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.

Every commit runs more than 2,600 tests on Linux, Windows and macOS. Known defects are tracked as issues, each with a test that holds the correct expectation; see the changelog for what each release fixed.

• 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.

No dates: a release ships when it is ready. Fixes ship continuously as patch releases (changelog). The same list lives in docs/roadmap.md.

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.

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.

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

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.