Barter is an open-source Rust framework for building event-driven live-trading & backtesting systems. Algorithmic trade with the peace of mind that comes from knowing your strategies have been backtested with a near-identical trading Engine. It is: * Fast: Barter provides a multi-threaded trading Engine framework built in high-performance Rust (in-rust-we-trust). * Easy: Barter provides a modularised data architecture that focuses on simplicity. * Customisable: A set of traits define how every Barter component communicates, providing a highly extensible framework for trading.
[API Documentation] | [Chat]
Barter is an open-source Rust framework for building event-driven live-trading & backtesting systems. It provides a high-performance, easy to customise, trading Engine that enables backtesting strategies on a near-identical system to live trading. At a high level, it provides several de-coupled components that interact via a set of traits:
Barter-Data]'s WebSocket functionality to
provide a live market Candle data feed to the system.```rust,no_run
async fn main() -> Result<(), Box
// Create termination channels
let (engine_termination_tx, engine_termination_rx) = oneshot::channel(); // Engine graceful remote shutdown
let (traders_termination_tx, _) = broadcast::channel(1); // Shutdown channel to broadcast remote shutdown to every Trader instance
// Create EventSink channel to listen to all Engine Events in real-time
let (event_tx, event_rx) = unbounded_channel();
let event_sink = EventSink::new();
// Build global shared-state MetaPortfolio
let portfolio = Arc::new(Mutex::new(
MetaPortfolio::builder()
.id(Uuid::new_v4())
.starting_cash(10_000.0)
.repository(InMemoryRepository::new())
.allocation_manager(DefaultAllocator { default_order_value: 100.0 })
.risk_manager(DefaultRisk {})
.build_and_init()
.expect("failed to build & initialise MetaPortfolio"),
));
// Build Trader(s)
let mut traders = Vec::new();
traders.push(
Trader::builder()
.termination_rx(traders_termination_tx.subscribe())
.event_sink(event_sink.clone())
.portfolio(Arc::clone(&portfolio))
.data(HistoricCandleHandler::new(HistoricDataLego {
exchange: "Binance".to_string(),
symbol: "btcusdt".to_string(),
candles: vec![Candle::default()].into_iter(),
})
.strategy(RSIStrategy::new(StrategyConfig { rsi_period: 14 }))
.execution(SimulatedExecution::new(ExecutionConfig {
simulates_fees_pct: Fees {
exchange: 0.1,
slippage: 0.05,
network: 0.0,}
}))
.build()
.expect("failed to build trader")
);
// Build Engine
let engine = Engine::builder()
.termination_rx(engine_termination_rx)
.traders_termination_tx(traders_termination_tx)
.statistics(TradingSummary::new(&config.statistics))
.portfolio(portfolio)
.traders(traders)
.build()
.expect("failed to build engine");
// Listen to Engine Events & do something with them
tokio::spawn(listen_to_events(event_rx));
// --- Run Trading Session Until Remote Shutdown ---
engine.run().await;
} ```
Firstly, see if the answer to your question can be found in the [API Documentation]. If the answer is not there, I'd be happy to help to [Chat] and try answer your question via Discord.
:tada: Thanks for your help in improving the barter ecosystem! Please do get in touch on the discord to discuss development, new features, and the future roadmap.
In addition to the Barter crate, the Barter project also maintains:
* [Barter-Data]: High performance & normalised WebSocket intergration for leading cryptocurrency exchanges - batteries
included.
This project is licensed under the [MIT license].
Unless you explicitly state otherwise, any contribution intentionally submitted for inclusion in Tokio by you, shall be licensed as MIT, without any additional terms or conditions.