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The Principal Dev – Masterclass for Tech LeadsJuly 17-18

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Barter

Barter is an algorithmic trading ecosystem of Rust libraries for building high-performance live-trading, paper-trading and back-testing systems.

See: Barter, Barter-Data, Barter-Instrument, Barter-Execution & Barter-Integration for comprehensive documentation and examples for each library.

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Overview

Barter is an algorithmic trading ecosystem of Rust libraries for building high-performance live-trading, paper-trading and back-testing systems. It is made up of several easy-to-use, extensible crates:

Notable Features

Examples

Paper Trading With Live Market Data & Mock Execution

const FILE_PATH_SYSTEM_CONFIG: &str = "barter/examples/config/system_config.json";
const RISK_FREE_RETURN: Decimal = dec!(0.05);

#[tokio::main]
async fn main() -> Result<(), Box<dyn std::error::Error>> {
    // Initialise Tracing
    init_logging();

    // Load SystemConfig
    let SystemConfig {
        instruments,
        executions,
    } = load_config()?;

    // Construct IndexedInstruments
    let instruments = IndexedInstruments::new(instruments);

    // Initialise MarketData Stream
    let market_stream = init_indexed_multi_exchange_market_stream(
        &instruments,
        &[SubKind::PublicTrades, SubKind::OrderBooksL1],
    )
    .await?;

    // Construct System Args
    let args = SystemArgs::new(
        &instruments,
        executions,
        LiveClock,
        DefaultStrategy::default(),
        DefaultRiskManager::default(),
        market_stream,
    );

    // Build & run full system:
    // See SystemBuilder for all configuration options
    let mut system = SystemBuilder::new(args)
        // Engine feed in Sync mode (Iterator input)
        .engine_feed_mode(EngineFeedMode::Iterator)

        // Audit feed is enabled (Engine sends audits)
        .audit_mode(AuditMode::Enabled)

        // Engine starts with TradingState::Disabled
        .trading_state(TradingState::Disabled)

        // Build System, but don't start spawning tasks yet
        .build::<EngineEvent, DefaultGlobalData, DefaultInstrumentMarketData>()?

        // Init System, spawning component tasks on the current runtime
        .init_with_runtime(tokio::runtime::Handle::current())
        .await?;

    // Take ownership of Engine audit receiver
    let audit_rx = system.audit_rx.take().unwrap();

    // Run dummy asynchronous AuditStream consumer
    // Note: you probably want to use this Stream to replicate EngineState, or persist events, etc.
    //  --> eg/ see examples/engine_sync_with_audit_replica_engine_state
    let audit_task = tokio::spawn(async move {
        let mut audit_stream = audit_rx.into_stream();
        while let Some(audit) = audit_stream.next().await {
            debug!(?audit, "AuditStream consumed AuditTick");
            if let EngineAudit::Shutdown(_) = audit.event {
                break;
            }
        }
        audit_stream
    });

    // Enable trading
    system.trading_state(TradingState::Enabled);

    // Let the example run for 5 seconds...
    tokio::time::sleep(Duration::from_secs(5)).await;

    // Before shutting down, CancelOrders and then ClosePositions
    system.cancel_orders(InstrumentFilter::None);
    system.close_positions(InstrumentFilter::None);

    // Shutdown
    let (engine, _shutdown_audit) = system.shutdown().await?;
    let _audit_stream = audit_task.await?;

    // Generate TradingSummary<Daily>
    let trading_summary = engine
        .trading_summary_generator(RISK_FREE_RETURN)
        .generate(Daily);

    // Print TradingSummary<Daily> to terminal (could save in a file, send somewhere, etc.)
    trading_summary.print_summary();

    Ok(())
}

fn load_config() -> Result<SystemConfig, Box<dyn std::error::Error>> {
    let file = File::open(FILE_PATH_SYSTEM_CONFIG)?;
    let reader = BufReader::new(file);
    let config = serde_json::from_reader(reader)?;
    Ok(config)
}

Getting Help

Firstly, see if the answer to your question can be found in the API Documentation. If the answer is not there, I'd be happy to help via Chat and try answer your question via Discord.

