# barter-rs/barter-rs

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

Repository: https://github.com/barter-rs/barter-rs
Canonical: https://ross.abutalabs.com/products/barter-rs
Homepage: https://github.com/orgs/barter-rs/repositories
Language: Rust
License: MIT
License Family: permissive
Topics: algo-trading, algorithmic-trading, algotrading, backtesting, backtesting-engine, backtesting-trading-strategies, hft, high-frequency-trading, quant, quantitative-finance, trading-bot, trading-simulator, trading-strategies, backtesting-frameworks, event-driven, rust, trading-systems, crypto-bot, market-making, trading-platform
Last push: 2026-08-24T07:23:22+00:00

## Health v2 (maintenance only)
Score: 99/100 (v2, computed 2026-09-03T02:20:16.233290+00:00)
- activity 99, release rhythm 98, longevity 100
- inputs: {"age_days": 1424, "days_push": 9, "days_rel": 13, "gap_med": 0, "n_releases_24m": 16}
- flags: none
- formula: round(0.45*activity + 0.35*rhythm + 0.20*longevity); archived -> min(score, 10)

## Adoption (not part of the score)
Stars 2244, forks 364 (observed 2026-08-28T04:06:29.990559+00:00)

## What it is
Barter is an open-source Rust framework and ecosystem of crates for building high-performance, event-driven algorithmic trading systems supporting live-trading, paper-trading, and backtesting. It provides modular components for streaming market data, executing orders, and pluggable Strategy and RiskManager building blocks.

## Use cases
- backtest trading strategies in rust
- build a live trading bot for crypto exchanges
- stream market data from financial venues
- run thousands of concurrent backtests
- implement market making or stat arb strategies
- paper trade before going live
- build a high-frequency trading system

## When to choose
- you need a fast, native Rust trading engine with minimal allocations
- you want plug-and-play Strategy and RiskManager components
- you need both backtesting and live trading in one ecosystem
- you want to stream public and private exchange data via WebSocket/REST

## When to avoid
- you need a turnkey trading platform with a GUI
- your stack is Python-based (e.g., backtrader, zipline)
- you only need simple charting or portfolio tracking
- you require exchange integrations not yet supported by Barter-Data/Execution

## Facets
- artifact type: framework
- maturity: active
- function: trading, streaming, concurrency, simulation, websocket, http-client
- domain: fintech
- platform: rust, cross-platform
- tags: algo-trading, backtesting, event-driven, hft, market-data, trading-bot, paper-trading, quant, market-making, tokio, cryptocurrency, quantitative-finance, algorithms, real-time

## Member repositories
- barter-rs/barter-rs (main) score 99

## Provenance
- Observed fields: from GitHub, fetched 2026-08-28T04:06:29.990559+00:00.
- Health v2: computed from the inputs above; adoption is never an input.
- Inferred fields (summary, facets, guidance): AI-extracted, prompt v1, taxonomy v1, on 2026-08-30T02:44:01.428393+00:00, confidence not recorded.
  - readme: https://github.com/barter-rs/barter-rs (fetched 2026-08-28T04:06:29.990559+00:00, sha 71f308b93161)
  - homepage: https://github.com/orgs/barter-rs/repositories (fetched 2026-08-29T10:24:14.923061+00:00, sha 22bafe4777a6)
- Data as of 2026-08-30T08:39:29.467469+00:00.