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Async algorithmic trading engine with shared backtest and live code
What it is
An asynchronous algorithmic trading engine that uses one event-driven strategy class for both backtesting and live trading. The core is written for Python's async model, with an optional C++ path for speed. Quant developers who want to build a custom trading system on an async architecture are the natural users. Setting it up for a real broker or exchange takes more engineering than higher-level backtesting libraries.
At a glance
Research onlyOur rating, based on popularity, maintenance and how ready it is for real use.
| Best for | Developers |
|---|---|
| Used for | Backtesting, Live trading |
| Markets | Multi-market |
| Stack | Python |
| Learning curve | Moderate learning curve |
| Practical value | Medium practical value |
| Cost | Free and open source |
| Hardware | No GPU needed |
| Maintenance | Last commit 3 months ago |
GitHub stars, last 30 days
Daily snapshots since 2026-09-28 (up to 30 days): +5 over the period, now 841. Gaps mean no snapshot was taken that day.
Async Algorithmic Trading Engine.
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