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@@ -88,8 +88,9 @@ Note: the one marked as `Live Trading` has reasonable live trading support for a
- [aat](https://github.com/AsyncAlgoTrading/aat) | `Python`, `C++`, `Live Trading`| - an asynchronous, event-driven framework for writing algorithmic trading strategies in python with optional acceleration in C++. It is designed to be modular and extensible, with support for a wide variety of instruments and strategies, live trading across (and between) multiple exchanges.
- [* barter-rs](https://github.com/barter-rs/barter-rs) | `Rust` | - Open-source Rust framework for building event-driven live-trading & backtesting systems. Algorithmic trade with the peace of mind that comes from knowing your strategies have been backtested with a near-identical trading Engine.
- [Better Quant](https://github.com/byrnexu/betterquant) | `C++`, `Live Trading` | - Better quant today, best quant tomorrow. 💪
- [backtesting.py](https://github.com/kernc/backtesting.py) | `Python` | - Backtesting.py is a Python framework for inferring viability of trading strategies on historical (past) data. Improved upon the vision of Backtrader, and by all means surpassingly comparable to other accessible alternatives, Backtesting.py is lightweight, fast, user-friendly, intuitive, interactive, intelligent and, hopefully, future-proof.
- [Botvana](https://github.com/featherenvy/botvana) | `Rust` | - high-performance and event-driven trading system built using Rust
- [backtrader](https://github.com/mementum/backtrader) | `Python`, `Live Trading` | - Event driven Python Backtesting library for trading strategies
- [backtesting.py](https://github.com/kernc/backtesting.py) | `Python` | - Backtesting.py is a Python framework for inferring viability of trading strategies on historical (past) data. Improved upon the vision of Backtrader, and by all means surpassingly comparable to other accessible alternatives, Backtesting.py is lightweight, fast, user-friendly, intuitive, interactive, intelligent and, hopefully, future-proof.
- [FlashFunk](https://github.com/HFQR/FlashFunk) | `Rust` | - High Performance Runtime in Rust
- [finmarketpy](https://github.com/cuemacro/finmarketpy) | `Python` | - Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians)
- [gobacktest](https://github.com/gobacktest/gobacktest) | `Go` | - A Go implementation of event-driven backtesting framework