changes include PostgreSQL caching and optimized synchronization in the Blockchain Data Client, a refactor of DEX configuration, factory deployment block numbers for data correctness, and improved database loading, caching, error handling, and logging for DEX pool synchronization in the blockchain adapter. These improvements reduce data latency, increase resilience of data pipelines, and provide a solid foundation for scalable deployment and analytics-driven decision making.
July 2025
June 2025
2 Commits • 1 Features
Jun 1, 2025June 2025: Delivered end-to-end DEX analytics data collection across blockchains in the nautilus_trader repository, focusing on swap events and liquidity updates (mints/burns). Implemented in the blockchain adapters with dedicated syncing, caching, and persistence to enable robust business analytics and insights. This work lays the foundation for cross-chain liquidity and swap analytics, improving data completeness and decision support for product and business teams.
June 2025
2 Commits • 1 Features
Jun 1, 2025June 2025: Delivered end-to-end DEX analytics data collection across blockchains in the nautilus_trader repository, focusing on swap events and liquidity updates (mints/burns). Implemented in the blockchain adapters with dedicated syncing, caching, and persistence to enable robust business analytics and insights. This work lays the foundation for cross-chain liquidity and swap analytics, improving data completeness and decision support for product and business teams.
May 2025
2 Commits • 2 Features
May 1, 2025May 2025 monthly summary for nautechsystems/na Nautilus Trader: Focused on delivering robust live data infrastructure and expanding DeFi data coverage to support traders and analytics. The changes emphasize business value, data reliability, and scalable data pipelines.
2 Commits • 2 Features
May 1, 2025May 2025 monthly summary for nautechsystems/na Nautilus Trader: Focused on delivering robust live data infrastructure and expanding DeFi data coverage to support traders and analytics. The changes emphasize business value, data reliability, and scalable data pipelines.
May 2025
April 2025
5 Commits • 3 Features
Apr 1, 2025April 2025: Focused feature deliveries and reliability improvements in nautilus_trader, establishing a blockchain-domain foundation, improving observability, and enabling multi-network live updates. These changes provide a scalable data model, safer RPC data interchange, and faster incident response for trading workflows.
April 2025
5 Commits • 3 Features
Apr 1, 2025April 2025: Focused feature deliveries and reliability improvements in nautilus_trader, establishing a blockchain-domain foundation, improving observability, and enabling multi-network live updates. These changes provide a scalable data model, safer RPC data interchange, and faster incident response for trading workflows.
March 2025
6 Commits • 2 Features
Mar 1, 2025March 2025 monthly summary for nautechsystems/nautilus_trader. Delivered major features and backtest architecture modernization with strong business value and technical impact. Key commits included: 952e0bf90fbaea05ba9a25d2814003c29a20592e, 49f5593bd8cd6f084b9fbc42e9077b2bea5cc452, bce11a1a7a468f56d221ab4972224a6fb0d8d200, c228c5c0c9000927c7749d759b7f22c0c0c2e20f, dfd23a0af0d67a057aab72806f7e4cb9d80a43cd, 5a5b0d885b51a37bca46bf8cf4bd5a90d011b974.
6 Commits • 2 Features
Mar 1, 2025March 2025 monthly summary for nautechsystems/nautilus_trader. Delivered major features and backtest architecture modernization with strong business value and technical impact. Key commits included: 952e0bf90fbaea05ba9a25d2814003c29a20592e, 49f5593bd8cd6f084b9fbc42e9077b2bea5cc452, bce11a1a7a468f56d221ab4972224a6fb0d8d200, c228c5c0c9000927c7749d759b7f22c0c0c2e20f, dfd23a0af0d67a057aab72806f7e4cb9d80a43cd, 5a5b0d885b51a37bca46bf8cf4bd5a90d011b974.
March 2025
February 2025
7 Commits • 5 Features
Feb 1, 2025February 2025 monthly summary for nautechsystems/nautilus_trader: Implemented and ported conditional order types (market-if-touched, limit-if-touched), added market-to-limit processing, refactored trailing stop handling into unified paths for consistency, fixed critical order status logic (partial/FOK) to improve reliability, and introduced cache benchmarking tooling to quantify performance and guide future optimizations. These changes enhance order execution accuracy, routing, and maintainability while enabling measurable performance analysis.
February 2025
7 Commits • 5 Features
Feb 1, 2025February 2025 monthly summary for nautechsystems/nautilus_trader: Implemented and ported conditional order types (market-if-touched, limit-if-touched), added market-to-limit processing, refactored trailing stop handling into unified paths for consistency, fixed critical order status logic (partial/FOK) to improve reliability, and introduced cache benchmarking tooling to quantify performance and guide future optimizations. These changes enhance order execution accuracy, routing, and maintainability while enabling measurable performance analysis.
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Quality Metrics
Correctness90.4%
Maintainability85.8%
Architecture87.6%
Performance83.0%
AI Usage43.2%
Skills & Technologies
Programming Languages
MakefileMarkdownPythonRustSQLShellSolidityTOML
Technical Skills
AMMAMM (Automated Market Maker) developmentAPI DesignAPI DevelopmentAPI IntegrationAPI developmentAPI integrationAlgorithmsAsynchronous ProgrammingAsynchronous programmingBackend DevelopmentBacktestingBatch ProcessingBenchmarkingBlockchain
Repositories Contributed To
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