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.
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.)
Categories
Algorithmic TradingLicense
MIT LicenseFollow Barter
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