BYTEX
An event-driven algorithmic trading engine for .NET — one strategy, from backtest to live.
BYTEX is an open-source trading platform written in C#. It lets you write a
trading strategy once and run it unchanged against historical data, against
live market data with simulated execution, and against real exchange accounts.
The engine is deterministic, asset-class agnostic, and built around a small set
of composable components that are the same in every environment.
Status: pre-release. APIs may change between minor versions until 1.0, and
the venue adapters are beta until they complete verification against live
venues. Backtesting and sandbox trading are fully functional today.
Why BYTEX
- Research-to-production parity. Backtest, sandbox, and live trading run
the same strategy code on the same engine components. What you tested is what
trades.
- Deterministic by design. A single-threaded kernel processes every event
in a defined order; a backtest replayed twice produces identical results.
- No floating-point money. Prices, quantities, and balances are fixed-point
decimal values with explicit precision.
- Multi-venue, multi-strategy. Run several strategies across several venues
in one process, with a shared portfolio and risk layer.
- Pluggable integrations. Exchanges and data providers are adapters built
on one SDK. Add a venue without touching the engine.
- Plain .NET. No scripting layer, no bindings — strategies are C# classes
with full tooling support.
Capabilities
| Area |
What is included |
| Strategy SDK |
Actor and Strategy base classes with lifecycle, data, order, and position handlers; typed configuration; order factory; cache and portfolio access; clock and timers; indicators |
| Orders |
market, limit, stop-market, stop-limit, market-if-touched, limit-if-touched, trailing stops, market-to-limit; GTC / IOC / FOK / GTD / DAY; post-only, reduce-only, iceberg display quantity; OCO / OTO / OUO contingencies; bracket orders |
| Backtesting |
simulated venues with a per-instrument matching engine, fill and slippage models, fee models, cash and margin accounts; bar, quote, and trade data; Parquet data catalog; performance reports |
| Live trading |
trading node with live clock, exchange adapters, startup reconciliation, sandbox execution (live data, simulated fills), optional Redis state persistence |
| Risk |
pre-trade validation of precision, size, notional, rate limits; trading state control |
| Adapters |
Binance (spot, USDⓈ-M futures), Bybit (spot, linear perpetuals); Tardis historical data; adapter SDK for new venues |
| Tooling |
bytex CLI for backtests, live nodes, and catalog management; Docker image; notebook support |
See the roadmap for what is planned next.
Quick start
Build from source (NuGet packages are planned; until they are published,
reference the projects directly):
git clone https://github.com/BYTEX-TRADE/bytex
cd bytex
dotnet build
dotnet run --project examples/Bytex.Examples -- backtest-ema-cross
public sealed class EmaCrossConfig : StrategyConfig
{
public required InstrumentId InstrumentId { get; init; }
public required BarType BarType { get; init; }
public int FastPeriod { get; init; } = 10;
public int SlowPeriod { get; init; } = 20;
public decimal TradeSize { get; init; } = 1m;
}
public sealed class EmaCross : Strategy<EmaCrossConfig>
{
private readonly ExponentialMovingAverage _fast;
private readonly ExponentialMovingAverage _slow;
public EmaCross(EmaCrossConfig config) : base(config)
{
_fast = new ExponentialMovingAverage(config.FastPeriod);
_slow = new ExponentialMovingAverage(config.SlowPeriod);
}
protected override void OnStart()
{
RegisterIndicatorForBars(Config.BarType, _fast);
RegisterIndicatorForBars(Config.BarType, _slow);
SubscribeBars(Config.BarType);
}
protected override void OnBar(Bar bar)
{
if (!_fast.IsInitialized || !_slow.IsInitialized)
{
return;
}
var instrument = Cache.Instrument(Config.InstrumentId)!;
var quantity = instrument.MakeQuantity(Config.TradeSize);
if (_fast.Value > _slow.Value && Portfolio.IsFlat(Config.InstrumentId))
{
SubmitOrder(OrderFactory.Market(Config.InstrumentId, OrderSide.Buy, quantity));
}
else if (_fast.Value < _slow.Value && Portfolio.IsNetLong(Config.InstrumentId))
{
CloseAllPositions(Config.InstrumentId);
}
}
}
The same class runs in a BacktestEngine, in a sandbox, or in a live
TradingNode. Full walkthroughs are in docs/getting-started.
Command line
The bytex tool runs backtests and trading nodes from JSON configuration
(installable with dotnet tool install --global Bytex.Cli once packages are
published; from source, use dotnet run --project src/Bytex.Cli --):
bytex catalog fetch-instruments --path ./catalog --venue BINANCE --quote USDT
bytex catalog import-csv --path ./catalog --file btcusdt-1m.csv --kind bars --instrument BTCUSDT.BINANCE --bar-type BTCUSDT.BINANCE-1-MINUTE-LAST-EXTERNAL
bytex --plugins ./plugins backtest --config examples/configs/backtest-ema-cross.json
bytex --plugins ./plugins run --config examples/configs/sandbox-binance-ema-cross.json
Strategies are referenced by type name in JSON and loaded from plugin
assemblies, so one CLI runs any strategy. See docs/getting-started/cli.md.
Repository layout
src/Bytex.Core domain model, messaging, clock, cache, portfolio, engines, Strategy SDK, adapter SDK, plugins
src/Bytex.Indicators technical indicators
src/Bytex.Data Parquet data catalog, CSV loaders
src/Bytex.Backtest simulated venues, backtest engine and node, reports
src/Bytex.Live trading node, kernel loop, network infrastructure, sandbox execution
src/Bytex.Adapters.* Binance, Bybit, Tardis
src/Bytex.Persistence.Redis Redis state persistence
src/Bytex.Cli the bytex command-line tool
examples/ example strategies and configurations
tests/ unit, integration, and performance tests
docs/ getting started, concepts, integrations, design notes, roadmap
Building from source
Requires the .NET 10 SDK.
dotnet build
dotnet run --project examples/Bytex.Examples -- backtest-ema-cross
Contributing
Contributions are welcome. Please read CONTRIBUTING.md
first. Security issues should be reported as described in
SECURITY.md.
License
BYTEX is licensed under the Apache License, Version 2.0.
Third-party components are listed in THIRD-PARTY-NOTICES.md.
Disclaimer
BYTEX is software for building trading systems. It is not investment advice,
and it does not guarantee any trading outcome. Trading financial instruments
involves risk of loss. You are solely responsible for any strategy you run and
any account you connect.
BYTEX 是一个用 C# 编写的开源事件驱动算法交易引擎，面向 .NET。你只需编写一次交易策略，同一份代码无需修改即可在回测、沙盒模拟和对接真实交易所账户的实盘交易中运行。