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Barter is an open-source, Rust-based ecosystem of libraries for building high-performance, event-driven algorithmic trading systems—covering live trading, paper trading, and backtesting. It is designed for safety, speed, and flexibility in quantitative finance workflows. Use mock MarketStream or Execution components to enable back-testing on a near-identical trading system as live-trading. Centralised cache-friendly state management system with O(1) constant lookups using indexed data structures. Robust Order management system - use stand-alone or with Barter. Turn on/off algorithmic trading from an external process (eg/ UI, Telegram, etc.) whilst still processing market/account data.
Features
- Rust-native engine optimized for minimal memory allocations and fast performance
- Extensible, thread-safe architecture with multithreaded execution using Tokio
- Modular crates covering data ingestion, execution, instruments, and integrations
- Plug-and-play Strategy and RiskManager interfaces for custom algorithms
- Backtesting utilities alongside live and dry-trading pipelines
- Rich analytics including performance metrics (PnL, Sharpe, Sortino, drawdown, etc.)
Project Samples
Categories
Algorithmic TradingLicense
MIT LicenseFollow Barter
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