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; what counts as an API and how the promise is held are in docs/versioning.md. Backtesting, sandbox and live trading run the same strategy code on the same engine, with the pre-trade limits and the halt a live node needs. The venue adapters are beta until they complete verification against live venues.

Every commit runs more than 3,400 tests on Linux, Windows and macOS, and none of them is skipped: a defect is found by a test that states the right answer, and the fix is what makes that test pass. What each release fixed is in the changelog; what is still open is an issue.

• 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 tradingRuntime 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.

A milestone marked ✅ is delivered; the changelog says what each one carried. 0.8 and 0.9 shipped together as 0.9.0, because everything in both was finished before either was cut. The rest have no dates: a release ships when it is ready and the order may change, and fixes do not wait for a milestone - they ship continuously as patch releases. The same list lives in docs/roadmap.md.

Build from source (the packages are attached to every release, and installation shows how to use them; they are not on nuget.org yet):

git clone https://github.com/BYTEX-TRADE/bytex
cd bytex
dotnet build
dotnet run --project examples/Bytex.Examples -- backtest-ema-cross

public sealed record EmaCrossConfig : StrategyConfig
{
    public required MarketKey MarketKey { get; init; }
    public required CandleSeries CandleSeries { 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.CandleSeries, _fast);
        RegisterIndicatorForBars(Config.CandleSeries, _slow);
        SubscribeBars(Config.CandleSeries);
    }

    protected override void OnBar(Bar bar)
    {
        if (!_fast.IsInitialized || !_slow.IsInitialized)
        {
            return;
        }

        var instrument = Cache.Instrument(Config.MarketKey)!;
        var quantity = instrument.MakeQuantity(Config.TradeSize);

        if (_fast.Value > _slow.Value && Portfolio.IsFlat(Config.MarketKey))
        {
            SubmitOrder(OrderFactory.Market(Config.MarketKey, OrderSide.Buy, quantity));
        }
        else if (_fast.Value < _slow.Value && Portfolio.IsNetLong(Config.MarketKey))
        {
            CloseAllPositions(Config.MarketKey);
        }
    }
}

The same class runs in a BacktestEngine, in a sandbox, or in a live TradingNode. Full walkthroughs are in docs/getting-started.

The bytex tool runs backtests and trading nodes from JSON configuration (installable with dotnet tool install --global Bytex.Cli once the packages are on nuget.org; 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 bx-market:v2/BINANCE/BTCUSDT --candle-series bx-candle:v2/BINANCE/BTCUSDT/minute/1/last/provider
bytex --plugins ./plugins backtest --config examples/configs/backtest-ema-cross.json
bytex --plugins ./plugins run --config examples/configs/sandbox-binance-ema-cross.json

A strategy written as a document needs no C# at all:

bytex documents examples --out ./documents
bytex documents validate --document ./documents/ema-cross.json --catalog ./catalog
bytex --plugins ./plugins backtest --config examples/configs/backtest-document.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.

src/Bytex.Core               domain model, messaging, clock, cache, portfolio, engines, Strategy SDK, adapter SDK, plugins
src/Bytex.Indicators         technical indicators
src/Bytex.Documents          strategy documents: a strategy as data, and the runtime that trades one
src/Bytex.Data               Parquet data catalog, CSV loaders
src/Bytex.Backtest           simulated venues, backtest engine and node, reports
src/Bytex.Live               trading node, tradingRuntime loop, network infrastructure, sandbox execution
src/Bytex.Adapters.*         Binance, Bitget, Bybit, Databento, Gate, Hyperliquid, Kraken, KuCoin, OKX, Tardis
src/Bytex.Persistence.Redis  Redis state persistence
src/Bytex.Persistence.S3     the data catalog on S3-compatible object storage
src/Bytex.Cli                the bytex command-line tool
examples/                    example strategies, configurations and the notebook
tests/                       unit and integration tests, eight projects
docs/                        getting started, concepts, integrations, design notes, requirements, roadmap

Requires the .NET 10 SDK.

dotnet build
dotnet run --project examples/Bytex.Examples -- backtest-ema-cross

Contributions are welcome. Please read CONTRIBUTING.md first. Security issues should be reported as described in SECURITY.md.

BYTEX is licensed under the Apache License, Version 2.0. Third-party components are listed in THIRD-PARTY-NOTICES.md.

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.