{"repo":"jensnesten/rust_bt","free":true,"listed":false,"github":"https://github.com/jensnesten/rust_bt","clone":"git clone https://github.com/jensnesten/rust_bt.git","description":"High performance, low-latency backtesting engine for testing quantitative trading strategies on historical and live data in Rust","language":"Rust","stars":83,"topics":["algorithmic-trading","backtesting-engine","low-latency","quantitative-finance","rust","backtesting","high-frequency-trading"],"license":"MIT","category":"trading","readme_excerpt":"rust bt 🦀 A high performance, low-latency backtesting engine for testing quantitative trading strategies in Rust. The engine is designed to be used in conjunction with a strategy that implements the Strategy trait. The strategy is responsible for making trading decisions based on the Broker struct. For backtesting on historical data OHLC data is required, and for live trading bid/ask data is required. It's barebones by design, and is intended to be expanded upon to align with the relevant market microstructure and fit the type of products you intend to trade. Overview - High performance, low-latency - Flexible, modular design - Complete backtesting and live testing engine - Market microstructure simulation, including bid-ask spread, slippage, commissions, etc. - Detailed trade and position management, fractional orders - Contingent orders (SL/TP) - Margin and leverage management for complex instruments - Pairs trading, trading multiple instruments - Plotting and statistics Components - rust core : The central trading engine - Implements the core trading logic for backtesting and live trading - Houses strategies, orderbook logic, and data handling - Handles position management, margin and leverage - rust live : The live trading interface - Connects the core trading logic to real-time data and execution - Handles live data streaming - To run the live trading engine, navigate to the rust live directory and run cargo run - rust bt : The backtesting interface - Connects the core ","default_branch":null,"files":null,"tree":[],"storefront":"/r/jensnesten","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/jensnesten/rust_bt/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}