Support Barter Development

Help us advance Barter's capabilities by becoming a sponsor (or supporting me with a tip!).

Your contribution will allow me to dedicate more time to Barter, accelerating feature development and improvements.

Please email justastream.code@gmail.com for all inquiries

Sponsorship Tiers

Current Sponsors

Your name, logo and website link could be here

Current Supporters

Your name could be here

Thank you to all our sponsors and supporters! 🫶

Contributing

Thanks in advance for helping to develop the Barter ecosystem! Please do not hesitate to get touch via the Discord Chat to discuss development, new features, and the future roadmap.

Licence

This project is licensed under the MIT license.

Contribution License Agreement

Any contribution you intentionally submit for inclusion in Barter workspace crates shall be:

  1. Licensed under MIT
  2. Subject to all disclaimers and limitations of liability stated below
  3. Provided without any additional terms or conditions
  4. Submitted with the understanding that the educational-only purpose and risk warnings apply

By submitting a contribution, you certify that you have the right to do so under these terms.

PLEASE READ THIS DISCLAIMER CAREFULLY BEFORE USING THE SOFTWARE. BY ACCESSING OR USING THE SOFTWARE, YOU ACKNOWLEDGE AND AGREE TO BE BOUND BY THE TERMS HEREIN.

  1. EDUCATIONAL PURPOSE This software and related documentation ("Software") are provided solely for educational and research purposes. The Software is not intended, designed, tested, verified or certified for commercial deployment, live trading, or production use of any kind.

  2. NO FINANCIAL ADVICE Nothing contained in the Software constitutes financial, investment, legal, or tax advice. No aspect of the Software should be relied upon for trading decisions or financial planning. Users are strongly advised to consult qualified professionals for investment guidance specific to their circumstances.

  3. ASSUMPTION OF RISK Trading in financial markets, including but not limited to cryptocurrencies, securities, derivatives, and other financial instruments, carries substantial risk of loss. Users acknowledge that: a) They may lose their entire investment; b) Past performance does not indicate future results; c) Hypothetical or simulated performance results have inherent limitations and biases.

  4. DISCLAIMER OF WARRANTIES THE SOFTWARE IS PROVIDED "AS IS" WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED. TO THE MAXIMUM EXTENT PERMITTED BY LAW, THE AUTHORS AND COPYRIGHT HOLDERS EXPRESSLY DISCLAIM ALL WARRANTIES, INCLUDING BUT NOT LIMITED TO: a) MERCHANTABILITY b) FITNESS FOR A PARTICULAR PURPOSE c) NON-INFRINGEMENT d) ACCURACY OR RELIABILITY OF RESULTS e) SYSTEM INTEGRATION f) QUIET ENJOYMENT

  5. LIMITATION OF LIABILITY IN NO EVENT SHALL THE AUTHORS, COPYRIGHT HOLDERS, CONTRIBUTORS, OR ANY AFFILIATED PARTIES BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING BUT NOT LIMITED TO PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES, LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.

  6. REGULATORY COMPLIANCE The Software is not registered with, endorsed by, or approved by any financial regulatory authority. Users are solely responsible for: a) Determining whether their use complies with applicable laws and regulations b) Obtaining any required licenses, permits, or registrations c) Meeting any regulatory obligations in their jurisdiction

  7. INDEMNIFICATION Users agree to indemnify, defend, and hold harmless the authors, copyright holders, and any affiliated parties from and against any claims, liabilities, damages, losses, and expenses arising from their use of the Software.

  8. ACKNOWLEDGMENT BY USING THE SOFTWARE, USERS ACKNOWLEDGE THAT THEY HAVE READ THIS DISCLAIMER, UNDERSTOOD IT, AND AGREE TO BE BOUND BY ITS TERMS AND CONDITIONS.

THE ABOVE LIMITATIONS MAY NOT APPLY IN JURISDICTIONS THAT DO NOT ALLOW THE EXCLUSION OF CERTAIN WARRANTIES OR LIMITATIONS OF LIABILITY.

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