BYTEX-TRADE / bytex

# 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; 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.
## 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 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.
## Capabilities
| Area | What is included |
|---|---|
| Strategy SDK | `RuntimeModule` 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; stop and if-touched orders triggered in the engine for venues that have none, released as market or limit under the same id; execution algorithms that work one order as many, with TWAP included |
| Backtesting | simulated venues with a per-instrument matching engine, fills bounded by the size on offer, fill and slippage models, fee models by rate, notional or contract, funding on perpetuals, liquidation of margin accounts, cash and margin accounts; bar, quote, and trade data; Parquet data catalog; performance