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Backtesting & trading frameworks★ 2,335 GitHub starsRust⏱ Last commit 48 days ago

Rust framework for event-driven live-trading and backtesting

What it is

An open-source ecosystem of Rust libraries for building event-driven live-trading, paper-trading and backtesting systems. It provides a trading engine with state management, crates for streaming public market data and executing orders, plus data structures for exchanges, instruments and assets. Traders building strategies such as market making, statistical arbitrage or HFT in Rust are the intended audience. As a framework of modular crates rather than a finished product, it requires programming effort to assemble and extend components into a working system.

At a glance

Worth watchingOur rating, based on popularity, maintenance and how ready it is for real use.

Best forDevelopers
Used forBacktesting, Live trading
MarketsCrypto, Multi-market
StackRust
Learning curveSteep learning curve
Practical valueMedium practical value
CostFree and open source
HardwareNo GPU needed
MaintenanceLast commit 48 days ago

GitHub stars, last 30 days

Daily snapshots since 2026-09-12 (up to 30 days): +60 over the period, now 2,335. Gaps mean no snapshot was taken that day.

In the author's words

Open-source Rust framework for building event-driven live-trading & backtesting systems.

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