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qtpylib
Pythonic event-driven algorithmic trading library with backtesting and live trading
What it is
A Pythonic, event-driven algorithmic trading library supporting backtesting, paper, and live trading via Interactive Brokers. QTPyLib runs a continuously operating Blotter that captures tick, bar, and trade data into MySQL, and communicates with strategies over a ZeroMQ pub/sub architecture so multiple algos can share one market-data source. It offers order book, quote, time, tick, or volume based resolutions, built-in indicators, and asynchronous, non-blocking market data events, making it suitable for traders who want to focus on trading logic. The repository is archived and read-only on GitHub, so it is retained mainly for studying its shared market-data capture and multi-strategy design.
At a glance
Worth watchingOur 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 | High practical value |
| Cost | Free and open source |
| Hardware | No GPU needed |
| Maintenance | Archived, no longer maintained |
GitHub stars, last 30 days
Daily snapshots since 2026-09-12 (up to 30 days): 0 over the period, now 2,267. Gaps mean no snapshot was taken that day.
Archived trading framework retained for studying shared market-data capture and multiple-strategy execution using ZeroMQ.
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